NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
113.80 |
112.08 |
-1.72 |
-1.5% |
111.05 |
| High |
114.21 |
113.43 |
-0.78 |
-0.7% |
113.15 |
| Low |
112.27 |
111.99 |
-0.28 |
-0.2% |
107.30 |
| Close |
113.08 |
113.13 |
0.05 |
0.0% |
113.14 |
| Range |
1.94 |
1.44 |
-0.50 |
-25.8% |
5.85 |
| ATR |
2.19 |
2.14 |
-0.05 |
-2.5% |
0.00 |
| Volume |
7,752 |
7,760 |
8 |
0.1% |
37,782 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.17 |
116.59 |
113.92 |
|
| R3 |
115.73 |
115.15 |
113.53 |
|
| R2 |
114.29 |
114.29 |
113.39 |
|
| R1 |
113.71 |
113.71 |
113.26 |
114.00 |
| PP |
112.85 |
112.85 |
112.85 |
113.00 |
| S1 |
112.27 |
112.27 |
113.00 |
112.56 |
| S2 |
111.41 |
111.41 |
112.87 |
|
| S3 |
109.97 |
110.83 |
112.73 |
|
| S4 |
108.53 |
109.39 |
112.34 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.75 |
126.79 |
116.36 |
|
| R3 |
122.90 |
120.94 |
114.75 |
|
| R2 |
117.05 |
117.05 |
114.21 |
|
| R1 |
115.09 |
115.09 |
113.68 |
116.07 |
| PP |
111.20 |
111.20 |
111.20 |
111.69 |
| S1 |
109.24 |
109.24 |
112.60 |
110.22 |
| S2 |
105.35 |
105.35 |
112.07 |
|
| S3 |
99.50 |
103.39 |
111.53 |
|
| S4 |
93.65 |
97.54 |
109.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.21 |
107.30 |
6.91 |
6.1% |
1.89 |
1.7% |
84% |
False |
False |
8,541 |
| 10 |
114.21 |
107.30 |
6.91 |
6.1% |
2.31 |
2.0% |
84% |
False |
False |
9,826 |
| 20 |
114.60 |
104.75 |
9.85 |
8.7% |
1.96 |
1.7% |
85% |
False |
False |
9,246 |
| 40 |
114.60 |
99.41 |
15.19 |
13.4% |
2.08 |
1.8% |
90% |
False |
False |
8,765 |
| 60 |
114.60 |
95.00 |
19.60 |
17.3% |
2.03 |
1.8% |
93% |
False |
False |
9,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.55 |
|
2.618 |
117.20 |
|
1.618 |
115.76 |
|
1.000 |
114.87 |
|
0.618 |
114.32 |
|
HIGH |
113.43 |
|
0.618 |
112.88 |
|
0.500 |
112.71 |
|
0.382 |
112.54 |
|
LOW |
111.99 |
|
0.618 |
111.10 |
|
1.000 |
110.55 |
|
1.618 |
109.66 |
|
2.618 |
108.22 |
|
4.250 |
105.87 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.99 |
113.11 |
| PP |
112.85 |
113.08 |
| S1 |
112.71 |
113.06 |
|