NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.57 |
112.34 |
-0.23 |
-0.2% |
110.46 |
| High |
113.12 |
113.91 |
0.79 |
0.7% |
112.95 |
| Low |
111.60 |
111.25 |
-0.35 |
-0.3% |
106.44 |
| Close |
112.71 |
113.28 |
0.57 |
0.5% |
112.75 |
| Range |
1.52 |
2.66 |
1.14 |
75.0% |
6.51 |
| ATR |
2.55 |
2.55 |
0.01 |
0.3% |
0.00 |
| Volume |
44,387 |
62,523 |
18,136 |
40.9% |
209,409 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.79 |
119.70 |
114.74 |
|
| R3 |
118.13 |
117.04 |
114.01 |
|
| R2 |
115.47 |
115.47 |
113.77 |
|
| R1 |
114.38 |
114.38 |
113.52 |
114.93 |
| PP |
112.81 |
112.81 |
112.81 |
113.09 |
| S1 |
111.72 |
111.72 |
113.04 |
112.27 |
| S2 |
110.15 |
110.15 |
112.79 |
|
| S3 |
107.49 |
109.06 |
112.55 |
|
| S4 |
104.83 |
106.40 |
111.82 |
|
|
| 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 |
108.38 |
5.54 |
4.9% |
2.35 |
2.1% |
88% |
False |
False |
56,240 |
| 10 |
113.92 |
106.44 |
7.48 |
6.6% |
2.53 |
2.2% |
91% |
False |
False |
62,590 |
| 20 |
114.50 |
104.55 |
9.95 |
8.8% |
2.44 |
2.2% |
88% |
False |
False |
55,797 |
| 40 |
114.50 |
98.20 |
16.30 |
14.4% |
2.61 |
2.3% |
93% |
False |
False |
43,335 |
| 60 |
114.50 |
93.10 |
21.40 |
18.9% |
2.55 |
2.2% |
94% |
False |
False |
39,847 |
| 80 |
114.50 |
91.28 |
23.22 |
20.5% |
2.34 |
2.1% |
95% |
False |
False |
35,120 |
| 100 |
114.50 |
89.01 |
25.49 |
22.5% |
2.11 |
1.9% |
95% |
False |
False |
29,552 |
| 120 |
114.50 |
83.16 |
31.34 |
27.7% |
1.97 |
1.7% |
96% |
False |
False |
25,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.22 |
|
2.618 |
120.87 |
|
1.618 |
118.21 |
|
1.000 |
116.57 |
|
0.618 |
115.55 |
|
HIGH |
113.91 |
|
0.618 |
112.89 |
|
0.500 |
112.58 |
|
0.382 |
112.27 |
|
LOW |
111.25 |
|
0.618 |
109.61 |
|
1.000 |
108.59 |
|
1.618 |
106.95 |
|
2.618 |
104.29 |
|
4.250 |
99.95 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.05 |
113.05 |
| PP |
112.81 |
112.82 |
| S1 |
112.58 |
112.59 |
|