NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
114.10 |
113.20 |
-0.90 |
-0.8% |
113.80 |
| High |
115.58 |
113.77 |
-1.81 |
-1.6% |
114.99 |
| Low |
112.00 |
111.34 |
-0.66 |
-0.6% |
111.83 |
| Close |
114.42 |
111.99 |
-2.43 |
-2.1% |
114.82 |
| Range |
3.58 |
2.43 |
-1.15 |
-32.1% |
3.16 |
| ATR |
2.23 |
2.29 |
0.06 |
2.7% |
0.00 |
| Volume |
9,551 |
7,621 |
-1,930 |
-20.2% |
49,111 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.66 |
118.25 |
113.33 |
|
| R3 |
117.23 |
115.82 |
112.66 |
|
| R2 |
114.80 |
114.80 |
112.44 |
|
| R1 |
113.39 |
113.39 |
112.21 |
112.88 |
| PP |
112.37 |
112.37 |
112.37 |
112.11 |
| S1 |
110.96 |
110.96 |
111.77 |
110.45 |
| S2 |
109.94 |
109.94 |
111.54 |
|
| S3 |
107.51 |
108.53 |
111.32 |
|
| S4 |
105.08 |
106.10 |
110.65 |
|
|
| 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 |
111.34 |
4.24 |
3.8% |
2.46 |
2.2% |
15% |
False |
True |
10,154 |
| 10 |
115.58 |
107.30 |
8.28 |
7.4% |
2.17 |
1.9% |
57% |
False |
False |
9,347 |
| 20 |
115.58 |
107.30 |
8.28 |
7.4% |
2.21 |
2.0% |
57% |
False |
False |
9,646 |
| 40 |
115.58 |
99.41 |
16.17 |
14.4% |
2.16 |
1.9% |
78% |
False |
False |
8,798 |
| 60 |
115.58 |
95.00 |
20.58 |
18.4% |
2.11 |
1.9% |
83% |
False |
False |
9,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.10 |
|
2.618 |
120.13 |
|
1.618 |
117.70 |
|
1.000 |
116.20 |
|
0.618 |
115.27 |
|
HIGH |
113.77 |
|
0.618 |
112.84 |
|
0.500 |
112.56 |
|
0.382 |
112.27 |
|
LOW |
111.34 |
|
0.618 |
109.84 |
|
1.000 |
108.91 |
|
1.618 |
107.41 |
|
2.618 |
104.98 |
|
4.250 |
101.01 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.56 |
113.46 |
| PP |
112.37 |
112.97 |
| S1 |
112.18 |
112.48 |
|