NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.17 |
113.02 |
0.85 |
0.8% |
110.66 |
| High |
113.20 |
114.18 |
0.98 |
0.9% |
113.20 |
| Low |
111.77 |
111.91 |
0.14 |
0.1% |
106.96 |
| Close |
113.04 |
112.94 |
-0.10 |
-0.1% |
113.04 |
| Range |
1.43 |
2.27 |
0.84 |
58.7% |
6.24 |
| ATR |
2.48 |
2.46 |
-0.01 |
-0.6% |
0.00 |
| Volume |
43,211 |
35,056 |
-8,155 |
-18.9% |
147,481 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.82 |
118.65 |
114.19 |
|
| R3 |
117.55 |
116.38 |
113.56 |
|
| R2 |
115.28 |
115.28 |
113.36 |
|
| R1 |
114.11 |
114.11 |
113.15 |
113.56 |
| PP |
113.01 |
113.01 |
113.01 |
112.74 |
| S1 |
111.84 |
111.84 |
112.73 |
111.29 |
| S2 |
110.74 |
110.74 |
112.52 |
|
| S3 |
108.47 |
109.57 |
112.32 |
|
| S4 |
106.20 |
107.30 |
111.69 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.79 |
127.65 |
116.47 |
|
| R3 |
123.55 |
121.41 |
114.76 |
|
| R2 |
117.31 |
117.31 |
114.18 |
|
| R1 |
115.17 |
115.17 |
113.61 |
116.24 |
| PP |
111.07 |
111.07 |
111.07 |
111.60 |
| S1 |
108.93 |
108.93 |
112.47 |
110.00 |
| S2 |
104.83 |
104.83 |
111.90 |
|
| S3 |
98.59 |
102.69 |
111.32 |
|
| S4 |
92.35 |
96.45 |
109.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.18 |
106.96 |
7.22 |
6.4% |
2.53 |
2.2% |
83% |
True |
False |
36,507 |
| 10 |
114.90 |
106.96 |
7.94 |
7.0% |
2.83 |
2.5% |
75% |
False |
False |
45,372 |
| 20 |
114.90 |
104.54 |
10.36 |
9.2% |
2.29 |
2.0% |
81% |
False |
False |
40,891 |
| 40 |
114.90 |
99.07 |
15.83 |
14.0% |
2.49 |
2.2% |
88% |
False |
False |
45,914 |
| 60 |
114.90 |
95.13 |
19.77 |
17.5% |
2.42 |
2.1% |
90% |
False |
False |
51,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.83 |
|
2.618 |
120.12 |
|
1.618 |
117.85 |
|
1.000 |
116.45 |
|
0.618 |
115.58 |
|
HIGH |
114.18 |
|
0.618 |
113.31 |
|
0.500 |
113.05 |
|
0.382 |
112.78 |
|
LOW |
111.91 |
|
0.618 |
110.51 |
|
1.000 |
109.64 |
|
1.618 |
108.24 |
|
2.618 |
105.97 |
|
4.250 |
102.26 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.05 |
112.51 |
| PP |
113.01 |
112.07 |
| S1 |
112.98 |
111.64 |
|