NYMEX Light Sweet Crude Oil Future August 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 |
112.91 |
112.75 |
-0.16 |
-0.1% |
110.65 |
| High |
114.19 |
113.38 |
-0.81 |
-0.7% |
113.21 |
| Low |
111.87 |
111.96 |
0.09 |
0.1% |
106.74 |
| Close |
113.01 |
112.98 |
-0.03 |
0.0% |
113.02 |
| Range |
2.32 |
1.42 |
-0.90 |
-38.8% |
6.47 |
| ATR |
2.53 |
2.45 |
-0.08 |
-3.1% |
0.00 |
| Volume |
21,745 |
17,791 |
-3,954 |
-18.2% |
96,979 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.03 |
116.43 |
113.76 |
|
| R3 |
115.61 |
115.01 |
113.37 |
|
| R2 |
114.19 |
114.19 |
113.24 |
|
| R1 |
113.59 |
113.59 |
113.11 |
113.89 |
| PP |
112.77 |
112.77 |
112.77 |
112.93 |
| S1 |
112.17 |
112.17 |
112.85 |
112.47 |
| S2 |
111.35 |
111.35 |
112.72 |
|
| S3 |
109.93 |
110.75 |
112.59 |
|
| S4 |
108.51 |
109.33 |
112.20 |
|
|
| 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% |
2.36 |
2.1% |
84% |
False |
False |
23,420 |
| 10 |
114.19 |
106.74 |
7.45 |
6.6% |
2.67 |
2.4% |
84% |
False |
False |
26,801 |
| 20 |
114.77 |
104.02 |
10.75 |
9.5% |
2.34 |
2.1% |
83% |
False |
False |
22,754 |
| 40 |
114.77 |
98.51 |
16.26 |
14.4% |
2.44 |
2.2% |
89% |
False |
False |
20,179 |
| 60 |
114.77 |
93.92 |
20.85 |
18.5% |
2.33 |
2.1% |
91% |
False |
False |
20,078 |
| 80 |
114.77 |
91.78 |
22.99 |
20.3% |
2.14 |
1.9% |
92% |
False |
False |
17,633 |
| 100 |
114.77 |
88.53 |
26.24 |
23.2% |
1.92 |
1.7% |
93% |
False |
False |
15,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.42 |
|
2.618 |
117.10 |
|
1.618 |
115.68 |
|
1.000 |
114.80 |
|
0.618 |
114.26 |
|
HIGH |
113.38 |
|
0.618 |
112.84 |
|
0.500 |
112.67 |
|
0.382 |
112.50 |
|
LOW |
111.96 |
|
0.618 |
111.08 |
|
1.000 |
110.54 |
|
1.618 |
109.66 |
|
2.618 |
108.24 |
|
4.250 |
105.93 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.88 |
112.97 |
| PP |
112.77 |
112.96 |
| S1 |
112.67 |
112.95 |
|