NYMEX Light Sweet Crude Oil Future December 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 |
112.99 |
114.35 |
1.36 |
1.2% |
110.66 |
| High |
114.37 |
114.90 |
0.53 |
0.5% |
113.20 |
| Low |
111.80 |
112.67 |
0.87 |
0.8% |
106.96 |
| Close |
113.64 |
113.67 |
0.03 |
0.0% |
113.04 |
| Range |
2.57 |
2.23 |
-0.34 |
-13.2% |
6.24 |
| ATR |
2.41 |
2.40 |
-0.01 |
-0.5% |
0.00 |
| Volume |
38,662 |
46,105 |
7,443 |
19.3% |
147,481 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.44 |
119.28 |
114.90 |
|
| R3 |
118.21 |
117.05 |
114.28 |
|
| R2 |
115.98 |
115.98 |
114.08 |
|
| R1 |
114.82 |
114.82 |
113.87 |
114.29 |
| PP |
113.75 |
113.75 |
113.75 |
113.48 |
| S1 |
112.59 |
112.59 |
113.47 |
112.06 |
| S2 |
111.52 |
111.52 |
113.26 |
|
| S3 |
109.29 |
110.36 |
113.06 |
|
| S4 |
107.06 |
108.13 |
112.44 |
|
|
| 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 |
114.90 |
111.77 |
3.13 |
2.8% |
2.02 |
1.8% |
61% |
True |
False |
37,279 |
| 10 |
114.90 |
106.96 |
7.94 |
7.0% |
2.38 |
2.1% |
85% |
True |
False |
40,209 |
| 20 |
114.90 |
106.21 |
8.69 |
7.6% |
2.34 |
2.1% |
86% |
True |
False |
41,939 |
| 40 |
114.90 |
99.07 |
15.83 |
13.9% |
2.45 |
2.2% |
92% |
True |
False |
44,404 |
| 60 |
114.90 |
95.75 |
19.15 |
16.8% |
2.41 |
2.1% |
94% |
True |
False |
49,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.38 |
|
2.618 |
120.74 |
|
1.618 |
118.51 |
|
1.000 |
117.13 |
|
0.618 |
116.28 |
|
HIGH |
114.90 |
|
0.618 |
114.05 |
|
0.500 |
113.79 |
|
0.382 |
113.52 |
|
LOW |
112.67 |
|
0.618 |
111.29 |
|
1.000 |
110.44 |
|
1.618 |
109.06 |
|
2.618 |
106.83 |
|
4.250 |
103.19 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.79 |
113.56 |
| PP |
113.75 |
113.46 |
| S1 |
113.71 |
113.35 |
|