NYMEX Light Sweet Crude Oil Future July 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 |
113.61 |
113.31 |
-0.30 |
-0.3% |
112.40 |
| High |
114.49 |
114.66 |
0.17 |
0.1% |
114.66 |
| Low |
112.18 |
112.74 |
0.56 |
0.5% |
111.25 |
| Close |
113.34 |
114.43 |
1.09 |
1.0% |
114.43 |
| Range |
2.31 |
1.92 |
-0.39 |
-16.9% |
3.41 |
| ATR |
2.54 |
2.49 |
-0.04 |
-1.7% |
0.00 |
| Volume |
72,191 |
70,560 |
-1,631 |
-2.3% |
301,704 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.70 |
118.99 |
115.49 |
|
| R3 |
117.78 |
117.07 |
114.96 |
|
| R2 |
115.86 |
115.86 |
114.78 |
|
| R1 |
115.15 |
115.15 |
114.61 |
115.51 |
| PP |
113.94 |
113.94 |
113.94 |
114.12 |
| S1 |
113.23 |
113.23 |
114.25 |
113.59 |
| S2 |
112.02 |
112.02 |
114.08 |
|
| S3 |
110.10 |
111.31 |
113.90 |
|
| S4 |
108.18 |
109.39 |
113.37 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.68 |
122.46 |
116.31 |
|
| R3 |
120.27 |
119.05 |
115.37 |
|
| R2 |
116.86 |
116.86 |
115.06 |
|
| R1 |
115.64 |
115.64 |
114.74 |
116.25 |
| PP |
113.45 |
113.45 |
113.45 |
113.75 |
| S1 |
112.23 |
112.23 |
114.12 |
112.84 |
| S2 |
110.04 |
110.04 |
113.80 |
|
| S3 |
106.63 |
108.82 |
113.49 |
|
| S4 |
103.22 |
105.41 |
112.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.66 |
111.25 |
3.41 |
3.0% |
2.15 |
1.9% |
93% |
True |
False |
60,340 |
| 10 |
114.66 |
106.44 |
8.22 |
7.2% |
2.48 |
2.2% |
97% |
True |
False |
56,934 |
| 20 |
114.66 |
106.44 |
8.22 |
7.2% |
2.45 |
2.1% |
97% |
True |
False |
59,007 |
| 40 |
114.66 |
98.20 |
16.46 |
14.4% |
2.59 |
2.3% |
99% |
True |
False |
45,476 |
| 60 |
114.66 |
93.10 |
21.56 |
18.8% |
2.58 |
2.3% |
99% |
True |
False |
41,312 |
| 80 |
114.66 |
91.28 |
23.38 |
20.4% |
2.35 |
2.1% |
99% |
True |
False |
36,770 |
| 100 |
114.66 |
89.17 |
25.49 |
22.3% |
2.13 |
1.9% |
99% |
True |
False |
30,788 |
| 120 |
114.66 |
83.16 |
31.50 |
27.5% |
1.99 |
1.7% |
99% |
True |
False |
26,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.82 |
|
2.618 |
119.69 |
|
1.618 |
117.77 |
|
1.000 |
116.58 |
|
0.618 |
115.85 |
|
HIGH |
114.66 |
|
0.618 |
113.93 |
|
0.500 |
113.70 |
|
0.382 |
113.47 |
|
LOW |
112.74 |
|
0.618 |
111.55 |
|
1.000 |
110.82 |
|
1.618 |
109.63 |
|
2.618 |
107.71 |
|
4.250 |
104.58 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
114.19 |
113.94 |
| PP |
113.94 |
113.45 |
| S1 |
113.70 |
112.96 |
|