NYMEX Light Sweet Crude Oil Future December 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 |
109.62 |
110.35 |
0.73 |
0.7% |
114.58 |
| High |
110.21 |
111.63 |
1.42 |
1.3% |
114.90 |
| Low |
108.14 |
108.93 |
0.79 |
0.7% |
107.70 |
| Close |
109.76 |
111.14 |
1.38 |
1.3% |
111.14 |
| Range |
2.07 |
2.70 |
0.63 |
30.4% |
7.20 |
| ATR |
2.42 |
2.44 |
0.02 |
0.8% |
0.00 |
| Volume |
53,549 |
57,880 |
4,331 |
8.1% |
271,184 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.67 |
117.60 |
112.63 |
|
| R3 |
115.97 |
114.90 |
111.88 |
|
| R2 |
113.27 |
113.27 |
111.64 |
|
| R1 |
112.20 |
112.20 |
111.39 |
112.74 |
| PP |
110.57 |
110.57 |
110.57 |
110.83 |
| S1 |
109.50 |
109.50 |
110.89 |
110.04 |
| S2 |
107.87 |
107.87 |
110.65 |
|
| S3 |
105.17 |
106.80 |
110.40 |
|
| S4 |
102.47 |
104.10 |
109.66 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.85 |
129.19 |
115.10 |
|
| R3 |
125.65 |
121.99 |
113.12 |
|
| R2 |
118.45 |
118.45 |
112.46 |
|
| R1 |
114.79 |
114.79 |
111.80 |
113.02 |
| PP |
111.25 |
111.25 |
111.25 |
110.36 |
| S1 |
107.59 |
107.59 |
110.48 |
105.82 |
| S2 |
104.05 |
104.05 |
109.82 |
|
| S3 |
96.85 |
100.39 |
109.16 |
|
| S4 |
89.65 |
93.19 |
107.18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.11 |
|
2.618 |
118.70 |
|
1.618 |
116.00 |
|
1.000 |
114.33 |
|
0.618 |
113.30 |
|
HIGH |
111.63 |
|
0.618 |
110.60 |
|
0.500 |
110.28 |
|
0.382 |
109.96 |
|
LOW |
108.93 |
|
0.618 |
107.26 |
|
1.000 |
106.23 |
|
1.618 |
104.56 |
|
2.618 |
101.86 |
|
4.250 |
97.46 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.85 |
110.65 |
| PP |
110.57 |
110.16 |
| S1 |
110.28 |
109.68 |
|