NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
113.23 |
112.98 |
-0.25 |
-0.2% |
110.25 |
| High |
114.05 |
113.27 |
-0.78 |
-0.7% |
113.14 |
| Low |
112.20 |
112.75 |
0.55 |
0.5% |
107.00 |
| Close |
113.02 |
113.12 |
0.10 |
0.1% |
113.11 |
| Range |
1.85 |
0.52 |
-1.33 |
-71.9% |
6.14 |
| ATR |
2.08 |
1.97 |
-0.11 |
-5.4% |
0.00 |
| Volume |
5,536 |
5,074 |
-462 |
-8.3% |
24,593 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.61 |
114.38 |
113.41 |
|
| R3 |
114.09 |
113.86 |
113.26 |
|
| R2 |
113.57 |
113.57 |
113.22 |
|
| R1 |
113.34 |
113.34 |
113.17 |
113.46 |
| PP |
113.05 |
113.05 |
113.05 |
113.10 |
| S1 |
112.82 |
112.82 |
113.07 |
112.94 |
| S2 |
112.53 |
112.53 |
113.02 |
|
| S3 |
112.01 |
112.30 |
112.98 |
|
| S4 |
111.49 |
111.78 |
112.83 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.50 |
127.45 |
116.49 |
|
| R3 |
123.36 |
121.31 |
114.80 |
|
| R2 |
117.22 |
117.22 |
114.24 |
|
| R1 |
115.17 |
115.17 |
113.67 |
116.20 |
| PP |
111.08 |
111.08 |
111.08 |
111.60 |
| S1 |
109.03 |
109.03 |
112.55 |
110.06 |
| S2 |
104.94 |
104.94 |
111.98 |
|
| S3 |
98.80 |
102.89 |
111.42 |
|
| S4 |
92.66 |
96.75 |
109.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.05 |
107.00 |
7.05 |
6.2% |
1.73 |
1.5% |
87% |
False |
False |
5,751 |
| 10 |
114.05 |
107.00 |
7.05 |
6.2% |
1.93 |
1.7% |
87% |
False |
False |
7,597 |
| 20 |
114.65 |
104.55 |
10.10 |
8.9% |
1.76 |
1.6% |
85% |
False |
False |
7,782 |
| 40 |
114.65 |
99.35 |
15.30 |
13.5% |
1.91 |
1.7% |
90% |
False |
False |
7,875 |
| 60 |
114.65 |
95.74 |
18.91 |
16.7% |
1.88 |
1.7% |
92% |
False |
False |
8,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.48 |
|
2.618 |
114.63 |
|
1.618 |
114.11 |
|
1.000 |
113.79 |
|
0.618 |
113.59 |
|
HIGH |
113.27 |
|
0.618 |
113.07 |
|
0.500 |
113.01 |
|
0.382 |
112.95 |
|
LOW |
112.75 |
|
0.618 |
112.43 |
|
1.000 |
112.23 |
|
1.618 |
111.91 |
|
2.618 |
111.39 |
|
4.250 |
110.54 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.08 |
113.08 |
| PP |
113.05 |
113.05 |
| S1 |
113.01 |
113.01 |
|