NYMEX Light Sweet Crude Oil Future November 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 |
113.48 |
114.41 |
0.93 |
0.8% |
113.23 |
| High |
115.00 |
115.57 |
0.57 |
0.5% |
115.00 |
| Low |
113.48 |
112.00 |
-1.48 |
-1.3% |
111.94 |
| Close |
114.78 |
114.38 |
-0.40 |
-0.3% |
114.78 |
| Range |
1.52 |
3.57 |
2.05 |
134.9% |
3.06 |
| ATR |
1.98 |
2.09 |
0.11 |
5.8% |
0.00 |
| Volume |
6,519 |
4,821 |
-1,698 |
-26.0% |
31,358 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.69 |
123.11 |
116.34 |
|
| R3 |
121.12 |
119.54 |
115.36 |
|
| R2 |
117.55 |
117.55 |
115.03 |
|
| R1 |
115.97 |
115.97 |
114.71 |
114.98 |
| PP |
113.98 |
113.98 |
113.98 |
113.49 |
| S1 |
112.40 |
112.40 |
114.05 |
111.41 |
| S2 |
110.41 |
110.41 |
113.73 |
|
| S3 |
106.84 |
108.83 |
113.40 |
|
| S4 |
103.27 |
105.26 |
112.42 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.09 |
121.99 |
116.46 |
|
| R3 |
120.03 |
118.93 |
115.62 |
|
| R2 |
116.97 |
116.97 |
115.34 |
|
| R1 |
115.87 |
115.87 |
115.06 |
116.42 |
| PP |
113.91 |
113.91 |
113.91 |
114.18 |
| S1 |
112.81 |
112.81 |
114.50 |
113.36 |
| S2 |
110.85 |
110.85 |
114.22 |
|
| S3 |
107.79 |
109.75 |
113.94 |
|
| S4 |
104.73 |
106.69 |
113.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.57 |
111.94 |
3.63 |
3.2% |
2.03 |
1.8% |
67% |
True |
False |
6,128 |
| 10 |
115.57 |
107.00 |
8.57 |
7.5% |
2.02 |
1.8% |
86% |
True |
False |
6,077 |
| 20 |
115.57 |
107.00 |
8.57 |
7.5% |
1.97 |
1.7% |
86% |
True |
False |
7,094 |
| 40 |
115.57 |
99.35 |
16.22 |
14.2% |
1.98 |
1.7% |
93% |
True |
False |
7,570 |
| 60 |
115.57 |
95.74 |
19.83 |
17.3% |
1.96 |
1.7% |
94% |
True |
False |
8,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.74 |
|
2.618 |
124.92 |
|
1.618 |
121.35 |
|
1.000 |
119.14 |
|
0.618 |
117.78 |
|
HIGH |
115.57 |
|
0.618 |
114.21 |
|
0.500 |
113.79 |
|
0.382 |
113.36 |
|
LOW |
112.00 |
|
0.618 |
109.79 |
|
1.000 |
108.43 |
|
1.618 |
106.22 |
|
2.618 |
102.65 |
|
4.250 |
96.83 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
114.18 |
114.18 |
| PP |
113.98 |
113.98 |
| S1 |
113.79 |
113.79 |
|