NYMEX Light Sweet Crude Oil Future July 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 |
112.40 |
112.57 |
0.17 |
0.2% |
110.46 |
| High |
113.92 |
113.12 |
-0.80 |
-0.7% |
112.95 |
| Low |
111.57 |
111.60 |
0.03 |
0.0% |
106.44 |
| Close |
112.75 |
112.71 |
-0.04 |
0.0% |
112.75 |
| Range |
2.35 |
1.52 |
-0.83 |
-35.3% |
6.51 |
| ATR |
2.63 |
2.55 |
-0.08 |
-3.0% |
0.00 |
| Volume |
52,043 |
44,387 |
-7,656 |
-14.7% |
209,409 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.04 |
116.39 |
113.55 |
|
| R3 |
115.52 |
114.87 |
113.13 |
|
| R2 |
114.00 |
114.00 |
112.99 |
|
| R1 |
113.35 |
113.35 |
112.85 |
113.68 |
| PP |
112.48 |
112.48 |
112.48 |
112.64 |
| S1 |
111.83 |
111.83 |
112.57 |
112.16 |
| S2 |
110.96 |
110.96 |
112.43 |
|
| S3 |
109.44 |
110.31 |
112.29 |
|
| S4 |
107.92 |
108.79 |
111.87 |
|
|
| 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% |
2.43 |
2.2% |
84% |
False |
False |
51,803 |
| 10 |
113.92 |
106.44 |
7.48 |
6.6% |
2.73 |
2.4% |
84% |
False |
False |
63,125 |
| 20 |
114.50 |
103.74 |
10.76 |
9.5% |
2.42 |
2.1% |
83% |
False |
False |
53,961 |
| 40 |
114.50 |
98.20 |
16.30 |
14.5% |
2.63 |
2.3% |
89% |
False |
False |
42,525 |
| 60 |
114.50 |
93.10 |
21.40 |
19.0% |
2.55 |
2.3% |
92% |
False |
False |
39,564 |
| 80 |
114.50 |
91.28 |
23.22 |
20.6% |
2.34 |
2.1% |
92% |
False |
False |
34,477 |
| 100 |
114.50 |
88.27 |
26.23 |
23.3% |
2.09 |
1.9% |
93% |
False |
False |
28,973 |
| 120 |
114.50 |
83.16 |
31.34 |
27.8% |
1.95 |
1.7% |
94% |
False |
False |
24,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.58 |
|
2.618 |
117.10 |
|
1.618 |
115.58 |
|
1.000 |
114.64 |
|
0.618 |
114.06 |
|
HIGH |
113.12 |
|
0.618 |
112.54 |
|
0.500 |
112.36 |
|
0.382 |
112.18 |
|
LOW |
111.60 |
|
0.618 |
110.66 |
|
1.000 |
110.08 |
|
1.618 |
109.14 |
|
2.618 |
107.62 |
|
4.250 |
105.14 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.59 |
112.70 |
| PP |
112.48 |
112.69 |
| S1 |
112.36 |
112.68 |
|