NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.46 |
109.21 |
-0.25 |
-0.2% |
114.28 |
| High |
110.18 |
111.26 |
1.08 |
1.0% |
114.65 |
| Low |
108.92 |
108.89 |
-0.03 |
0.0% |
107.77 |
| Close |
109.77 |
111.18 |
1.41 |
1.3% |
111.18 |
| Range |
1.26 |
2.37 |
1.11 |
88.1% |
6.88 |
| ATR |
1.96 |
1.99 |
0.03 |
1.5% |
0.00 |
| Volume |
9,955 |
11,146 |
1,191 |
12.0% |
49,773 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.55 |
116.74 |
112.48 |
|
| R3 |
115.18 |
114.37 |
111.83 |
|
| R2 |
112.81 |
112.81 |
111.61 |
|
| R1 |
112.00 |
112.00 |
111.40 |
112.41 |
| PP |
110.44 |
110.44 |
110.44 |
110.65 |
| S1 |
109.63 |
109.63 |
110.96 |
110.04 |
| S2 |
108.07 |
108.07 |
110.75 |
|
| S3 |
105.70 |
107.26 |
110.53 |
|
| S4 |
103.33 |
104.89 |
109.88 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.84 |
128.39 |
114.96 |
|
| R3 |
124.96 |
121.51 |
113.07 |
|
| R2 |
118.08 |
118.08 |
112.44 |
|
| R1 |
114.63 |
114.63 |
111.81 |
112.92 |
| PP |
111.20 |
111.20 |
111.20 |
110.34 |
| S1 |
107.75 |
107.75 |
110.55 |
106.04 |
| S2 |
104.32 |
104.32 |
109.92 |
|
| S3 |
97.44 |
100.87 |
109.29 |
|
| S4 |
90.56 |
93.99 |
107.40 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.33 |
|
2.618 |
117.46 |
|
1.618 |
115.09 |
|
1.000 |
113.63 |
|
0.618 |
112.72 |
|
HIGH |
111.26 |
|
0.618 |
110.35 |
|
0.500 |
110.08 |
|
0.382 |
109.80 |
|
LOW |
108.89 |
|
0.618 |
107.43 |
|
1.000 |
106.52 |
|
1.618 |
105.06 |
|
2.618 |
102.69 |
|
4.250 |
98.82 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.81 |
110.67 |
| PP |
110.44 |
110.15 |
| S1 |
110.08 |
109.64 |
|