NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.99 |
113.00 |
3.01 |
2.7% |
114.28 |
| High |
112.32 |
113.14 |
0.82 |
0.7% |
114.65 |
| Low |
109.99 |
111.97 |
1.98 |
1.8% |
107.77 |
| Close |
112.29 |
113.11 |
0.82 |
0.7% |
111.18 |
| Range |
2.33 |
1.17 |
-1.16 |
-49.8% |
6.88 |
| ATR |
2.17 |
2.10 |
-0.07 |
-3.3% |
0.00 |
| Volume |
5,975 |
6,588 |
613 |
10.3% |
49,773 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.25 |
115.85 |
113.75 |
|
| R3 |
115.08 |
114.68 |
113.43 |
|
| R2 |
113.91 |
113.91 |
113.32 |
|
| R1 |
113.51 |
113.51 |
113.22 |
113.71 |
| PP |
112.74 |
112.74 |
112.74 |
112.84 |
| S1 |
112.34 |
112.34 |
113.00 |
112.54 |
| S2 |
111.57 |
111.57 |
112.90 |
|
| S3 |
110.40 |
111.17 |
112.79 |
|
| S4 |
109.23 |
110.00 |
112.47 |
|
|
| 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 |
113.14 |
107.00 |
6.14 |
5.4% |
2.11 |
1.9% |
100% |
True |
False |
7,147 |
| 10 |
114.65 |
107.00 |
7.65 |
6.8% |
2.28 |
2.0% |
80% |
False |
False |
8,389 |
| 20 |
114.65 |
104.55 |
10.10 |
8.9% |
1.73 |
1.5% |
85% |
False |
False |
8,170 |
| 40 |
114.65 |
99.35 |
15.30 |
13.5% |
1.96 |
1.7% |
90% |
False |
False |
8,245 |
| 60 |
114.65 |
94.60 |
20.05 |
17.7% |
1.90 |
1.7% |
92% |
False |
False |
8,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.11 |
|
2.618 |
116.20 |
|
1.618 |
115.03 |
|
1.000 |
114.31 |
|
0.618 |
113.86 |
|
HIGH |
113.14 |
|
0.618 |
112.69 |
|
0.500 |
112.56 |
|
0.382 |
112.42 |
|
LOW |
111.97 |
|
0.618 |
111.25 |
|
1.000 |
110.80 |
|
1.618 |
110.08 |
|
2.618 |
108.91 |
|
4.250 |
107.00 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.93 |
112.10 |
| PP |
112.74 |
111.08 |
| S1 |
112.56 |
110.07 |
|