NYMEX Light Sweet Crude Oil Future January 2012
| 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 |
112.94 |
113.78 |
0.84 |
0.7% |
113.77 |
| High |
115.22 |
113.78 |
-1.44 |
-1.2% |
114.35 |
| Low |
111.84 |
111.41 |
-0.43 |
-0.4% |
111.82 |
| Close |
114.20 |
111.83 |
-2.37 |
-2.1% |
114.58 |
| Range |
3.38 |
2.37 |
-1.01 |
-29.9% |
2.53 |
| ATR |
|
|
|
|
|
| Volume |
1,694 |
2,187 |
493 |
29.1% |
11,692 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.45 |
118.01 |
113.13 |
|
| R3 |
117.08 |
115.64 |
112.48 |
|
| R2 |
114.71 |
114.71 |
112.26 |
|
| R1 |
113.27 |
113.27 |
112.05 |
112.81 |
| PP |
112.34 |
112.34 |
112.34 |
112.11 |
| S1 |
110.90 |
110.90 |
111.61 |
110.44 |
| S2 |
109.97 |
109.97 |
111.40 |
|
| S3 |
107.60 |
108.53 |
111.18 |
|
| S4 |
105.23 |
106.16 |
110.53 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.17 |
120.41 |
115.97 |
|
| R3 |
118.64 |
117.88 |
115.28 |
|
| R2 |
116.11 |
116.11 |
115.04 |
|
| R1 |
115.35 |
115.35 |
114.81 |
115.73 |
| PP |
113.58 |
113.58 |
113.58 |
113.78 |
| S1 |
112.82 |
112.82 |
114.35 |
113.20 |
| S2 |
111.05 |
111.05 |
114.12 |
|
| S3 |
108.52 |
110.29 |
113.88 |
|
| S4 |
105.99 |
107.76 |
113.19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.85 |
|
2.618 |
119.98 |
|
1.618 |
117.61 |
|
1.000 |
116.15 |
|
0.618 |
115.24 |
|
HIGH |
113.78 |
|
0.618 |
112.87 |
|
0.500 |
112.60 |
|
0.382 |
112.32 |
|
LOW |
111.41 |
|
0.618 |
109.95 |
|
1.000 |
109.04 |
|
1.618 |
107.58 |
|
2.618 |
105.21 |
|
4.250 |
101.34 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.60 |
113.32 |
| PP |
112.34 |
112.82 |
| S1 |
112.09 |
112.33 |
|