NYMEX Light Sweet Crude Oil Future July 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 |
112.34 |
113.61 |
1.27 |
1.1% |
110.46 |
| High |
113.91 |
114.49 |
0.58 |
0.5% |
112.95 |
| Low |
111.25 |
112.18 |
0.93 |
0.8% |
106.44 |
| Close |
113.28 |
113.34 |
0.06 |
0.1% |
112.75 |
| Range |
2.66 |
2.31 |
-0.35 |
-13.2% |
6.51 |
| ATR |
2.55 |
2.54 |
-0.02 |
-0.7% |
0.00 |
| Volume |
62,523 |
72,191 |
9,668 |
15.5% |
209,409 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.27 |
119.11 |
114.61 |
|
| R3 |
117.96 |
116.80 |
113.98 |
|
| R2 |
115.65 |
115.65 |
113.76 |
|
| R1 |
114.49 |
114.49 |
113.55 |
113.92 |
| PP |
113.34 |
113.34 |
113.34 |
113.05 |
| S1 |
112.18 |
112.18 |
113.13 |
111.61 |
| S2 |
111.03 |
111.03 |
112.92 |
|
| S3 |
108.72 |
109.87 |
112.70 |
|
| S4 |
106.41 |
107.56 |
112.07 |
|
|
| 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 |
114.49 |
111.25 |
3.24 |
2.9% |
2.07 |
1.8% |
65% |
True |
False |
59,328 |
| 10 |
114.49 |
106.44 |
8.05 |
7.1% |
2.55 |
2.2% |
86% |
True |
False |
60,777 |
| 20 |
114.50 |
105.35 |
9.15 |
8.1% |
2.48 |
2.2% |
87% |
False |
False |
57,970 |
| 40 |
114.50 |
98.20 |
16.30 |
14.4% |
2.61 |
2.3% |
93% |
False |
False |
44,446 |
| 60 |
114.50 |
93.10 |
21.40 |
18.9% |
2.57 |
2.3% |
95% |
False |
False |
40,579 |
| 80 |
114.50 |
91.28 |
23.22 |
20.5% |
2.36 |
2.1% |
95% |
False |
False |
35,981 |
| 100 |
114.50 |
89.17 |
25.33 |
22.3% |
2.12 |
1.9% |
95% |
False |
False |
30,186 |
| 120 |
114.50 |
83.16 |
31.34 |
27.7% |
1.98 |
1.7% |
96% |
False |
False |
25,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.31 |
|
2.618 |
120.54 |
|
1.618 |
118.23 |
|
1.000 |
116.80 |
|
0.618 |
115.92 |
|
HIGH |
114.49 |
|
0.618 |
113.61 |
|
0.500 |
113.34 |
|
0.382 |
113.06 |
|
LOW |
112.18 |
|
0.618 |
110.75 |
|
1.000 |
109.87 |
|
1.618 |
108.44 |
|
2.618 |
106.13 |
|
4.250 |
102.36 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.34 |
113.18 |
| PP |
113.34 |
113.03 |
| S1 |
113.34 |
112.87 |
|