NYMEX Light Sweet Crude Oil Future August 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 |
112.30 |
112.91 |
0.61 |
0.5% |
110.65 |
| High |
113.21 |
114.19 |
0.98 |
0.9% |
113.21 |
| Low |
111.71 |
111.87 |
0.16 |
0.1% |
106.74 |
| Close |
113.02 |
113.01 |
-0.01 |
0.0% |
113.02 |
| Range |
1.50 |
2.32 |
0.82 |
54.7% |
6.47 |
| ATR |
2.54 |
2.53 |
-0.02 |
-0.6% |
0.00 |
| Volume |
28,013 |
21,745 |
-6,268 |
-22.4% |
96,979 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.98 |
118.82 |
114.29 |
|
| R3 |
117.66 |
116.50 |
113.65 |
|
| R2 |
115.34 |
115.34 |
113.44 |
|
| R1 |
114.18 |
114.18 |
113.22 |
114.76 |
| PP |
113.02 |
113.02 |
113.02 |
113.32 |
| S1 |
111.86 |
111.86 |
112.80 |
112.44 |
| S2 |
110.70 |
110.70 |
112.58 |
|
| S3 |
108.38 |
109.54 |
112.37 |
|
| S4 |
106.06 |
107.22 |
111.73 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.40 |
128.18 |
116.58 |
|
| R3 |
123.93 |
121.71 |
114.80 |
|
| R2 |
117.46 |
117.46 |
114.21 |
|
| R1 |
115.24 |
115.24 |
113.61 |
116.35 |
| PP |
110.99 |
110.99 |
110.99 |
111.55 |
| S1 |
108.77 |
108.77 |
112.43 |
109.88 |
| S2 |
104.52 |
104.52 |
111.83 |
|
| S3 |
98.05 |
102.30 |
111.24 |
|
| S4 |
91.58 |
95.83 |
109.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.19 |
106.74 |
7.45 |
6.6% |
2.65 |
2.3% |
84% |
True |
False |
23,744 |
| 10 |
114.77 |
106.74 |
8.03 |
7.1% |
2.95 |
2.6% |
78% |
False |
False |
28,208 |
| 20 |
114.77 |
104.02 |
10.75 |
9.5% |
2.37 |
2.1% |
84% |
False |
False |
22,372 |
| 40 |
114.77 |
98.51 |
16.26 |
14.4% |
2.46 |
2.2% |
89% |
False |
False |
20,107 |
| 60 |
114.77 |
93.73 |
21.04 |
18.6% |
2.35 |
2.1% |
92% |
False |
False |
20,270 |
| 80 |
114.77 |
91.78 |
22.99 |
20.3% |
2.14 |
1.9% |
92% |
False |
False |
17,467 |
| 100 |
114.77 |
86.23 |
28.54 |
25.3% |
1.93 |
1.7% |
94% |
False |
False |
14,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.05 |
|
2.618 |
120.26 |
|
1.618 |
117.94 |
|
1.000 |
116.51 |
|
0.618 |
115.62 |
|
HIGH |
114.19 |
|
0.618 |
113.30 |
|
0.500 |
113.03 |
|
0.382 |
112.76 |
|
LOW |
111.87 |
|
0.618 |
110.44 |
|
1.000 |
109.55 |
|
1.618 |
108.12 |
|
2.618 |
105.80 |
|
4.250 |
102.01 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.03 |
112.48 |
| PP |
113.02 |
111.95 |
| S1 |
113.02 |
111.42 |
|