NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
114.95 |
114.00 |
-0.95 |
-0.8% |
113.17 |
| High |
115.63 |
114.05 |
-1.58 |
-1.4% |
115.03 |
| Low |
111.82 |
111.29 |
-0.53 |
-0.5% |
111.72 |
| Close |
114.44 |
111.99 |
-2.45 |
-2.1% |
114.83 |
| Range |
3.81 |
2.76 |
-1.05 |
-27.6% |
3.31 |
| ATR |
2.41 |
2.46 |
0.05 |
2.2% |
0.00 |
| Volume |
22,004 |
18,820 |
-3,184 |
-14.5% |
120,372 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.72 |
119.12 |
113.51 |
|
| R3 |
117.96 |
116.36 |
112.75 |
|
| R2 |
115.20 |
115.20 |
112.50 |
|
| R1 |
113.60 |
113.60 |
112.24 |
113.02 |
| PP |
112.44 |
112.44 |
112.44 |
112.16 |
| S1 |
110.84 |
110.84 |
111.74 |
110.26 |
| S2 |
109.68 |
109.68 |
111.48 |
|
| S3 |
106.92 |
108.08 |
111.23 |
|
| S4 |
104.16 |
105.32 |
110.47 |
|
|
| 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 |
111.29 |
4.34 |
3.9% |
2.67 |
2.4% |
16% |
False |
True |
25,033 |
| 10 |
115.63 |
106.88 |
8.75 |
7.8% |
2.47 |
2.2% |
58% |
False |
False |
22,826 |
| 20 |
115.63 |
106.88 |
8.75 |
7.8% |
2.41 |
2.2% |
58% |
False |
False |
21,687 |
| 40 |
115.63 |
99.72 |
15.91 |
14.2% |
2.31 |
2.1% |
77% |
False |
False |
18,647 |
| 60 |
115.63 |
94.50 |
21.13 |
18.9% |
2.31 |
2.1% |
83% |
False |
False |
18,569 |
| 80 |
115.63 |
91.94 |
23.69 |
21.2% |
2.09 |
1.9% |
85% |
False |
False |
16,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.78 |
|
2.618 |
121.28 |
|
1.618 |
118.52 |
|
1.000 |
116.81 |
|
0.618 |
115.76 |
|
HIGH |
114.05 |
|
0.618 |
113.00 |
|
0.500 |
112.67 |
|
0.382 |
112.34 |
|
LOW |
111.29 |
|
0.618 |
109.58 |
|
1.000 |
108.53 |
|
1.618 |
106.82 |
|
2.618 |
104.06 |
|
4.250 |
99.56 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.67 |
113.46 |
| PP |
112.44 |
112.97 |
| S1 |
112.22 |
112.48 |
|