NYMEX Light Sweet Crude Oil Future July 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 |
111.89 |
112.40 |
0.51 |
0.5% |
110.46 |
| High |
112.95 |
113.92 |
0.97 |
0.9% |
112.95 |
| Low |
111.44 |
111.57 |
0.13 |
0.1% |
106.44 |
| Close |
112.75 |
112.75 |
0.00 |
0.0% |
112.75 |
| Range |
1.51 |
2.35 |
0.84 |
55.6% |
6.51 |
| ATR |
2.65 |
2.63 |
-0.02 |
-0.8% |
0.00 |
| Volume |
65,500 |
52,043 |
-13,457 |
-20.5% |
209,409 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.80 |
118.62 |
114.04 |
|
| R3 |
117.45 |
116.27 |
113.40 |
|
| R2 |
115.10 |
115.10 |
113.18 |
|
| R1 |
113.92 |
113.92 |
112.97 |
114.51 |
| PP |
112.75 |
112.75 |
112.75 |
113.04 |
| S1 |
111.57 |
111.57 |
112.53 |
112.16 |
| S2 |
110.40 |
110.40 |
112.32 |
|
| S3 |
108.05 |
109.22 |
112.10 |
|
| S4 |
105.70 |
106.87 |
111.46 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.24 |
128.01 |
116.33 |
|
| R3 |
123.73 |
121.50 |
114.54 |
|
| R2 |
117.22 |
117.22 |
113.94 |
|
| R1 |
114.99 |
114.99 |
113.35 |
116.11 |
| PP |
110.71 |
110.71 |
110.71 |
111.27 |
| S1 |
108.48 |
108.48 |
112.15 |
109.60 |
| S2 |
104.20 |
104.20 |
111.56 |
|
| S3 |
97.69 |
101.97 |
110.96 |
|
| S4 |
91.18 |
95.46 |
109.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.92 |
106.44 |
7.48 |
6.6% |
2.70 |
2.4% |
84% |
True |
False |
52,290 |
| 10 |
114.50 |
106.44 |
8.06 |
7.1% |
3.01 |
2.7% |
78% |
False |
False |
65,261 |
| 20 |
114.50 |
103.74 |
10.76 |
9.5% |
2.45 |
2.2% |
84% |
False |
False |
53,328 |
| 40 |
114.50 |
98.20 |
16.30 |
14.5% |
2.66 |
2.4% |
89% |
False |
False |
42,191 |
| 60 |
114.50 |
93.05 |
21.45 |
19.0% |
2.57 |
2.3% |
92% |
False |
False |
39,625 |
| 80 |
114.50 |
91.28 |
23.22 |
20.6% |
2.34 |
2.1% |
92% |
False |
False |
34,019 |
| 100 |
114.50 |
86.78 |
27.72 |
24.6% |
2.10 |
1.9% |
94% |
False |
False |
28,562 |
| 120 |
114.50 |
83.16 |
31.34 |
27.8% |
1.94 |
1.7% |
94% |
False |
False |
24,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.91 |
|
2.618 |
120.07 |
|
1.618 |
117.72 |
|
1.000 |
116.27 |
|
0.618 |
115.37 |
|
HIGH |
113.92 |
|
0.618 |
113.02 |
|
0.500 |
112.75 |
|
0.382 |
112.47 |
|
LOW |
111.57 |
|
0.618 |
110.12 |
|
1.000 |
109.22 |
|
1.618 |
107.77 |
|
2.618 |
105.42 |
|
4.250 |
101.58 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.75 |
112.22 |
| PP |
112.75 |
111.68 |
| S1 |
112.75 |
111.15 |
|