NYMEX Light Sweet Crude Oil Future December 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 |
113.02 |
112.35 |
-0.67 |
-0.6% |
110.66 |
| High |
114.18 |
113.47 |
-0.71 |
-0.6% |
113.20 |
| Low |
111.91 |
111.88 |
-0.03 |
0.0% |
106.96 |
| Close |
112.94 |
113.08 |
0.14 |
0.1% |
113.04 |
| Range |
2.27 |
1.59 |
-0.68 |
-30.0% |
6.24 |
| ATR |
2.46 |
2.40 |
-0.06 |
-2.5% |
0.00 |
| Volume |
35,056 |
23,365 |
-11,691 |
-33.3% |
147,481 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.58 |
116.92 |
113.95 |
|
| R3 |
115.99 |
115.33 |
113.52 |
|
| R2 |
114.40 |
114.40 |
113.37 |
|
| R1 |
113.74 |
113.74 |
113.23 |
114.07 |
| PP |
112.81 |
112.81 |
112.81 |
112.98 |
| S1 |
112.15 |
112.15 |
112.93 |
112.48 |
| S2 |
111.22 |
111.22 |
112.79 |
|
| S3 |
109.63 |
110.56 |
112.64 |
|
| S4 |
108.04 |
108.97 |
112.21 |
|
|
| 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% |
2.29 |
2.0% |
85% |
False |
False |
34,119 |
| 10 |
114.18 |
106.96 |
7.22 |
6.4% |
2.58 |
2.3% |
85% |
False |
False |
42,820 |
| 20 |
114.90 |
104.54 |
10.36 |
9.2% |
2.28 |
2.0% |
82% |
False |
False |
40,429 |
| 40 |
114.90 |
99.07 |
15.83 |
14.0% |
2.47 |
2.2% |
89% |
False |
False |
44,988 |
| 60 |
114.90 |
95.75 |
19.15 |
16.9% |
2.41 |
2.1% |
90% |
False |
False |
51,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.23 |
|
2.618 |
117.63 |
|
1.618 |
116.04 |
|
1.000 |
115.06 |
|
0.618 |
114.45 |
|
HIGH |
113.47 |
|
0.618 |
112.86 |
|
0.500 |
112.68 |
|
0.382 |
112.49 |
|
LOW |
111.88 |
|
0.618 |
110.90 |
|
1.000 |
110.29 |
|
1.618 |
109.31 |
|
2.618 |
107.72 |
|
4.250 |
105.12 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.95 |
113.05 |
| PP |
112.81 |
113.01 |
| S1 |
112.68 |
112.98 |
|