NYMEX Light Sweet Crude Oil Future May 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 |
109.43 |
107.52 |
-1.91 |
-1.7% |
113.28 |
| High |
109.44 |
108.45 |
-0.99 |
-0.9% |
113.46 |
| Low |
106.54 |
105.50 |
-1.04 |
-1.0% |
105.31 |
| Close |
107.12 |
108.15 |
1.03 |
1.0% |
109.66 |
| Range |
2.90 |
2.95 |
0.05 |
1.7% |
8.15 |
| ATR |
2.77 |
2.79 |
0.01 |
0.5% |
0.00 |
| Volume |
97,252 |
31,488 |
-65,764 |
-67.6% |
1,783,677 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.22 |
115.13 |
109.77 |
|
| R3 |
113.27 |
112.18 |
108.96 |
|
| R2 |
110.32 |
110.32 |
108.69 |
|
| R1 |
109.23 |
109.23 |
108.42 |
109.78 |
| PP |
107.37 |
107.37 |
107.37 |
107.64 |
| S1 |
106.28 |
106.28 |
107.88 |
106.83 |
| S2 |
104.42 |
104.42 |
107.61 |
|
| S3 |
101.47 |
103.33 |
107.34 |
|
| S4 |
98.52 |
100.38 |
106.53 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.93 |
129.94 |
114.14 |
|
| R3 |
125.78 |
121.79 |
111.90 |
|
| R2 |
117.63 |
117.63 |
111.15 |
|
| R1 |
113.64 |
113.64 |
110.41 |
111.56 |
| PP |
109.48 |
109.48 |
109.48 |
108.44 |
| S1 |
105.49 |
105.49 |
108.91 |
103.41 |
| S2 |
101.33 |
101.33 |
108.17 |
|
| S3 |
93.18 |
97.34 |
107.42 |
|
| S4 |
85.03 |
89.19 |
105.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.10 |
105.31 |
4.79 |
4.4% |
2.73 |
2.5% |
59% |
False |
False |
212,993 |
| 10 |
113.46 |
105.31 |
8.15 |
7.5% |
2.97 |
2.7% |
35% |
False |
False |
274,698 |
| 20 |
113.46 |
102.70 |
10.76 |
9.9% |
2.42 |
2.2% |
51% |
False |
False |
254,279 |
| 40 |
113.46 |
96.45 |
17.01 |
15.7% |
3.04 |
2.8% |
69% |
False |
False |
205,455 |
| 60 |
113.46 |
89.40 |
24.06 |
22.2% |
2.76 |
2.6% |
78% |
False |
False |
171,472 |
| 80 |
113.46 |
89.40 |
24.06 |
22.2% |
2.51 |
2.3% |
78% |
False |
False |
139,645 |
| 100 |
113.46 |
84.57 |
28.89 |
26.7% |
2.30 |
2.1% |
82% |
False |
False |
115,078 |
| 120 |
113.46 |
82.22 |
31.24 |
28.9% |
2.16 |
2.0% |
83% |
False |
False |
97,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.99 |
|
2.618 |
116.17 |
|
1.618 |
113.22 |
|
1.000 |
111.40 |
|
0.618 |
110.27 |
|
HIGH |
108.45 |
|
0.618 |
107.32 |
|
0.500 |
106.98 |
|
0.382 |
106.63 |
|
LOW |
105.50 |
|
0.618 |
103.68 |
|
1.000 |
102.55 |
|
1.618 |
100.73 |
|
2.618 |
97.78 |
|
4.250 |
92.96 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.76 |
108.03 |
| PP |
107.37 |
107.92 |
| S1 |
106.98 |
107.80 |
|