NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
113.35 |
114.10 |
0.75 |
0.7% |
113.80 |
| High |
114.99 |
115.58 |
0.59 |
0.5% |
114.99 |
| Low |
113.35 |
112.00 |
-1.35 |
-1.2% |
111.83 |
| Close |
114.82 |
114.42 |
-0.40 |
-0.3% |
114.82 |
| Range |
1.64 |
3.58 |
1.94 |
118.3% |
3.16 |
| ATR |
2.13 |
2.23 |
0.10 |
4.9% |
0.00 |
| Volume |
10,352 |
9,551 |
-801 |
-7.7% |
49,111 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.74 |
123.16 |
116.39 |
|
| R3 |
121.16 |
119.58 |
115.40 |
|
| R2 |
117.58 |
117.58 |
115.08 |
|
| R1 |
116.00 |
116.00 |
114.75 |
116.79 |
| PP |
114.00 |
114.00 |
114.00 |
114.40 |
| S1 |
112.42 |
112.42 |
114.09 |
113.21 |
| S2 |
110.42 |
110.42 |
113.76 |
|
| S3 |
106.84 |
108.84 |
113.44 |
|
| S4 |
103.26 |
105.26 |
112.45 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.36 |
122.25 |
116.56 |
|
| R3 |
120.20 |
119.09 |
115.69 |
|
| R2 |
117.04 |
117.04 |
115.40 |
|
| R1 |
115.93 |
115.93 |
115.11 |
116.49 |
| PP |
113.88 |
113.88 |
113.88 |
114.16 |
| S1 |
112.77 |
112.77 |
114.53 |
113.33 |
| S2 |
110.72 |
110.72 |
114.24 |
|
| S3 |
107.56 |
109.61 |
113.95 |
|
| S4 |
104.40 |
106.45 |
113.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.58 |
111.83 |
3.75 |
3.3% |
2.26 |
2.0% |
69% |
True |
False |
10,182 |
| 10 |
115.58 |
107.30 |
8.28 |
7.2% |
2.22 |
1.9% |
86% |
True |
False |
9,644 |
| 20 |
115.58 |
107.30 |
8.28 |
7.2% |
2.14 |
1.9% |
86% |
True |
False |
9,720 |
| 40 |
115.58 |
99.41 |
16.17 |
14.1% |
2.17 |
1.9% |
93% |
True |
False |
8,913 |
| 60 |
115.58 |
95.00 |
20.58 |
18.0% |
2.11 |
1.8% |
94% |
True |
False |
9,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.80 |
|
2.618 |
124.95 |
|
1.618 |
121.37 |
|
1.000 |
119.16 |
|
0.618 |
117.79 |
|
HIGH |
115.58 |
|
0.618 |
114.21 |
|
0.500 |
113.79 |
|
0.382 |
113.37 |
|
LOW |
112.00 |
|
0.618 |
109.79 |
|
1.000 |
108.42 |
|
1.618 |
106.21 |
|
2.618 |
102.63 |
|
4.250 |
96.79 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
114.21 |
114.21 |
| PP |
114.00 |
114.00 |
| S1 |
113.79 |
113.79 |
|