NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.08 |
108.18 |
-1.90 |
-1.7% |
109.49 |
| High |
111.47 |
109.46 |
-2.01 |
-1.8% |
114.32 |
| Low |
107.77 |
108.02 |
0.25 |
0.2% |
109.38 |
| Close |
108.67 |
109.29 |
0.62 |
0.6% |
114.29 |
| Range |
3.70 |
1.44 |
-2.26 |
-61.1% |
4.94 |
| ATR |
2.06 |
2.01 |
-0.04 |
-2.1% |
0.00 |
| Volume |
9,574 |
10,096 |
522 |
5.5% |
31,343 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.24 |
112.71 |
110.08 |
|
| R3 |
111.80 |
111.27 |
109.69 |
|
| R2 |
110.36 |
110.36 |
109.55 |
|
| R1 |
109.83 |
109.83 |
109.42 |
110.10 |
| PP |
108.92 |
108.92 |
108.92 |
109.06 |
| S1 |
108.39 |
108.39 |
109.16 |
108.66 |
| S2 |
107.48 |
107.48 |
109.03 |
|
| S3 |
106.04 |
106.95 |
108.89 |
|
| S4 |
104.60 |
105.51 |
108.50 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.48 |
125.83 |
117.01 |
|
| R3 |
122.54 |
120.89 |
115.65 |
|
| R2 |
117.60 |
117.60 |
115.20 |
|
| R1 |
115.95 |
115.95 |
114.74 |
116.78 |
| PP |
112.66 |
112.66 |
112.66 |
113.08 |
| S1 |
111.01 |
111.01 |
113.84 |
111.84 |
| S2 |
107.72 |
107.72 |
113.38 |
|
| S3 |
102.78 |
106.07 |
112.93 |
|
| S4 |
97.84 |
101.13 |
111.57 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.58 |
|
2.618 |
113.23 |
|
1.618 |
111.79 |
|
1.000 |
110.90 |
|
0.618 |
110.35 |
|
HIGH |
109.46 |
|
0.618 |
108.91 |
|
0.500 |
108.74 |
|
0.382 |
108.57 |
|
LOW |
108.02 |
|
0.618 |
107.13 |
|
1.000 |
106.58 |
|
1.618 |
105.69 |
|
2.618 |
104.25 |
|
4.250 |
101.90 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.11 |
111.21 |
| PP |
108.92 |
110.57 |
| S1 |
108.74 |
109.93 |
|