NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
111.37 |
112.34 |
0.97 |
0.9% |
110.05 |
| High |
112.48 |
113.48 |
1.00 |
0.9% |
112.48 |
| Low |
111.00 |
111.08 |
0.08 |
0.1% |
106.01 |
| Close |
112.29 |
112.28 |
-0.01 |
0.0% |
112.29 |
| Range |
1.48 |
2.40 |
0.92 |
62.2% |
6.47 |
| ATR |
2.74 |
2.72 |
-0.02 |
-0.9% |
0.00 |
| Volume |
221,923 |
240,462 |
18,539 |
8.4% |
1,080,407 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.48 |
118.28 |
113.60 |
|
| R3 |
117.08 |
115.88 |
112.94 |
|
| R2 |
114.68 |
114.68 |
112.72 |
|
| R1 |
113.48 |
113.48 |
112.50 |
112.88 |
| PP |
112.28 |
112.28 |
112.28 |
111.98 |
| S1 |
111.08 |
111.08 |
112.06 |
110.48 |
| S2 |
109.88 |
109.88 |
111.84 |
|
| S3 |
107.48 |
108.68 |
111.62 |
|
| S4 |
105.08 |
106.28 |
110.96 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.67 |
127.45 |
115.85 |
|
| R3 |
123.20 |
120.98 |
114.07 |
|
| R2 |
116.73 |
116.73 |
113.48 |
|
| R1 |
114.51 |
114.51 |
112.88 |
115.62 |
| PP |
110.26 |
110.26 |
110.26 |
110.82 |
| S1 |
108.04 |
108.04 |
111.70 |
109.15 |
| S2 |
103.79 |
103.79 |
111.10 |
|
| S3 |
97.32 |
101.57 |
110.51 |
|
| S4 |
90.85 |
95.10 |
108.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.48 |
106.01 |
7.47 |
6.7% |
2.73 |
2.4% |
84% |
True |
False |
264,173 |
| 10 |
114.05 |
105.98 |
8.07 |
7.2% |
3.08 |
2.7% |
78% |
False |
False |
229,810 |
| 20 |
114.05 |
103.22 |
10.83 |
9.6% |
2.54 |
2.3% |
84% |
False |
False |
161,358 |
| 40 |
114.05 |
97.61 |
16.44 |
14.6% |
2.79 |
2.5% |
89% |
False |
False |
120,662 |
| 60 |
114.05 |
91.90 |
22.15 |
19.7% |
2.73 |
2.4% |
92% |
False |
False |
109,815 |
| 80 |
114.05 |
90.50 |
23.55 |
21.0% |
2.51 |
2.2% |
92% |
False |
False |
96,595 |
| 100 |
114.05 |
85.73 |
28.32 |
25.2% |
2.29 |
2.0% |
94% |
False |
False |
83,489 |
| 120 |
114.05 |
82.46 |
31.59 |
28.1% |
2.20 |
2.0% |
94% |
False |
False |
73,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.68 |
|
2.618 |
119.76 |
|
1.618 |
117.36 |
|
1.000 |
115.88 |
|
0.618 |
114.96 |
|
HIGH |
113.48 |
|
0.618 |
112.56 |
|
0.500 |
112.28 |
|
0.382 |
112.00 |
|
LOW |
111.08 |
|
0.618 |
109.60 |
|
1.000 |
108.68 |
|
1.618 |
107.20 |
|
2.618 |
104.80 |
|
4.250 |
100.88 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.28 |
111.76 |
| PP |
112.28 |
111.24 |
| S1 |
112.28 |
110.72 |
|