NYMEX Light Sweet Crude Oil Future July 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 |
114.28 |
113.49 |
-0.79 |
-0.7% |
112.40 |
| High |
115.27 |
113.69 |
-1.58 |
-1.4% |
114.66 |
| Low |
111.32 |
110.81 |
-0.51 |
-0.5% |
111.25 |
| Close |
114.04 |
111.56 |
-2.48 |
-2.2% |
114.43 |
| Range |
3.95 |
2.88 |
-1.07 |
-27.1% |
3.41 |
| ATR |
2.60 |
2.64 |
0.05 |
1.7% |
0.00 |
| Volume |
48,972 |
66,686 |
17,714 |
36.2% |
301,704 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.66 |
118.99 |
113.14 |
|
| R3 |
117.78 |
116.11 |
112.35 |
|
| R2 |
114.90 |
114.90 |
112.09 |
|
| R1 |
113.23 |
113.23 |
111.82 |
112.63 |
| PP |
112.02 |
112.02 |
112.02 |
111.72 |
| S1 |
110.35 |
110.35 |
111.30 |
109.75 |
| S2 |
109.14 |
109.14 |
111.03 |
|
| S3 |
106.26 |
107.47 |
110.77 |
|
| S4 |
103.38 |
104.59 |
109.98 |
|
|
| 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 |
115.27 |
110.81 |
4.46 |
4.0% |
2.74 |
2.5% |
17% |
False |
True |
64,186 |
| 10 |
115.27 |
106.44 |
8.83 |
7.9% |
2.59 |
2.3% |
58% |
False |
False |
57,994 |
| 20 |
115.27 |
106.44 |
8.83 |
7.9% |
2.65 |
2.4% |
58% |
False |
False |
60,488 |
| 40 |
115.27 |
98.20 |
17.07 |
15.3% |
2.62 |
2.4% |
78% |
False |
False |
46,542 |
| 60 |
115.27 |
93.10 |
22.17 |
19.9% |
2.63 |
2.4% |
83% |
False |
False |
42,466 |
| 80 |
115.27 |
91.28 |
23.99 |
21.5% |
2.38 |
2.1% |
85% |
False |
False |
37,740 |
| 100 |
115.27 |
89.17 |
26.10 |
23.4% |
2.16 |
1.9% |
86% |
False |
False |
31,720 |
| 120 |
115.27 |
83.16 |
32.11 |
28.8% |
2.02 |
1.8% |
88% |
False |
False |
27,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.93 |
|
2.618 |
121.23 |
|
1.618 |
118.35 |
|
1.000 |
116.57 |
|
0.618 |
115.47 |
|
HIGH |
113.69 |
|
0.618 |
112.59 |
|
0.500 |
112.25 |
|
0.382 |
111.91 |
|
LOW |
110.81 |
|
0.618 |
109.03 |
|
1.000 |
107.93 |
|
1.618 |
106.15 |
|
2.618 |
103.27 |
|
4.250 |
98.57 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.25 |
113.04 |
| PP |
112.02 |
112.55 |
| S1 |
111.79 |
112.05 |
|