NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
113.89 |
112.98 |
-0.91 |
-0.8% |
112.34 |
| High |
114.83 |
113.22 |
-1.61 |
-1.4% |
114.18 |
| Low |
110.82 |
110.31 |
-0.51 |
-0.5% |
110.71 |
| Close |
113.52 |
111.05 |
-2.47 |
-2.2% |
113.93 |
| Range |
4.01 |
2.91 |
-1.10 |
-27.4% |
3.47 |
| ATR |
2.67 |
2.70 |
0.04 |
1.5% |
0.00 |
| Volume |
290,632 |
283,975 |
-6,657 |
-2.3% |
1,240,514 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.26 |
118.56 |
112.65 |
|
| R3 |
117.35 |
115.65 |
111.85 |
|
| R2 |
114.44 |
114.44 |
111.58 |
|
| R1 |
112.74 |
112.74 |
111.32 |
112.14 |
| PP |
111.53 |
111.53 |
111.53 |
111.22 |
| S1 |
109.83 |
109.83 |
110.78 |
109.23 |
| S2 |
108.62 |
108.62 |
110.52 |
|
| S3 |
105.71 |
106.92 |
110.25 |
|
| S4 |
102.80 |
104.01 |
109.45 |
|
|
| 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 |
110.31 |
4.52 |
4.1% |
2.76 |
2.5% |
16% |
False |
True |
271,757 |
| 10 |
114.83 |
106.01 |
8.82 |
7.9% |
2.60 |
2.3% |
57% |
False |
False |
261,786 |
| 20 |
114.83 |
105.98 |
8.85 |
8.0% |
2.70 |
2.4% |
57% |
False |
False |
216,641 |
| 40 |
114.83 |
97.61 |
17.22 |
15.5% |
2.71 |
2.4% |
78% |
False |
False |
147,017 |
| 60 |
114.83 |
91.97 |
22.86 |
20.6% |
2.77 |
2.5% |
83% |
False |
False |
126,625 |
| 80 |
114.83 |
90.50 |
24.33 |
21.9% |
2.53 |
2.3% |
84% |
False |
False |
113,568 |
| 100 |
114.83 |
88.86 |
25.97 |
23.4% |
2.33 |
2.1% |
85% |
False |
False |
96,684 |
| 120 |
114.83 |
82.46 |
32.37 |
29.1% |
2.25 |
2.0% |
88% |
False |
False |
85,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.59 |
|
2.618 |
120.84 |
|
1.618 |
117.93 |
|
1.000 |
116.13 |
|
0.618 |
115.02 |
|
HIGH |
113.22 |
|
0.618 |
112.11 |
|
0.500 |
111.77 |
|
0.382 |
111.42 |
|
LOW |
110.31 |
|
0.618 |
108.51 |
|
1.000 |
107.40 |
|
1.618 |
105.60 |
|
2.618 |
102.69 |
|
4.250 |
97.94 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.77 |
112.57 |
| PP |
111.53 |
112.06 |
| S1 |
111.29 |
111.56 |
|