NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
113.20 |
111.75 |
-1.45 |
-1.3% |
113.80 |
| High |
113.77 |
112.13 |
-1.64 |
-1.4% |
114.99 |
| Low |
111.34 |
109.78 |
-1.56 |
-1.4% |
111.83 |
| Close |
111.99 |
110.21 |
-1.78 |
-1.6% |
114.82 |
| Range |
2.43 |
2.35 |
-0.08 |
-3.3% |
3.16 |
| ATR |
2.29 |
2.29 |
0.00 |
0.2% |
0.00 |
| Volume |
7,621 |
9,822 |
2,201 |
28.9% |
49,111 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.76 |
116.33 |
111.50 |
|
| R3 |
115.41 |
113.98 |
110.86 |
|
| R2 |
113.06 |
113.06 |
110.64 |
|
| R1 |
111.63 |
111.63 |
110.43 |
111.17 |
| PP |
110.71 |
110.71 |
110.71 |
110.48 |
| S1 |
109.28 |
109.28 |
109.99 |
108.82 |
| S2 |
108.36 |
108.36 |
109.78 |
|
| S3 |
106.01 |
106.93 |
109.56 |
|
| S4 |
103.66 |
104.58 |
108.92 |
|
|
| 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 |
109.78 |
5.80 |
5.3% |
2.43 |
2.2% |
7% |
False |
True |
10,005 |
| 10 |
115.58 |
109.78 |
5.80 |
5.3% |
2.17 |
2.0% |
7% |
False |
True |
9,492 |
| 20 |
115.58 |
107.30 |
8.28 |
7.5% |
2.29 |
2.1% |
35% |
False |
False |
9,746 |
| 40 |
115.58 |
99.41 |
16.17 |
14.7% |
2.17 |
2.0% |
67% |
False |
False |
8,812 |
| 60 |
115.58 |
95.00 |
20.58 |
18.7% |
2.14 |
1.9% |
74% |
False |
False |
9,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.12 |
|
2.618 |
118.28 |
|
1.618 |
115.93 |
|
1.000 |
114.48 |
|
0.618 |
113.58 |
|
HIGH |
112.13 |
|
0.618 |
111.23 |
|
0.500 |
110.96 |
|
0.382 |
110.68 |
|
LOW |
109.78 |
|
0.618 |
108.33 |
|
1.000 |
107.43 |
|
1.618 |
105.98 |
|
2.618 |
103.63 |
|
4.250 |
99.79 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.96 |
112.68 |
| PP |
110.71 |
111.86 |
| S1 |
110.46 |
111.03 |
|