NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
112.82 |
113.89 |
1.07 |
0.9% |
112.34 |
| High |
114.18 |
114.83 |
0.65 |
0.6% |
114.18 |
| Low |
112.25 |
110.82 |
-1.43 |
-1.3% |
110.71 |
| Close |
113.93 |
113.52 |
-0.41 |
-0.4% |
113.93 |
| Range |
1.93 |
4.01 |
2.08 |
107.8% |
3.47 |
| ATR |
2.56 |
2.67 |
0.10 |
4.0% |
0.00 |
| Volume |
180,846 |
290,632 |
109,786 |
60.7% |
1,240,514 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.09 |
123.31 |
115.73 |
|
| R3 |
121.08 |
119.30 |
114.62 |
|
| R2 |
117.07 |
117.07 |
114.26 |
|
| R1 |
115.29 |
115.29 |
113.89 |
114.18 |
| PP |
113.06 |
113.06 |
113.06 |
112.50 |
| S1 |
111.28 |
111.28 |
113.15 |
110.17 |
| S2 |
109.05 |
109.05 |
112.78 |
|
| S3 |
105.04 |
107.27 |
112.42 |
|
| S4 |
101.03 |
103.26 |
111.31 |
|
|
| 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 |
114.83 |
110.71 |
4.12 |
3.6% |
2.49 |
2.2% |
68% |
True |
False |
258,136 |
| 10 |
114.83 |
106.01 |
8.82 |
7.8% |
2.61 |
2.3% |
85% |
True |
False |
261,155 |
| 20 |
114.83 |
105.98 |
8.85 |
7.8% |
2.62 |
2.3% |
85% |
True |
False |
206,165 |
| 40 |
114.83 |
97.61 |
17.22 |
15.2% |
2.71 |
2.4% |
92% |
True |
False |
142,308 |
| 60 |
114.83 |
91.97 |
22.86 |
20.1% |
2.77 |
2.4% |
94% |
True |
False |
122,805 |
| 80 |
114.83 |
90.50 |
24.33 |
21.4% |
2.52 |
2.2% |
95% |
True |
False |
110,849 |
| 100 |
114.83 |
88.86 |
25.97 |
22.9% |
2.32 |
2.0% |
95% |
True |
False |
94,354 |
| 120 |
114.83 |
82.46 |
32.37 |
28.5% |
2.25 |
2.0% |
96% |
True |
False |
83,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.87 |
|
2.618 |
125.33 |
|
1.618 |
121.32 |
|
1.000 |
118.84 |
|
0.618 |
117.31 |
|
HIGH |
114.83 |
|
0.618 |
113.30 |
|
0.500 |
112.83 |
|
0.382 |
112.35 |
|
LOW |
110.82 |
|
0.618 |
108.34 |
|
1.000 |
106.81 |
|
1.618 |
104.33 |
|
2.618 |
100.32 |
|
4.250 |
93.78 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.29 |
113.29 |
| PP |
113.06 |
113.06 |
| S1 |
112.83 |
112.83 |
|