NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.77 |
109.99 |
1.22 |
1.1% |
114.28 |
| High |
109.77 |
112.32 |
2.55 |
2.3% |
114.65 |
| Low |
107.00 |
109.99 |
2.99 |
2.8% |
107.77 |
| Close |
109.21 |
112.29 |
3.08 |
2.8% |
111.18 |
| Range |
2.77 |
2.33 |
-0.44 |
-15.9% |
6.88 |
| ATR |
2.10 |
2.17 |
0.07 |
3.4% |
0.00 |
| Volume |
5,582 |
5,975 |
393 |
7.0% |
49,773 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.52 |
117.74 |
113.57 |
|
| R3 |
116.19 |
115.41 |
112.93 |
|
| R2 |
113.86 |
113.86 |
112.72 |
|
| R1 |
113.08 |
113.08 |
112.50 |
113.47 |
| PP |
111.53 |
111.53 |
111.53 |
111.73 |
| S1 |
110.75 |
110.75 |
112.08 |
111.14 |
| S2 |
109.20 |
109.20 |
111.86 |
|
| S3 |
106.87 |
108.42 |
111.65 |
|
| S4 |
104.54 |
106.09 |
111.01 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.32 |
107.00 |
5.32 |
4.7% |
2.13 |
1.9% |
99% |
True |
False |
7,821 |
| 10 |
114.65 |
107.00 |
7.65 |
6.8% |
2.32 |
2.1% |
69% |
False |
False |
8,298 |
| 20 |
114.65 |
104.55 |
10.10 |
9.0% |
1.73 |
1.5% |
77% |
False |
False |
8,294 |
| 40 |
114.65 |
99.35 |
15.30 |
13.6% |
2.05 |
1.8% |
85% |
False |
False |
8,583 |
| 60 |
114.65 |
94.18 |
20.47 |
18.2% |
1.89 |
1.7% |
88% |
False |
False |
8,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.22 |
|
2.618 |
118.42 |
|
1.618 |
116.09 |
|
1.000 |
114.65 |
|
0.618 |
113.76 |
|
HIGH |
112.32 |
|
0.618 |
111.43 |
|
0.500 |
111.16 |
|
0.382 |
110.88 |
|
LOW |
109.99 |
|
0.618 |
108.55 |
|
1.000 |
107.66 |
|
1.618 |
106.22 |
|
2.618 |
103.89 |
|
4.250 |
100.09 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.91 |
111.41 |
| PP |
111.53 |
110.54 |
| S1 |
111.16 |
109.66 |
|