NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
112.98 |
110.68 |
-2.30 |
-2.0% |
112.34 |
| High |
113.22 |
111.22 |
-2.00 |
-1.8% |
114.18 |
| Low |
110.31 |
108.48 |
-1.83 |
-1.7% |
110.71 |
| Close |
111.05 |
109.24 |
-1.81 |
-1.6% |
113.93 |
| Range |
2.91 |
2.74 |
-0.17 |
-5.8% |
3.47 |
| ATR |
2.70 |
2.71 |
0.00 |
0.1% |
0.00 |
| Volume |
283,975 |
316,276 |
32,301 |
11.4% |
1,240,514 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.87 |
116.29 |
110.75 |
|
| R3 |
115.13 |
113.55 |
109.99 |
|
| R2 |
112.39 |
112.39 |
109.74 |
|
| R1 |
110.81 |
110.81 |
109.49 |
110.23 |
| PP |
109.65 |
109.65 |
109.65 |
109.36 |
| S1 |
108.07 |
108.07 |
108.99 |
107.49 |
| S2 |
106.91 |
106.91 |
108.74 |
|
| S3 |
104.17 |
105.33 |
108.49 |
|
| S4 |
101.43 |
102.59 |
107.73 |
|
|
| 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 |
108.48 |
6.35 |
5.8% |
2.77 |
2.5% |
12% |
False |
True |
271,475 |
| 10 |
114.83 |
107.96 |
6.87 |
6.3% |
2.57 |
2.3% |
19% |
False |
False |
262,520 |
| 20 |
114.83 |
105.98 |
8.85 |
8.1% |
2.78 |
2.5% |
37% |
False |
False |
227,663 |
| 40 |
114.83 |
97.61 |
17.22 |
15.8% |
2.72 |
2.5% |
68% |
False |
False |
152,243 |
| 60 |
114.83 |
91.97 |
22.86 |
20.9% |
2.79 |
2.6% |
76% |
False |
False |
130,910 |
| 80 |
114.83 |
90.50 |
24.33 |
22.3% |
2.54 |
2.3% |
77% |
False |
False |
116,478 |
| 100 |
114.83 |
88.86 |
25.97 |
23.8% |
2.34 |
2.1% |
78% |
False |
False |
99,409 |
| 120 |
114.83 |
82.46 |
32.37 |
29.6% |
2.26 |
2.1% |
83% |
False |
False |
87,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.87 |
|
2.618 |
118.39 |
|
1.618 |
115.65 |
|
1.000 |
113.96 |
|
0.618 |
112.91 |
|
HIGH |
111.22 |
|
0.618 |
110.17 |
|
0.500 |
109.85 |
|
0.382 |
109.53 |
|
LOW |
108.48 |
|
0.618 |
106.79 |
|
1.000 |
105.74 |
|
1.618 |
104.05 |
|
2.618 |
101.31 |
|
4.250 |
96.84 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.85 |
111.66 |
| PP |
109.65 |
110.85 |
| S1 |
109.44 |
110.05 |
|