NYMEX Light Sweet Crude Oil Future August 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 |
113.70 |
111.50 |
-2.20 |
-1.9% |
112.91 |
| High |
113.91 |
111.99 |
-1.92 |
-1.7% |
114.92 |
| Low |
111.10 |
109.32 |
-1.78 |
-1.6% |
111.57 |
| Close |
111.85 |
110.00 |
-1.85 |
-1.7% |
114.71 |
| Range |
2.81 |
2.67 |
-0.14 |
-5.0% |
3.35 |
| ATR |
2.56 |
2.57 |
0.01 |
0.3% |
0.00 |
| Volume |
25,956 |
29,124 |
3,168 |
12.2% |
147,166 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.45 |
116.89 |
111.47 |
|
| R3 |
115.78 |
114.22 |
110.73 |
|
| R2 |
113.11 |
113.11 |
110.49 |
|
| R1 |
111.55 |
111.55 |
110.24 |
111.00 |
| PP |
110.44 |
110.44 |
110.44 |
110.16 |
| S1 |
108.88 |
108.88 |
109.76 |
108.33 |
| S2 |
107.77 |
107.77 |
109.51 |
|
| S3 |
105.10 |
106.21 |
109.27 |
|
| S4 |
102.43 |
103.54 |
108.53 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.78 |
122.60 |
116.55 |
|
| R3 |
120.43 |
119.25 |
115.63 |
|
| R2 |
117.08 |
117.08 |
115.32 |
|
| R1 |
115.90 |
115.90 |
115.02 |
116.49 |
| PP |
113.73 |
113.73 |
113.73 |
114.03 |
| S1 |
112.55 |
112.55 |
114.40 |
113.14 |
| S2 |
110.38 |
110.38 |
114.10 |
|
| S3 |
107.03 |
109.20 |
113.79 |
|
| S4 |
103.68 |
105.85 |
112.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.52 |
109.32 |
6.20 |
5.6% |
2.70 |
2.5% |
11% |
False |
True |
30,595 |
| 10 |
115.52 |
108.65 |
6.87 |
6.2% |
2.51 |
2.3% |
20% |
False |
False |
28,155 |
| 20 |
115.52 |
106.74 |
8.78 |
8.0% |
2.67 |
2.4% |
37% |
False |
False |
27,612 |
| 40 |
115.52 |
98.51 |
17.01 |
15.5% |
2.50 |
2.3% |
68% |
False |
False |
21,470 |
| 60 |
115.52 |
93.92 |
21.60 |
19.6% |
2.45 |
2.2% |
74% |
False |
False |
21,340 |
| 80 |
115.52 |
91.88 |
23.64 |
21.5% |
2.19 |
2.0% |
77% |
False |
False |
19,402 |
| 100 |
115.52 |
89.48 |
26.04 |
23.7% |
2.01 |
1.8% |
79% |
False |
False |
16,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.34 |
|
2.618 |
118.98 |
|
1.618 |
116.31 |
|
1.000 |
114.66 |
|
0.618 |
113.64 |
|
HIGH |
111.99 |
|
0.618 |
110.97 |
|
0.500 |
110.66 |
|
0.382 |
110.34 |
|
LOW |
109.32 |
|
0.618 |
107.67 |
|
1.000 |
106.65 |
|
1.618 |
105.00 |
|
2.618 |
102.33 |
|
4.250 |
97.97 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.66 |
112.42 |
| PP |
110.44 |
111.61 |
| S1 |
110.22 |
110.81 |
|