NYMEX Light Sweet Crude Oil Future November 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 |
113.24 |
114.29 |
1.05 |
0.9% |
110.25 |
| High |
114.30 |
114.93 |
0.63 |
0.6% |
113.14 |
| Low |
111.94 |
112.77 |
0.83 |
0.7% |
107.00 |
| Close |
113.68 |
113.71 |
0.03 |
0.0% |
113.11 |
| Range |
2.36 |
2.16 |
-0.20 |
-8.5% |
6.14 |
| ATR |
2.00 |
2.01 |
0.01 |
0.6% |
0.00 |
| Volume |
5,273 |
8,956 |
3,683 |
69.8% |
24,593 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.28 |
119.16 |
114.90 |
|
| R3 |
118.12 |
117.00 |
114.30 |
|
| R2 |
115.96 |
115.96 |
114.11 |
|
| R1 |
114.84 |
114.84 |
113.91 |
114.32 |
| PP |
113.80 |
113.80 |
113.80 |
113.55 |
| S1 |
112.68 |
112.68 |
113.51 |
112.16 |
| S2 |
111.64 |
111.64 |
113.31 |
|
| S3 |
109.48 |
110.52 |
113.12 |
|
| S4 |
107.32 |
108.36 |
112.52 |
|
|
| 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 |
114.93 |
111.94 |
2.99 |
2.6% |
1.61 |
1.4% |
59% |
True |
False |
6,285 |
| 10 |
114.93 |
107.00 |
7.93 |
7.0% |
1.87 |
1.6% |
85% |
True |
False |
7,053 |
| 20 |
114.93 |
107.00 |
7.93 |
7.0% |
1.86 |
1.6% |
85% |
True |
False |
7,870 |
| 40 |
114.93 |
99.35 |
15.58 |
13.7% |
1.93 |
1.7% |
92% |
True |
False |
7,762 |
| 60 |
114.93 |
95.74 |
19.19 |
16.9% |
1.91 |
1.7% |
94% |
True |
False |
8,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.11 |
|
2.618 |
120.58 |
|
1.618 |
118.42 |
|
1.000 |
117.09 |
|
0.618 |
116.26 |
|
HIGH |
114.93 |
|
0.618 |
114.10 |
|
0.500 |
113.85 |
|
0.382 |
113.60 |
|
LOW |
112.77 |
|
0.618 |
111.44 |
|
1.000 |
110.61 |
|
1.618 |
109.28 |
|
2.618 |
107.12 |
|
4.250 |
103.59 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.85 |
113.62 |
| PP |
113.80 |
113.53 |
| S1 |
113.76 |
113.44 |
|