NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
111.89 |
113.13 |
1.24 |
1.1% |
110.05 |
| High |
113.40 |
113.97 |
0.57 |
0.5% |
112.48 |
| Low |
110.71 |
111.69 |
0.98 |
0.9% |
106.01 |
| Close |
112.76 |
112.86 |
0.10 |
0.1% |
112.29 |
| Range |
2.69 |
2.28 |
-0.41 |
-15.2% |
6.47 |
| ATR |
2.64 |
2.61 |
-0.03 |
-1.0% |
0.00 |
| Volume |
317,685 |
285,650 |
-32,035 |
-10.1% |
1,080,407 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.68 |
118.55 |
114.11 |
|
| R3 |
117.40 |
116.27 |
113.49 |
|
| R2 |
115.12 |
115.12 |
113.28 |
|
| R1 |
113.99 |
113.99 |
113.07 |
113.42 |
| PP |
112.84 |
112.84 |
112.84 |
112.55 |
| S1 |
111.71 |
111.71 |
112.65 |
111.14 |
| S2 |
110.56 |
110.56 |
112.44 |
|
| S3 |
108.28 |
109.43 |
112.23 |
|
| S4 |
106.00 |
107.15 |
111.61 |
|
|
| 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 |
113.97 |
110.71 |
3.26 |
2.9% |
2.07 |
1.8% |
66% |
True |
False |
256,318 |
| 10 |
113.97 |
106.01 |
7.96 |
7.1% |
2.57 |
2.3% |
86% |
True |
False |
251,667 |
| 20 |
114.05 |
104.70 |
9.35 |
8.3% |
2.56 |
2.3% |
87% |
False |
False |
191,488 |
| 40 |
114.05 |
97.61 |
16.44 |
14.6% |
2.71 |
2.4% |
93% |
False |
False |
134,993 |
| 60 |
114.05 |
91.97 |
22.08 |
19.6% |
2.71 |
2.4% |
95% |
False |
False |
117,625 |
| 80 |
114.05 |
90.50 |
23.55 |
20.9% |
2.52 |
2.2% |
95% |
False |
False |
105,998 |
| 100 |
114.05 |
88.86 |
25.19 |
22.3% |
2.29 |
2.0% |
95% |
False |
False |
90,694 |
| 120 |
114.05 |
82.46 |
31.59 |
28.0% |
2.22 |
2.0% |
96% |
False |
False |
79,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.66 |
|
2.618 |
119.94 |
|
1.618 |
117.66 |
|
1.000 |
116.25 |
|
0.618 |
115.38 |
|
HIGH |
113.97 |
|
0.618 |
113.10 |
|
0.500 |
112.83 |
|
0.382 |
112.56 |
|
LOW |
111.69 |
|
0.618 |
110.28 |
|
1.000 |
109.41 |
|
1.618 |
108.00 |
|
2.618 |
105.72 |
|
4.250 |
102.00 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.85 |
112.69 |
| PP |
112.84 |
112.51 |
| S1 |
112.83 |
112.34 |
|