NYMEX Light Sweet Crude Oil Future December 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 |
109.19 |
112.17 |
2.98 |
2.7% |
114.58 |
| High |
112.34 |
113.20 |
0.86 |
0.8% |
114.90 |
| Low |
109.10 |
111.77 |
2.67 |
2.4% |
107.70 |
| Close |
112.25 |
113.04 |
0.79 |
0.7% |
111.14 |
| Range |
3.24 |
1.43 |
-1.81 |
-55.9% |
7.20 |
| ATR |
2.56 |
2.48 |
-0.08 |
-3.2% |
0.00 |
| Volume |
35,628 |
43,211 |
7,583 |
21.3% |
271,184 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.96 |
116.43 |
113.83 |
|
| R3 |
115.53 |
115.00 |
113.43 |
|
| R2 |
114.10 |
114.10 |
113.30 |
|
| R1 |
113.57 |
113.57 |
113.17 |
113.84 |
| PP |
112.67 |
112.67 |
112.67 |
112.80 |
| S1 |
112.14 |
112.14 |
112.91 |
112.41 |
| S2 |
111.24 |
111.24 |
112.78 |
|
| S3 |
109.81 |
110.71 |
112.65 |
|
| S4 |
108.38 |
109.28 |
112.25 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.20 |
106.96 |
6.24 |
5.5% |
2.61 |
2.3% |
97% |
True |
False |
41,072 |
| 10 |
114.90 |
106.96 |
7.94 |
7.0% |
2.90 |
2.6% |
77% |
False |
False |
46,459 |
| 20 |
114.90 |
104.54 |
10.36 |
9.2% |
2.23 |
2.0% |
82% |
False |
False |
41,592 |
| 40 |
114.90 |
99.07 |
15.83 |
14.0% |
2.50 |
2.2% |
88% |
False |
False |
47,658 |
| 60 |
114.90 |
94.71 |
20.19 |
17.9% |
2.41 |
2.1% |
91% |
False |
False |
52,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.28 |
|
2.618 |
116.94 |
|
1.618 |
115.51 |
|
1.000 |
114.63 |
|
0.618 |
114.08 |
|
HIGH |
113.20 |
|
0.618 |
112.65 |
|
0.500 |
112.49 |
|
0.382 |
112.32 |
|
LOW |
111.77 |
|
0.618 |
110.89 |
|
1.000 |
110.34 |
|
1.618 |
109.46 |
|
2.618 |
108.03 |
|
4.250 |
105.69 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.86 |
112.05 |
| PP |
112.67 |
111.07 |
| S1 |
112.49 |
110.08 |
|