NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.35 |
110.66 |
0.31 |
0.3% |
114.58 |
| High |
111.63 |
110.92 |
-0.71 |
-0.6% |
114.90 |
| Low |
108.93 |
108.16 |
-0.77 |
-0.7% |
107.70 |
| Close |
111.14 |
108.67 |
-2.47 |
-2.2% |
111.14 |
| Range |
2.70 |
2.76 |
0.06 |
2.2% |
7.20 |
| ATR |
2.44 |
2.48 |
0.04 |
1.6% |
0.00 |
| Volume |
57,880 |
35,305 |
-22,575 |
-39.0% |
271,184 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.53 |
115.86 |
110.19 |
|
| R3 |
114.77 |
113.10 |
109.43 |
|
| R2 |
112.01 |
112.01 |
109.18 |
|
| R1 |
110.34 |
110.34 |
108.92 |
109.80 |
| PP |
109.25 |
109.25 |
109.25 |
108.98 |
| S1 |
107.58 |
107.58 |
108.42 |
107.04 |
| S2 |
106.49 |
106.49 |
108.16 |
|
| S3 |
103.73 |
104.82 |
107.91 |
|
| S4 |
100.97 |
102.06 |
107.15 |
|
|
| 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 |
122.65 |
|
2.618 |
118.15 |
|
1.618 |
115.39 |
|
1.000 |
113.68 |
|
0.618 |
112.63 |
|
HIGH |
110.92 |
|
0.618 |
109.87 |
|
0.500 |
109.54 |
|
0.382 |
109.21 |
|
LOW |
108.16 |
|
0.618 |
106.45 |
|
1.000 |
105.40 |
|
1.618 |
103.69 |
|
2.618 |
100.93 |
|
4.250 |
96.43 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.54 |
109.89 |
| PP |
109.25 |
109.48 |
| S1 |
108.96 |
109.08 |
|