NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
110.66 |
108.78 |
-1.88 |
-1.7% |
114.58 |
High |
110.92 |
109.89 |
-1.03 |
-0.9% |
114.90 |
Low |
108.16 |
106.96 |
-1.20 |
-1.1% |
107.70 |
Close |
108.67 |
109.22 |
0.55 |
0.5% |
111.14 |
Range |
2.76 |
2.93 |
0.17 |
6.2% |
7.20 |
ATR |
2.48 |
2.51 |
0.03 |
1.3% |
0.00 |
Volume |
35,305 |
33,337 |
-1,968 |
-5.6% |
271,184 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.48 |
116.28 |
110.83 |
|
R3 |
114.55 |
113.35 |
110.03 |
|
R2 |
111.62 |
111.62 |
109.76 |
|
R1 |
110.42 |
110.42 |
109.49 |
111.02 |
PP |
108.69 |
108.69 |
108.69 |
108.99 |
S1 |
107.49 |
107.49 |
108.95 |
108.09 |
S2 |
105.76 |
105.76 |
108.68 |
|
S3 |
102.83 |
104.56 |
108.41 |
|
S4 |
99.90 |
101.63 |
107.61 |
|
|
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 |
122.34 |
2.618 |
117.56 |
1.618 |
114.63 |
1.000 |
112.82 |
0.618 |
111.70 |
HIGH |
109.89 |
0.618 |
108.77 |
0.500 |
108.43 |
0.382 |
108.08 |
LOW |
106.96 |
0.618 |
105.15 |
1.000 |
104.03 |
1.618 |
102.22 |
2.618 |
99.29 |
4.250 |
94.51 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
108.96 |
109.30 |
PP |
108.69 |
109.27 |
S1 |
108.43 |
109.25 |
|