NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.25 |
108.77 |
-1.48 |
-1.3% |
114.28 |
| High |
110.26 |
109.77 |
-0.49 |
-0.4% |
114.65 |
| Low |
108.34 |
107.00 |
-1.34 |
-1.2% |
107.77 |
| Close |
108.67 |
109.21 |
0.54 |
0.5% |
111.18 |
| Range |
1.92 |
2.77 |
0.85 |
44.3% |
6.88 |
| ATR |
2.05 |
2.10 |
0.05 |
2.5% |
0.00 |
| Volume |
6,448 |
5,582 |
-866 |
-13.4% |
49,773 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.97 |
115.86 |
110.73 |
|
| R3 |
114.20 |
113.09 |
109.97 |
|
| R2 |
111.43 |
111.43 |
109.72 |
|
| R1 |
110.32 |
110.32 |
109.46 |
110.88 |
| PP |
108.66 |
108.66 |
108.66 |
108.94 |
| S1 |
107.55 |
107.55 |
108.96 |
108.11 |
| S2 |
105.89 |
105.89 |
108.70 |
|
| S3 |
103.12 |
104.78 |
108.45 |
|
| S4 |
100.35 |
102.01 |
107.69 |
|
|
| 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 |
121.54 |
|
2.618 |
117.02 |
|
1.618 |
114.25 |
|
1.000 |
112.54 |
|
0.618 |
111.48 |
|
HIGH |
109.77 |
|
0.618 |
108.71 |
|
0.500 |
108.39 |
|
0.382 |
108.06 |
|
LOW |
107.00 |
|
0.618 |
105.29 |
|
1.000 |
104.23 |
|
1.618 |
102.52 |
|
2.618 |
99.75 |
|
4.250 |
95.23 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.94 |
109.18 |
| PP |
108.66 |
109.16 |
| S1 |
108.39 |
109.13 |
|