NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
113.17 |
112.42 |
-0.75 |
-0.7% |
110.55 |
| High |
114.29 |
113.49 |
-0.80 |
-0.7% |
113.22 |
| Low |
111.99 |
111.99 |
0.00 |
0.0% |
106.88 |
| Close |
113.09 |
113.10 |
0.01 |
0.0% |
113.13 |
| Range |
2.30 |
1.50 |
-0.80 |
-34.8% |
6.34 |
| ATR |
2.37 |
2.31 |
-0.06 |
-2.6% |
0.00 |
| Volume |
18,870 |
17,157 |
-1,713 |
-9.1% |
84,110 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.36 |
116.73 |
113.93 |
|
| R3 |
115.86 |
115.23 |
113.51 |
|
| R2 |
114.36 |
114.36 |
113.38 |
|
| R1 |
113.73 |
113.73 |
113.24 |
114.05 |
| PP |
112.86 |
112.86 |
112.86 |
113.02 |
| S1 |
112.23 |
112.23 |
112.96 |
112.55 |
| S2 |
111.36 |
111.36 |
112.83 |
|
| S3 |
109.86 |
110.73 |
112.69 |
|
| S4 |
108.36 |
109.23 |
112.28 |
|
|
| 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% |
2.26 |
2.0% |
84% |
False |
False |
20,619 |
| 10 |
114.29 |
106.88 |
7.41 |
6.6% |
2.53 |
2.2% |
84% |
False |
False |
22,415 |
| 20 |
114.70 |
104.60 |
10.10 |
8.9% |
2.13 |
1.9% |
84% |
False |
False |
18,975 |
| 40 |
114.70 |
99.72 |
14.98 |
13.2% |
2.28 |
2.0% |
89% |
False |
False |
18,010 |
| 60 |
114.70 |
94.50 |
20.20 |
17.9% |
2.23 |
2.0% |
92% |
False |
False |
17,873 |
| 80 |
114.70 |
91.94 |
22.76 |
20.1% |
2.04 |
1.8% |
93% |
False |
False |
15,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.87 |
|
2.618 |
117.42 |
|
1.618 |
115.92 |
|
1.000 |
114.99 |
|
0.618 |
114.42 |
|
HIGH |
113.49 |
|
0.618 |
112.92 |
|
0.500 |
112.74 |
|
0.382 |
112.56 |
|
LOW |
111.99 |
|
0.618 |
111.06 |
|
1.000 |
110.49 |
|
1.618 |
109.56 |
|
2.618 |
108.06 |
|
4.250 |
105.62 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.98 |
113.09 |
| PP |
112.86 |
113.08 |
| S1 |
112.74 |
113.08 |
|