NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
114.30 |
113.55 |
-0.75 |
-0.7% |
113.17 |
| High |
114.95 |
115.03 |
0.08 |
0.1% |
115.03 |
| Low |
112.68 |
113.18 |
0.50 |
0.4% |
111.72 |
| Close |
113.75 |
114.83 |
1.08 |
0.9% |
114.83 |
| Range |
2.27 |
1.85 |
-0.42 |
-18.5% |
3.31 |
| ATR |
2.33 |
2.30 |
-0.03 |
-1.5% |
0.00 |
| Volume |
27,464 |
28,470 |
1,006 |
3.7% |
120,372 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.90 |
119.21 |
115.85 |
|
| R3 |
118.05 |
117.36 |
115.34 |
|
| R2 |
116.20 |
116.20 |
115.17 |
|
| R1 |
115.51 |
115.51 |
115.00 |
115.86 |
| PP |
114.35 |
114.35 |
114.35 |
114.52 |
| S1 |
113.66 |
113.66 |
114.66 |
114.01 |
| S2 |
112.50 |
112.50 |
114.49 |
|
| S3 |
110.65 |
111.81 |
114.32 |
|
| S4 |
108.80 |
109.96 |
113.81 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.79 |
122.62 |
116.65 |
|
| R3 |
120.48 |
119.31 |
115.74 |
|
| R2 |
117.17 |
117.17 |
115.44 |
|
| R1 |
116.00 |
116.00 |
115.13 |
116.59 |
| PP |
113.86 |
113.86 |
113.86 |
114.15 |
| S1 |
112.69 |
112.69 |
114.53 |
113.28 |
| S2 |
110.55 |
110.55 |
114.22 |
|
| S3 |
107.24 |
109.38 |
113.92 |
|
| S4 |
103.93 |
106.07 |
113.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.03 |
111.72 |
3.31 |
2.9% |
2.11 |
1.8% |
94% |
True |
False |
24,074 |
| 10 |
115.03 |
106.88 |
8.15 |
7.1% |
2.34 |
2.0% |
98% |
True |
False |
23,015 |
| 20 |
115.03 |
106.88 |
8.15 |
7.1% |
2.22 |
1.9% |
98% |
True |
False |
21,233 |
| 40 |
115.03 |
99.72 |
15.31 |
13.3% |
2.26 |
2.0% |
99% |
True |
False |
18,782 |
| 60 |
115.03 |
94.50 |
20.53 |
17.9% |
2.26 |
2.0% |
99% |
True |
False |
18,349 |
| 80 |
115.03 |
91.94 |
23.09 |
20.1% |
2.06 |
1.8% |
99% |
True |
False |
16,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.89 |
|
2.618 |
119.87 |
|
1.618 |
118.02 |
|
1.000 |
116.88 |
|
0.618 |
116.17 |
|
HIGH |
115.03 |
|
0.618 |
114.32 |
|
0.500 |
114.11 |
|
0.382 |
113.89 |
|
LOW |
113.18 |
|
0.618 |
112.04 |
|
1.000 |
111.33 |
|
1.618 |
110.19 |
|
2.618 |
108.34 |
|
4.250 |
105.32 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
114.59 |
114.35 |
| PP |
114.35 |
113.86 |
| S1 |
114.11 |
113.38 |
|