NYMEX Light Sweet Crude Oil Future December 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 |
114.60 |
113.67 |
-0.93 |
-0.8% |
113.02 |
| High |
115.50 |
113.97 |
-1.53 |
-1.3% |
114.95 |
| Low |
111.81 |
111.23 |
-0.58 |
-0.5% |
111.80 |
| Close |
114.33 |
111.95 |
-2.38 |
-2.1% |
114.73 |
| Range |
3.69 |
2.74 |
-0.95 |
-25.7% |
3.15 |
| ATR |
2.45 |
2.50 |
0.05 |
1.9% |
0.00 |
| Volume |
26,096 |
29,973 |
3,877 |
14.9% |
181,501 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.60 |
119.02 |
113.46 |
|
| R3 |
117.86 |
116.28 |
112.70 |
|
| R2 |
115.12 |
115.12 |
112.45 |
|
| R1 |
113.54 |
113.54 |
112.20 |
112.96 |
| PP |
112.38 |
112.38 |
112.38 |
112.10 |
| S1 |
110.80 |
110.80 |
111.70 |
110.22 |
| S2 |
109.64 |
109.64 |
111.45 |
|
| S3 |
106.90 |
108.06 |
111.20 |
|
| S4 |
104.16 |
105.32 |
110.44 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.28 |
122.15 |
116.46 |
|
| R3 |
120.13 |
119.00 |
115.60 |
|
| R2 |
116.98 |
116.98 |
115.31 |
|
| R1 |
115.85 |
115.85 |
115.02 |
116.42 |
| PP |
113.83 |
113.83 |
113.83 |
114.11 |
| S1 |
112.70 |
112.70 |
114.44 |
113.27 |
| S2 |
110.68 |
110.68 |
114.15 |
|
| S3 |
107.53 |
109.55 |
113.86 |
|
| S4 |
104.38 |
106.40 |
113.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.50 |
111.23 |
4.27 |
3.8% |
2.60 |
2.3% |
17% |
False |
True |
35,829 |
| 10 |
115.50 |
106.96 |
8.54 |
7.6% |
2.44 |
2.2% |
58% |
False |
False |
34,974 |
| 20 |
115.50 |
106.96 |
8.54 |
7.6% |
2.50 |
2.2% |
58% |
False |
False |
40,478 |
| 40 |
115.50 |
99.07 |
16.43 |
14.7% |
2.48 |
2.2% |
78% |
False |
False |
41,854 |
| 60 |
115.50 |
95.75 |
19.75 |
17.6% |
2.47 |
2.2% |
82% |
False |
False |
48,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.62 |
|
2.618 |
121.14 |
|
1.618 |
118.40 |
|
1.000 |
116.71 |
|
0.618 |
115.66 |
|
HIGH |
113.97 |
|
0.618 |
112.92 |
|
0.500 |
112.60 |
|
0.382 |
112.28 |
|
LOW |
111.23 |
|
0.618 |
109.54 |
|
1.000 |
108.49 |
|
1.618 |
106.80 |
|
2.618 |
104.06 |
|
4.250 |
99.59 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.60 |
113.37 |
| PP |
112.38 |
112.89 |
| S1 |
112.17 |
112.42 |
|