NYMEX Light Sweet Crude Oil Future September 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 |
112.42 |
113.08 |
0.66 |
0.6% |
110.55 |
| High |
113.49 |
114.37 |
0.88 |
0.8% |
113.22 |
| Low |
111.99 |
111.72 |
-0.27 |
-0.2% |
106.88 |
| Close |
113.10 |
113.69 |
0.59 |
0.5% |
113.13 |
| Range |
1.50 |
2.65 |
1.15 |
76.7% |
6.34 |
| ATR |
2.31 |
2.34 |
0.02 |
1.0% |
0.00 |
| Volume |
17,157 |
28,411 |
11,254 |
65.6% |
84,110 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.21 |
120.10 |
115.15 |
|
| R3 |
118.56 |
117.45 |
114.42 |
|
| R2 |
115.91 |
115.91 |
114.18 |
|
| R1 |
114.80 |
114.80 |
113.93 |
115.36 |
| PP |
113.26 |
113.26 |
113.26 |
113.54 |
| S1 |
112.15 |
112.15 |
113.45 |
112.71 |
| S2 |
110.61 |
110.61 |
113.20 |
|
| S3 |
107.96 |
109.50 |
112.96 |
|
| S4 |
105.31 |
106.85 |
112.23 |
|
|
| 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 |
114.37 |
109.10 |
5.27 |
4.6% |
2.22 |
2.0% |
87% |
True |
False |
22,527 |
| 10 |
114.37 |
106.88 |
7.49 |
6.6% |
2.36 |
2.1% |
91% |
True |
False |
23,084 |
| 20 |
114.70 |
105.17 |
9.53 |
8.4% |
2.18 |
1.9% |
89% |
False |
False |
19,959 |
| 40 |
114.70 |
99.72 |
14.98 |
13.2% |
2.27 |
2.0% |
93% |
False |
False |
18,371 |
| 60 |
114.70 |
94.50 |
20.20 |
17.8% |
2.22 |
2.0% |
95% |
False |
False |
17,945 |
| 80 |
114.70 |
91.94 |
22.76 |
20.0% |
2.05 |
1.8% |
96% |
False |
False |
15,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.63 |
|
2.618 |
121.31 |
|
1.618 |
118.66 |
|
1.000 |
117.02 |
|
0.618 |
116.01 |
|
HIGH |
114.37 |
|
0.618 |
113.36 |
|
0.500 |
113.05 |
|
0.382 |
112.73 |
|
LOW |
111.72 |
|
0.618 |
110.08 |
|
1.000 |
109.07 |
|
1.618 |
107.43 |
|
2.618 |
104.78 |
|
4.250 |
100.46 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.48 |
113.48 |
| PP |
113.26 |
113.26 |
| S1 |
113.05 |
113.05 |
|