NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
113.67 |
111.54 |
-2.13 |
-1.9% |
113.02 |
| High |
113.97 |
112.16 |
-1.81 |
-1.6% |
114.95 |
| Low |
111.23 |
109.63 |
-1.60 |
-1.4% |
111.80 |
| Close |
111.95 |
110.26 |
-1.69 |
-1.5% |
114.73 |
| Range |
2.74 |
2.53 |
-0.21 |
-7.7% |
3.15 |
| ATR |
2.50 |
2.50 |
0.00 |
0.1% |
0.00 |
| Volume |
29,973 |
37,835 |
7,862 |
26.2% |
181,501 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.27 |
116.80 |
111.65 |
|
| R3 |
115.74 |
114.27 |
110.96 |
|
| R2 |
113.21 |
113.21 |
110.72 |
|
| R1 |
111.74 |
111.74 |
110.49 |
111.21 |
| PP |
110.68 |
110.68 |
110.68 |
110.42 |
| S1 |
109.21 |
109.21 |
110.03 |
108.68 |
| S2 |
108.15 |
108.15 |
109.80 |
|
| S3 |
105.62 |
106.68 |
109.56 |
|
| S4 |
103.09 |
104.15 |
108.87 |
|
|
| 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 |
109.63 |
5.87 |
5.3% |
2.59 |
2.3% |
11% |
False |
True |
35,664 |
| 10 |
115.50 |
109.10 |
6.40 |
5.8% |
2.40 |
2.2% |
18% |
False |
False |
35,424 |
| 20 |
115.50 |
106.96 |
8.54 |
7.7% |
2.57 |
2.3% |
39% |
False |
False |
40,694 |
| 40 |
115.50 |
99.07 |
16.43 |
14.9% |
2.49 |
2.3% |
68% |
False |
False |
41,008 |
| 60 |
115.50 |
95.75 |
19.75 |
17.9% |
2.49 |
2.3% |
73% |
False |
False |
48,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.91 |
|
2.618 |
118.78 |
|
1.618 |
116.25 |
|
1.000 |
114.69 |
|
0.618 |
113.72 |
|
HIGH |
112.16 |
|
0.618 |
111.19 |
|
0.500 |
110.90 |
|
0.382 |
110.60 |
|
LOW |
109.63 |
|
0.618 |
108.07 |
|
1.000 |
107.10 |
|
1.618 |
105.54 |
|
2.618 |
103.01 |
|
4.250 |
98.88 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.90 |
112.57 |
| PP |
110.68 |
111.80 |
| S1 |
110.47 |
111.03 |
|