NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
113.55 |
114.95 |
1.40 |
1.2% |
113.17 |
| High |
115.03 |
115.63 |
0.60 |
0.5% |
115.03 |
| Low |
113.18 |
111.82 |
-1.36 |
-1.2% |
111.72 |
| Close |
114.83 |
114.44 |
-0.39 |
-0.3% |
114.83 |
| Range |
1.85 |
3.81 |
1.96 |
105.9% |
3.31 |
| ATR |
2.30 |
2.41 |
0.11 |
4.7% |
0.00 |
| Volume |
28,470 |
22,004 |
-6,466 |
-22.7% |
120,372 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.39 |
123.73 |
116.54 |
|
| R3 |
121.58 |
119.92 |
115.49 |
|
| R2 |
117.77 |
117.77 |
115.14 |
|
| R1 |
116.11 |
116.11 |
114.79 |
115.04 |
| PP |
113.96 |
113.96 |
113.96 |
113.43 |
| S1 |
112.30 |
112.30 |
114.09 |
111.23 |
| S2 |
110.15 |
110.15 |
113.74 |
|
| S3 |
106.34 |
108.49 |
113.39 |
|
| S4 |
102.53 |
104.68 |
112.34 |
|
|
| 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 |
115.63 |
111.72 |
3.91 |
3.4% |
2.42 |
2.1% |
70% |
True |
False |
24,701 |
| 10 |
115.63 |
106.88 |
8.75 |
7.6% |
2.45 |
2.1% |
86% |
True |
False |
22,648 |
| 20 |
115.63 |
106.88 |
8.75 |
7.6% |
2.33 |
2.0% |
86% |
True |
False |
21,591 |
| 40 |
115.63 |
99.72 |
15.91 |
13.9% |
2.30 |
2.0% |
93% |
True |
False |
18,851 |
| 60 |
115.63 |
94.50 |
21.13 |
18.5% |
2.30 |
2.0% |
94% |
True |
False |
18,442 |
| 80 |
115.63 |
91.94 |
23.69 |
20.7% |
2.08 |
1.8% |
95% |
True |
False |
16,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.82 |
|
2.618 |
125.60 |
|
1.618 |
121.79 |
|
1.000 |
119.44 |
|
0.618 |
117.98 |
|
HIGH |
115.63 |
|
0.618 |
114.17 |
|
0.500 |
113.73 |
|
0.382 |
113.28 |
|
LOW |
111.82 |
|
0.618 |
109.47 |
|
1.000 |
108.01 |
|
1.618 |
105.66 |
|
2.618 |
101.85 |
|
4.250 |
95.63 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
114.20 |
114.20 |
| PP |
113.96 |
113.96 |
| S1 |
113.73 |
113.73 |
|