NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.75 |
112.86 |
0.11 |
0.1% |
110.65 |
| High |
113.38 |
114.23 |
0.85 |
0.7% |
113.21 |
| Low |
111.96 |
111.57 |
-0.39 |
-0.3% |
106.74 |
| Close |
112.98 |
113.57 |
0.59 |
0.5% |
113.02 |
| Range |
1.42 |
2.66 |
1.24 |
87.3% |
6.47 |
| ATR |
2.45 |
2.46 |
0.02 |
0.6% |
0.00 |
| Volume |
17,791 |
31,673 |
13,882 |
78.0% |
96,979 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.10 |
120.00 |
115.03 |
|
| R3 |
118.44 |
117.34 |
114.30 |
|
| R2 |
115.78 |
115.78 |
114.06 |
|
| R1 |
114.68 |
114.68 |
113.81 |
115.23 |
| PP |
113.12 |
113.12 |
113.12 |
113.40 |
| S1 |
112.02 |
112.02 |
113.33 |
112.57 |
| S2 |
110.46 |
110.46 |
113.08 |
|
| S3 |
107.80 |
109.36 |
112.84 |
|
| S4 |
105.14 |
106.70 |
112.11 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.40 |
128.18 |
116.58 |
|
| R3 |
123.93 |
121.71 |
114.80 |
|
| R2 |
117.46 |
117.46 |
114.21 |
|
| R1 |
115.24 |
115.24 |
113.61 |
116.35 |
| PP |
110.99 |
110.99 |
110.99 |
111.55 |
| S1 |
108.77 |
108.77 |
112.43 |
109.88 |
| S2 |
104.52 |
104.52 |
111.83 |
|
| S3 |
98.05 |
102.30 |
111.24 |
|
| S4 |
91.58 |
95.83 |
109.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.23 |
108.65 |
5.58 |
4.9% |
2.31 |
2.0% |
88% |
True |
False |
25,714 |
| 10 |
114.23 |
106.74 |
7.49 |
6.6% |
2.48 |
2.2% |
91% |
True |
False |
27,643 |
| 20 |
114.77 |
104.89 |
9.88 |
8.7% |
2.37 |
2.1% |
88% |
False |
False |
23,954 |
| 40 |
114.77 |
98.51 |
16.26 |
14.3% |
2.43 |
2.1% |
93% |
False |
False |
20,513 |
| 60 |
114.77 |
93.92 |
20.85 |
18.4% |
2.33 |
2.1% |
94% |
False |
False |
20,151 |
| 80 |
114.77 |
91.78 |
22.99 |
20.2% |
2.14 |
1.9% |
95% |
False |
False |
17,941 |
| 100 |
114.77 |
89.34 |
25.43 |
22.4% |
1.93 |
1.7% |
95% |
False |
False |
15,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.54 |
|
2.618 |
121.19 |
|
1.618 |
118.53 |
|
1.000 |
116.89 |
|
0.618 |
115.87 |
|
HIGH |
114.23 |
|
0.618 |
113.21 |
|
0.500 |
112.90 |
|
0.382 |
112.59 |
|
LOW |
111.57 |
|
0.618 |
109.93 |
|
1.000 |
108.91 |
|
1.618 |
107.27 |
|
2.618 |
104.61 |
|
4.250 |
100.27 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.35 |
113.35 |
| PP |
113.12 |
113.12 |
| S1 |
112.90 |
112.90 |
|