NYMEX Light Sweet Crude Oil Future July 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 |
113.49 |
111.16 |
-2.33 |
-2.1% |
112.40 |
| High |
113.69 |
111.70 |
-1.99 |
-1.8% |
114.66 |
| Low |
110.81 |
109.00 |
-1.81 |
-1.6% |
111.25 |
| Close |
111.56 |
109.73 |
-1.83 |
-1.6% |
114.43 |
| Range |
2.88 |
2.70 |
-0.18 |
-6.3% |
3.41 |
| ATR |
2.64 |
2.65 |
0.00 |
0.2% |
0.00 |
| Volume |
66,686 |
65,723 |
-963 |
-1.4% |
301,704 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.24 |
116.69 |
111.22 |
|
| R3 |
115.54 |
113.99 |
110.47 |
|
| R2 |
112.84 |
112.84 |
110.23 |
|
| R1 |
111.29 |
111.29 |
109.98 |
110.72 |
| PP |
110.14 |
110.14 |
110.14 |
109.86 |
| S1 |
108.59 |
108.59 |
109.48 |
108.02 |
| S2 |
107.44 |
107.44 |
109.24 |
|
| S3 |
104.74 |
105.89 |
108.99 |
|
| S4 |
102.04 |
103.19 |
108.25 |
|
|
| 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 |
109.00 |
6.27 |
5.7% |
2.75 |
2.5% |
12% |
False |
True |
64,826 |
| 10 |
115.27 |
108.38 |
6.89 |
6.3% |
2.55 |
2.3% |
20% |
False |
False |
60,533 |
| 20 |
115.27 |
106.44 |
8.83 |
8.0% |
2.73 |
2.5% |
37% |
False |
False |
62,197 |
| 40 |
115.27 |
98.20 |
17.07 |
15.6% |
2.64 |
2.4% |
68% |
False |
False |
47,315 |
| 60 |
115.27 |
93.10 |
22.17 |
20.2% |
2.65 |
2.4% |
75% |
False |
False |
43,220 |
| 80 |
115.27 |
91.36 |
23.91 |
21.8% |
2.39 |
2.2% |
77% |
False |
False |
38,246 |
| 100 |
115.27 |
89.17 |
26.10 |
23.8% |
2.18 |
2.0% |
79% |
False |
False |
32,286 |
| 120 |
115.27 |
83.16 |
32.11 |
29.3% |
2.04 |
1.9% |
83% |
False |
False |
27,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.18 |
|
2.618 |
118.77 |
|
1.618 |
116.07 |
|
1.000 |
114.40 |
|
0.618 |
113.37 |
|
HIGH |
111.70 |
|
0.618 |
110.67 |
|
0.500 |
110.35 |
|
0.382 |
110.03 |
|
LOW |
109.00 |
|
0.618 |
107.33 |
|
1.000 |
106.30 |
|
1.618 |
104.63 |
|
2.618 |
101.93 |
|
4.250 |
97.53 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.35 |
112.14 |
| PP |
110.14 |
111.33 |
| S1 |
109.94 |
110.53 |
|