NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.34 |
112.15 |
-0.19 |
-0.2% |
110.05 |
| High |
113.48 |
112.64 |
-0.84 |
-0.7% |
112.48 |
| Low |
111.08 |
111.12 |
0.04 |
0.0% |
106.01 |
| Close |
112.28 |
112.21 |
-0.07 |
-0.1% |
112.29 |
| Range |
2.40 |
1.52 |
-0.88 |
-36.7% |
6.47 |
| ATR |
2.72 |
2.63 |
-0.09 |
-3.1% |
0.00 |
| Volume |
240,462 |
215,871 |
-24,591 |
-10.2% |
1,080,407 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.55 |
115.90 |
113.05 |
|
| R3 |
115.03 |
114.38 |
112.63 |
|
| R2 |
113.51 |
113.51 |
112.49 |
|
| R1 |
112.86 |
112.86 |
112.35 |
113.19 |
| PP |
111.99 |
111.99 |
111.99 |
112.15 |
| S1 |
111.34 |
111.34 |
112.07 |
111.67 |
| S2 |
110.47 |
110.47 |
111.93 |
|
| S3 |
108.95 |
109.82 |
111.79 |
|
| S4 |
107.43 |
108.30 |
111.37 |
|
|
| 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% |
2.44 |
2.2% |
83% |
False |
False |
251,815 |
| 10 |
113.48 |
105.98 |
7.50 |
6.7% |
2.76 |
2.5% |
83% |
False |
False |
236,754 |
| 20 |
114.05 |
103.22 |
10.83 |
9.7% |
2.51 |
2.2% |
83% |
False |
False |
169,443 |
| 40 |
114.05 |
97.61 |
16.44 |
14.7% |
2.76 |
2.5% |
89% |
False |
False |
124,457 |
| 60 |
114.05 |
91.97 |
22.08 |
19.7% |
2.70 |
2.4% |
92% |
False |
False |
111,654 |
| 80 |
114.05 |
90.50 |
23.55 |
21.0% |
2.51 |
2.2% |
92% |
False |
False |
99,039 |
| 100 |
114.05 |
87.93 |
26.12 |
23.3% |
2.27 |
2.0% |
93% |
False |
False |
85,387 |
| 120 |
114.05 |
82.46 |
31.59 |
28.2% |
2.20 |
2.0% |
94% |
False |
False |
74,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.10 |
|
2.618 |
116.62 |
|
1.618 |
115.10 |
|
1.000 |
114.16 |
|
0.618 |
113.58 |
|
HIGH |
112.64 |
|
0.618 |
112.06 |
|
0.500 |
111.88 |
|
0.382 |
111.70 |
|
LOW |
111.12 |
|
0.618 |
110.18 |
|
1.000 |
109.60 |
|
1.618 |
108.66 |
|
2.618 |
107.14 |
|
4.250 |
104.66 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.10 |
112.24 |
| PP |
111.99 |
112.23 |
| S1 |
111.88 |
112.22 |
|