NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
114.00 |
111.69 |
-2.31 |
-2.0% |
113.17 |
| High |
114.05 |
112.12 |
-1.93 |
-1.7% |
115.03 |
| Low |
111.29 |
109.51 |
-1.78 |
-1.6% |
111.72 |
| Close |
111.99 |
110.17 |
-1.82 |
-1.6% |
114.83 |
| Range |
2.76 |
2.61 |
-0.15 |
-5.4% |
3.31 |
| ATR |
2.46 |
2.47 |
0.01 |
0.4% |
0.00 |
| Volume |
18,820 |
23,888 |
5,068 |
26.9% |
120,372 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.43 |
116.91 |
111.61 |
|
| R3 |
115.82 |
114.30 |
110.89 |
|
| R2 |
113.21 |
113.21 |
110.65 |
|
| R1 |
111.69 |
111.69 |
110.41 |
111.15 |
| PP |
110.60 |
110.60 |
110.60 |
110.33 |
| S1 |
109.08 |
109.08 |
109.93 |
108.54 |
| S2 |
107.99 |
107.99 |
109.69 |
|
| S3 |
105.38 |
106.47 |
109.45 |
|
| S4 |
102.77 |
103.86 |
108.73 |
|
|
| 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 |
109.51 |
6.12 |
5.6% |
2.66 |
2.4% |
11% |
False |
True |
24,129 |
| 10 |
115.63 |
109.10 |
6.53 |
5.9% |
2.44 |
2.2% |
16% |
False |
False |
23,328 |
| 20 |
115.63 |
106.88 |
8.75 |
7.9% |
2.50 |
2.3% |
38% |
False |
False |
22,258 |
| 40 |
115.63 |
99.72 |
15.91 |
14.4% |
2.33 |
2.1% |
66% |
False |
False |
18,478 |
| 60 |
115.63 |
94.50 |
21.13 |
19.2% |
2.34 |
2.1% |
74% |
False |
False |
18,698 |
| 80 |
115.63 |
92.33 |
23.30 |
21.1% |
2.11 |
1.9% |
77% |
False |
False |
16,916 |
| 100 |
115.63 |
89.83 |
25.80 |
23.4% |
1.91 |
1.7% |
79% |
False |
False |
14,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.21 |
|
2.618 |
118.95 |
|
1.618 |
116.34 |
|
1.000 |
114.73 |
|
0.618 |
113.73 |
|
HIGH |
112.12 |
|
0.618 |
111.12 |
|
0.500 |
110.82 |
|
0.382 |
110.51 |
|
LOW |
109.51 |
|
0.618 |
107.90 |
|
1.000 |
106.90 |
|
1.618 |
105.29 |
|
2.618 |
102.68 |
|
4.250 |
98.42 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.82 |
112.57 |
| PP |
110.60 |
111.77 |
| S1 |
110.39 |
110.97 |
|