NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.57 |
113.17 |
0.60 |
0.5% |
110.55 |
| High |
113.22 |
114.29 |
1.07 |
0.9% |
113.22 |
| Low |
111.86 |
111.99 |
0.13 |
0.1% |
106.88 |
| Close |
113.13 |
113.09 |
-0.04 |
0.0% |
113.13 |
| Range |
1.36 |
2.30 |
0.94 |
69.1% |
6.34 |
| ATR |
2.38 |
2.37 |
-0.01 |
-0.2% |
0.00 |
| Volume |
22,583 |
18,870 |
-3,713 |
-16.4% |
84,110 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.02 |
118.86 |
114.36 |
|
| R3 |
117.72 |
116.56 |
113.72 |
|
| R2 |
115.42 |
115.42 |
113.51 |
|
| R1 |
114.26 |
114.26 |
113.30 |
113.69 |
| PP |
113.12 |
113.12 |
113.12 |
112.84 |
| S1 |
111.96 |
111.96 |
112.88 |
111.39 |
| S2 |
110.82 |
110.82 |
112.67 |
|
| S3 |
108.52 |
109.66 |
112.46 |
|
| S4 |
106.22 |
107.36 |
111.83 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.10 |
127.95 |
116.62 |
|
| R3 |
123.76 |
121.61 |
114.87 |
|
| R2 |
117.42 |
117.42 |
114.29 |
|
| R1 |
115.27 |
115.27 |
113.71 |
116.35 |
| PP |
111.08 |
111.08 |
111.08 |
111.61 |
| S1 |
108.93 |
108.93 |
112.55 |
110.01 |
| S2 |
104.74 |
104.74 |
111.97 |
|
| S3 |
98.40 |
102.59 |
111.39 |
|
| S4 |
92.06 |
96.25 |
109.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.29 |
106.88 |
7.41 |
6.6% |
2.48 |
2.2% |
84% |
True |
False |
20,596 |
| 10 |
114.70 |
106.88 |
7.82 |
6.9% |
2.75 |
2.4% |
79% |
False |
False |
23,043 |
| 20 |
114.70 |
104.60 |
10.10 |
8.9% |
2.15 |
1.9% |
84% |
False |
False |
18,674 |
| 40 |
114.70 |
99.72 |
14.98 |
13.2% |
2.30 |
2.0% |
89% |
False |
False |
17,883 |
| 60 |
114.70 |
94.19 |
20.51 |
18.1% |
2.24 |
2.0% |
92% |
False |
False |
17,949 |
| 80 |
114.70 |
91.94 |
22.76 |
20.1% |
2.05 |
1.8% |
93% |
False |
False |
15,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.07 |
|
2.618 |
120.31 |
|
1.618 |
118.01 |
|
1.000 |
116.59 |
|
0.618 |
115.71 |
|
HIGH |
114.29 |
|
0.618 |
113.41 |
|
0.500 |
113.14 |
|
0.382 |
112.87 |
|
LOW |
111.99 |
|
0.618 |
110.57 |
|
1.000 |
109.69 |
|
1.618 |
108.27 |
|
2.618 |
105.97 |
|
4.250 |
102.22 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.14 |
112.63 |
| PP |
113.12 |
112.16 |
| S1 |
113.11 |
111.70 |
|