NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
113.08 |
114.30 |
1.22 |
1.1% |
110.55 |
| High |
114.37 |
114.95 |
0.58 |
0.5% |
113.22 |
| Low |
111.72 |
112.68 |
0.96 |
0.9% |
106.88 |
| Close |
113.69 |
113.75 |
0.06 |
0.1% |
113.13 |
| Range |
2.65 |
2.27 |
-0.38 |
-14.3% |
6.34 |
| ATR |
2.34 |
2.33 |
0.00 |
-0.2% |
0.00 |
| Volume |
28,411 |
27,464 |
-947 |
-3.3% |
84,110 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.60 |
119.45 |
115.00 |
|
| R3 |
118.33 |
117.18 |
114.37 |
|
| R2 |
116.06 |
116.06 |
114.17 |
|
| R1 |
114.91 |
114.91 |
113.96 |
114.35 |
| PP |
113.79 |
113.79 |
113.79 |
113.52 |
| S1 |
112.64 |
112.64 |
113.54 |
112.08 |
| S2 |
111.52 |
111.52 |
113.33 |
|
| S3 |
109.25 |
110.37 |
113.13 |
|
| S4 |
106.98 |
108.10 |
112.50 |
|
|
| 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 |
114.95 |
111.72 |
3.23 |
2.8% |
2.02 |
1.8% |
63% |
True |
False |
22,897 |
| 10 |
114.95 |
106.88 |
8.07 |
7.1% |
2.37 |
2.1% |
85% |
True |
False |
23,301 |
| 20 |
114.95 |
106.30 |
8.65 |
7.6% |
2.22 |
2.0% |
86% |
True |
False |
20,655 |
| 40 |
114.95 |
99.72 |
15.23 |
13.4% |
2.27 |
2.0% |
92% |
True |
False |
18,535 |
| 60 |
114.95 |
94.50 |
20.45 |
18.0% |
2.25 |
2.0% |
94% |
True |
False |
18,160 |
| 80 |
114.95 |
91.94 |
23.01 |
20.2% |
2.07 |
1.8% |
95% |
True |
False |
16,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.60 |
|
2.618 |
120.89 |
|
1.618 |
118.62 |
|
1.000 |
117.22 |
|
0.618 |
116.35 |
|
HIGH |
114.95 |
|
0.618 |
114.08 |
|
0.500 |
113.82 |
|
0.382 |
113.55 |
|
LOW |
112.68 |
|
0.618 |
111.28 |
|
1.000 |
110.41 |
|
1.618 |
109.01 |
|
2.618 |
106.74 |
|
4.250 |
103.03 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.82 |
113.61 |
| PP |
113.79 |
113.47 |
| S1 |
113.77 |
113.34 |
|