NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.72 |
114.50 |
1.78 |
1.6% |
111.05 |
| High |
114.34 |
114.95 |
0.61 |
0.5% |
113.15 |
| Low |
111.83 |
112.82 |
0.99 |
0.9% |
107.30 |
| Close |
113.70 |
113.75 |
0.05 |
0.0% |
113.14 |
| Range |
2.51 |
2.13 |
-0.38 |
-15.1% |
5.85 |
| ATR |
2.17 |
2.16 |
0.00 |
-0.1% |
0.00 |
| Volume |
10,568 |
12,679 |
2,111 |
20.0% |
37,782 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.23 |
119.12 |
114.92 |
|
| R3 |
118.10 |
116.99 |
114.34 |
|
| R2 |
115.97 |
115.97 |
114.14 |
|
| R1 |
114.86 |
114.86 |
113.95 |
114.35 |
| PP |
113.84 |
113.84 |
113.84 |
113.59 |
| S1 |
112.73 |
112.73 |
113.55 |
112.22 |
| S2 |
111.71 |
111.71 |
113.36 |
|
| S3 |
109.58 |
110.60 |
113.16 |
|
| S4 |
107.45 |
108.47 |
112.58 |
|
|
| 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 |
114.95 |
111.83 |
3.12 |
2.7% |
1.85 |
1.6% |
62% |
True |
False |
9,453 |
| 10 |
114.95 |
107.30 |
7.65 |
6.7% |
2.19 |
1.9% |
84% |
True |
False |
9,874 |
| 20 |
114.95 |
106.44 |
8.51 |
7.5% |
2.06 |
1.8% |
86% |
True |
False |
9,645 |
| 40 |
114.95 |
99.41 |
15.54 |
13.7% |
2.10 |
1.8% |
92% |
True |
False |
8,870 |
| 60 |
114.95 |
95.00 |
19.95 |
17.5% |
2.06 |
1.8% |
94% |
True |
False |
9,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.00 |
|
2.618 |
120.53 |
|
1.618 |
118.40 |
|
1.000 |
117.08 |
|
0.618 |
116.27 |
|
HIGH |
114.95 |
|
0.618 |
114.14 |
|
0.500 |
113.89 |
|
0.382 |
113.63 |
|
LOW |
112.82 |
|
0.618 |
111.50 |
|
1.000 |
110.69 |
|
1.618 |
109.37 |
|
2.618 |
107.24 |
|
4.250 |
103.77 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.89 |
113.63 |
| PP |
113.84 |
113.51 |
| S1 |
113.80 |
113.39 |
|