NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.08 |
112.72 |
0.64 |
0.6% |
111.05 |
| High |
113.43 |
114.34 |
0.91 |
0.8% |
113.15 |
| Low |
111.99 |
111.83 |
-0.16 |
-0.1% |
107.30 |
| Close |
113.13 |
113.70 |
0.57 |
0.5% |
113.14 |
| Range |
1.44 |
2.51 |
1.07 |
74.3% |
5.85 |
| ATR |
2.14 |
2.17 |
0.03 |
1.2% |
0.00 |
| Volume |
7,760 |
10,568 |
2,808 |
36.2% |
37,782 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.82 |
119.77 |
115.08 |
|
| R3 |
118.31 |
117.26 |
114.39 |
|
| R2 |
115.80 |
115.80 |
114.16 |
|
| R1 |
114.75 |
114.75 |
113.93 |
115.28 |
| PP |
113.29 |
113.29 |
113.29 |
113.55 |
| S1 |
112.24 |
112.24 |
113.47 |
112.77 |
| S2 |
110.78 |
110.78 |
113.24 |
|
| S3 |
108.27 |
109.73 |
113.01 |
|
| S4 |
105.76 |
107.22 |
112.32 |
|
|
| 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 |
114.34 |
109.89 |
4.45 |
3.9% |
1.92 |
1.7% |
86% |
True |
False |
8,979 |
| 10 |
114.34 |
107.30 |
7.04 |
6.2% |
2.15 |
1.9% |
91% |
True |
False |
9,739 |
| 20 |
114.60 |
105.59 |
9.01 |
7.9% |
2.00 |
1.8% |
90% |
False |
False |
9,420 |
| 40 |
114.60 |
99.41 |
15.19 |
13.4% |
2.09 |
1.8% |
94% |
False |
False |
8,806 |
| 60 |
114.60 |
95.00 |
19.60 |
17.2% |
2.04 |
1.8% |
95% |
False |
False |
9,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.01 |
|
2.618 |
120.91 |
|
1.618 |
118.40 |
|
1.000 |
116.85 |
|
0.618 |
115.89 |
|
HIGH |
114.34 |
|
0.618 |
113.38 |
|
0.500 |
113.09 |
|
0.382 |
112.79 |
|
LOW |
111.83 |
|
0.618 |
110.28 |
|
1.000 |
109.32 |
|
1.618 |
107.77 |
|
2.618 |
105.26 |
|
4.250 |
101.16 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.50 |
113.50 |
| PP |
113.29 |
113.29 |
| S1 |
113.09 |
113.09 |
|