NYMEX Light Sweet Crude Oil Future November 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 |
114.41 |
113.77 |
-0.64 |
-0.6% |
113.23 |
| High |
115.57 |
113.86 |
-1.71 |
-1.5% |
115.00 |
| Low |
112.00 |
111.39 |
-0.61 |
-0.5% |
111.94 |
| Close |
114.38 |
111.97 |
-2.41 |
-2.1% |
114.78 |
| Range |
3.57 |
2.47 |
-1.10 |
-30.8% |
3.06 |
| ATR |
2.09 |
2.15 |
0.06 |
3.1% |
0.00 |
| Volume |
4,821 |
6,210 |
1,389 |
28.8% |
31,358 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.82 |
118.36 |
113.33 |
|
| R3 |
117.35 |
115.89 |
112.65 |
|
| R2 |
114.88 |
114.88 |
112.42 |
|
| R1 |
113.42 |
113.42 |
112.20 |
112.92 |
| PP |
112.41 |
112.41 |
112.41 |
112.15 |
| S1 |
110.95 |
110.95 |
111.74 |
110.45 |
| S2 |
109.94 |
109.94 |
111.52 |
|
| S3 |
107.47 |
108.48 |
111.29 |
|
| S4 |
105.00 |
106.01 |
110.61 |
|
|
| 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 |
111.39 |
4.18 |
3.7% |
2.42 |
2.2% |
14% |
False |
True |
6,355 |
| 10 |
115.57 |
107.00 |
8.57 |
7.7% |
2.07 |
1.9% |
58% |
False |
False |
6,053 |
| 20 |
115.57 |
107.00 |
8.57 |
7.7% |
2.04 |
1.8% |
58% |
False |
False |
7,134 |
| 40 |
115.57 |
99.35 |
16.22 |
14.5% |
1.98 |
1.8% |
78% |
False |
False |
7,412 |
| 60 |
115.57 |
95.74 |
19.83 |
17.7% |
1.97 |
1.8% |
82% |
False |
False |
8,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.36 |
|
2.618 |
120.33 |
|
1.618 |
117.86 |
|
1.000 |
116.33 |
|
0.618 |
115.39 |
|
HIGH |
113.86 |
|
0.618 |
112.92 |
|
0.500 |
112.63 |
|
0.382 |
112.33 |
|
LOW |
111.39 |
|
0.618 |
109.86 |
|
1.000 |
108.92 |
|
1.618 |
107.39 |
|
2.618 |
104.92 |
|
4.250 |
100.89 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.63 |
113.48 |
| PP |
112.41 |
112.98 |
| S1 |
112.19 |
112.47 |
|