NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
113.31 |
114.28 |
0.97 |
0.9% |
112.40 |
| High |
114.66 |
115.27 |
0.61 |
0.5% |
114.66 |
| Low |
112.74 |
111.32 |
-1.42 |
-1.3% |
111.25 |
| Close |
114.43 |
114.04 |
-0.39 |
-0.3% |
114.43 |
| Range |
1.92 |
3.95 |
2.03 |
105.7% |
3.41 |
| ATR |
2.49 |
2.60 |
0.10 |
4.2% |
0.00 |
| Volume |
70,560 |
48,972 |
-21,588 |
-30.6% |
301,704 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.39 |
123.67 |
116.21 |
|
| R3 |
121.44 |
119.72 |
115.13 |
|
| R2 |
117.49 |
117.49 |
114.76 |
|
| R1 |
115.77 |
115.77 |
114.40 |
114.66 |
| PP |
113.54 |
113.54 |
113.54 |
112.99 |
| S1 |
111.82 |
111.82 |
113.68 |
110.71 |
| S2 |
109.59 |
109.59 |
113.32 |
|
| S3 |
105.64 |
107.87 |
112.95 |
|
| S4 |
101.69 |
103.92 |
111.87 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.68 |
122.46 |
116.31 |
|
| R3 |
120.27 |
119.05 |
115.37 |
|
| R2 |
116.86 |
116.86 |
115.06 |
|
| R1 |
115.64 |
115.64 |
114.74 |
116.25 |
| PP |
113.45 |
113.45 |
113.45 |
113.75 |
| S1 |
112.23 |
112.23 |
114.12 |
112.84 |
| S2 |
110.04 |
110.04 |
113.80 |
|
| S3 |
106.63 |
108.82 |
113.49 |
|
| S4 |
103.22 |
105.41 |
112.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.27 |
111.25 |
4.02 |
3.5% |
2.47 |
2.2% |
69% |
True |
False |
59,726 |
| 10 |
115.27 |
106.44 |
8.83 |
7.7% |
2.59 |
2.3% |
86% |
True |
False |
56,008 |
| 20 |
115.27 |
106.44 |
8.83 |
7.7% |
2.56 |
2.2% |
86% |
True |
False |
59,183 |
| 40 |
115.27 |
98.20 |
17.07 |
15.0% |
2.62 |
2.3% |
93% |
True |
False |
45,984 |
| 60 |
115.27 |
93.10 |
22.17 |
19.4% |
2.63 |
2.3% |
94% |
True |
False |
41,632 |
| 80 |
115.27 |
91.28 |
23.99 |
21.0% |
2.37 |
2.1% |
95% |
True |
False |
37,152 |
| 100 |
115.27 |
89.17 |
26.10 |
22.9% |
2.15 |
1.9% |
95% |
True |
False |
31,166 |
| 120 |
115.27 |
83.16 |
32.11 |
28.2% |
2.01 |
1.8% |
96% |
True |
False |
26,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.06 |
|
2.618 |
125.61 |
|
1.618 |
121.66 |
|
1.000 |
119.22 |
|
0.618 |
117.71 |
|
HIGH |
115.27 |
|
0.618 |
113.76 |
|
0.500 |
113.30 |
|
0.382 |
112.83 |
|
LOW |
111.32 |
|
0.618 |
108.88 |
|
1.000 |
107.37 |
|
1.618 |
104.93 |
|
2.618 |
100.98 |
|
4.250 |
94.53 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.79 |
113.79 |
| PP |
113.54 |
113.54 |
| S1 |
113.30 |
113.30 |
|