NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.15 |
111.89 |
-0.26 |
-0.2% |
110.05 |
| High |
112.64 |
113.40 |
0.76 |
0.7% |
112.48 |
| Low |
111.12 |
110.71 |
-0.41 |
-0.4% |
106.01 |
| Close |
112.21 |
112.76 |
0.55 |
0.5% |
112.29 |
| Range |
1.52 |
2.69 |
1.17 |
77.0% |
6.47 |
| ATR |
2.63 |
2.64 |
0.00 |
0.2% |
0.00 |
| Volume |
215,871 |
317,685 |
101,814 |
47.2% |
1,080,407 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.36 |
119.25 |
114.24 |
|
| R3 |
117.67 |
116.56 |
113.50 |
|
| R2 |
114.98 |
114.98 |
113.25 |
|
| R1 |
113.87 |
113.87 |
113.01 |
114.43 |
| PP |
112.29 |
112.29 |
112.29 |
112.57 |
| S1 |
111.18 |
111.18 |
112.51 |
111.74 |
| S2 |
109.60 |
109.60 |
112.27 |
|
| S3 |
106.91 |
108.49 |
112.02 |
|
| S4 |
104.22 |
105.80 |
111.28 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.67 |
127.45 |
115.85 |
|
| R3 |
123.20 |
120.98 |
114.07 |
|
| R2 |
116.73 |
116.73 |
113.48 |
|
| R1 |
114.51 |
114.51 |
112.88 |
115.62 |
| PP |
110.26 |
110.26 |
110.26 |
110.82 |
| S1 |
108.04 |
108.04 |
111.70 |
109.15 |
| S2 |
103.79 |
103.79 |
111.10 |
|
| S3 |
97.32 |
101.57 |
110.51 |
|
| S4 |
90.85 |
95.10 |
108.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.48 |
107.96 |
5.52 |
4.9% |
2.36 |
2.1% |
87% |
False |
False |
253,565 |
| 10 |
113.48 |
105.98 |
7.50 |
6.7% |
2.56 |
2.3% |
90% |
False |
False |
248,002 |
| 20 |
114.05 |
104.02 |
10.03 |
8.9% |
2.53 |
2.2% |
87% |
False |
False |
182,077 |
| 40 |
114.05 |
97.61 |
16.44 |
14.6% |
2.72 |
2.4% |
92% |
False |
False |
130,404 |
| 60 |
114.05 |
91.97 |
22.08 |
19.6% |
2.69 |
2.4% |
94% |
False |
False |
114,355 |
| 80 |
114.05 |
90.50 |
23.55 |
20.9% |
2.50 |
2.2% |
95% |
False |
False |
102,681 |
| 100 |
114.05 |
88.48 |
25.57 |
22.7% |
2.29 |
2.0% |
95% |
False |
False |
88,279 |
| 120 |
114.05 |
82.46 |
31.59 |
28.0% |
2.21 |
2.0% |
96% |
False |
False |
77,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.83 |
|
2.618 |
120.44 |
|
1.618 |
117.75 |
|
1.000 |
116.09 |
|
0.618 |
115.06 |
|
HIGH |
113.40 |
|
0.618 |
112.37 |
|
0.500 |
112.06 |
|
0.382 |
111.74 |
|
LOW |
110.71 |
|
0.618 |
109.05 |
|
1.000 |
108.02 |
|
1.618 |
106.36 |
|
2.618 |
103.67 |
|
4.250 |
99.28 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.53 |
112.54 |
| PP |
112.29 |
112.32 |
| S1 |
112.06 |
112.10 |
|