NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
113.13 |
112.82 |
-0.31 |
-0.3% |
112.34 |
| High |
113.97 |
114.18 |
0.21 |
0.2% |
114.18 |
| Low |
111.69 |
112.25 |
0.56 |
0.5% |
110.71 |
| Close |
112.86 |
113.93 |
1.07 |
0.9% |
113.93 |
| Range |
2.28 |
1.93 |
-0.35 |
-15.4% |
3.47 |
| ATR |
2.61 |
2.56 |
-0.05 |
-1.9% |
0.00 |
| Volume |
285,650 |
180,846 |
-104,804 |
-36.7% |
1,240,514 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.24 |
118.52 |
114.99 |
|
| R3 |
117.31 |
116.59 |
114.46 |
|
| R2 |
115.38 |
115.38 |
114.28 |
|
| R1 |
114.66 |
114.66 |
114.11 |
115.02 |
| PP |
113.45 |
113.45 |
113.45 |
113.64 |
| S1 |
112.73 |
112.73 |
113.75 |
113.09 |
| S2 |
111.52 |
111.52 |
113.58 |
|
| S3 |
109.59 |
110.80 |
113.40 |
|
| S4 |
107.66 |
108.87 |
112.87 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.35 |
122.11 |
115.84 |
|
| R3 |
119.88 |
118.64 |
114.88 |
|
| R2 |
116.41 |
116.41 |
114.57 |
|
| R1 |
115.17 |
115.17 |
114.25 |
115.79 |
| PP |
112.94 |
112.94 |
112.94 |
113.25 |
| S1 |
111.70 |
111.70 |
113.61 |
112.32 |
| S2 |
109.47 |
109.47 |
113.29 |
|
| S3 |
106.00 |
108.23 |
112.98 |
|
| S4 |
102.53 |
104.76 |
112.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.18 |
110.71 |
3.47 |
3.0% |
2.16 |
1.9% |
93% |
True |
False |
248,102 |
| 10 |
114.18 |
106.01 |
8.17 |
7.2% |
2.50 |
2.2% |
97% |
True |
False |
250,296 |
| 20 |
114.18 |
105.98 |
8.20 |
7.2% |
2.52 |
2.2% |
97% |
True |
False |
196,171 |
| 40 |
114.18 |
97.61 |
16.57 |
14.5% |
2.69 |
2.4% |
98% |
True |
False |
137,385 |
| 60 |
114.18 |
91.97 |
22.21 |
19.5% |
2.73 |
2.4% |
99% |
True |
False |
119,241 |
| 80 |
114.18 |
90.50 |
23.68 |
20.8% |
2.50 |
2.2% |
99% |
True |
False |
107,891 |
| 100 |
114.18 |
88.86 |
25.32 |
22.2% |
2.30 |
2.0% |
99% |
True |
False |
91,977 |
| 120 |
114.18 |
82.46 |
31.72 |
27.8% |
2.22 |
2.0% |
99% |
True |
False |
80,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.38 |
|
2.618 |
119.23 |
|
1.618 |
117.30 |
|
1.000 |
116.11 |
|
0.618 |
115.37 |
|
HIGH |
114.18 |
|
0.618 |
113.44 |
|
0.500 |
113.22 |
|
0.382 |
112.99 |
|
LOW |
112.25 |
|
0.618 |
111.06 |
|
1.000 |
110.32 |
|
1.618 |
109.13 |
|
2.618 |
107.20 |
|
4.250 |
104.05 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.69 |
113.44 |
| PP |
113.45 |
112.94 |
| S1 |
113.22 |
112.45 |
|