NYMEX Light Sweet Crude Oil Future December 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 |
110.63 |
108.33 |
-2.30 |
-2.1% |
109.65 |
| High |
112.20 |
110.00 |
-2.20 |
-2.0% |
114.45 |
| Low |
107.70 |
107.72 |
0.02 |
0.0% |
109.24 |
| Close |
108.69 |
109.35 |
0.66 |
0.6% |
114.18 |
| Range |
4.50 |
2.28 |
-2.22 |
-49.3% |
5.21 |
| ATR |
2.46 |
2.44 |
-0.01 |
-0.5% |
0.00 |
| Volume |
39,248 |
71,627 |
32,379 |
82.5% |
190,173 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.86 |
114.89 |
110.60 |
|
| R3 |
113.58 |
112.61 |
109.98 |
|
| R2 |
111.30 |
111.30 |
109.77 |
|
| R1 |
110.33 |
110.33 |
109.56 |
110.82 |
| PP |
109.02 |
109.02 |
109.02 |
109.27 |
| S1 |
108.05 |
108.05 |
109.14 |
108.54 |
| S2 |
106.74 |
106.74 |
108.93 |
|
| S3 |
104.46 |
105.77 |
108.72 |
|
| S4 |
102.18 |
103.49 |
108.10 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.25 |
126.43 |
117.05 |
|
| R3 |
123.04 |
121.22 |
115.61 |
|
| R2 |
117.83 |
117.83 |
115.14 |
|
| R1 |
116.01 |
116.01 |
114.66 |
116.92 |
| PP |
112.62 |
112.62 |
112.62 |
113.08 |
| S1 |
110.80 |
110.80 |
113.70 |
111.71 |
| S2 |
107.41 |
107.41 |
113.22 |
|
| S3 |
102.20 |
105.59 |
112.75 |
|
| S4 |
96.99 |
100.38 |
111.31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.69 |
|
2.618 |
115.97 |
|
1.618 |
113.69 |
|
1.000 |
112.28 |
|
0.618 |
111.41 |
|
HIGH |
110.00 |
|
0.618 |
109.13 |
|
0.500 |
108.86 |
|
0.382 |
108.59 |
|
LOW |
107.72 |
|
0.618 |
106.31 |
|
1.000 |
105.44 |
|
1.618 |
104.03 |
|
2.618 |
101.75 |
|
4.250 |
98.03 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.19 |
111.30 |
| PP |
109.02 |
110.65 |
| S1 |
108.86 |
110.00 |
|