NYMEX Light Sweet Crude Oil Future August 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 |
112.86 |
114.04 |
1.18 |
1.0% |
110.65 |
| High |
114.23 |
114.78 |
0.55 |
0.5% |
113.21 |
| Low |
111.57 |
112.48 |
0.91 |
0.8% |
106.74 |
| Close |
113.57 |
113.62 |
0.05 |
0.0% |
113.02 |
| Range |
2.66 |
2.30 |
-0.36 |
-13.5% |
6.47 |
| ATR |
2.46 |
2.45 |
-0.01 |
-0.5% |
0.00 |
| Volume |
31,673 |
38,777 |
7,104 |
22.4% |
96,979 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.53 |
119.37 |
114.89 |
|
| R3 |
118.23 |
117.07 |
114.25 |
|
| R2 |
115.93 |
115.93 |
114.04 |
|
| R1 |
114.77 |
114.77 |
113.83 |
114.20 |
| PP |
113.63 |
113.63 |
113.63 |
113.34 |
| S1 |
112.47 |
112.47 |
113.41 |
111.90 |
| S2 |
111.33 |
111.33 |
113.20 |
|
| S3 |
109.03 |
110.17 |
112.99 |
|
| S4 |
106.73 |
107.87 |
112.36 |
|
|
| 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 |
114.78 |
111.57 |
3.21 |
2.8% |
2.04 |
1.8% |
64% |
True |
False |
27,599 |
| 10 |
114.78 |
106.74 |
8.04 |
7.1% |
2.49 |
2.2% |
86% |
True |
False |
28,189 |
| 20 |
114.78 |
105.90 |
8.88 |
7.8% |
2.41 |
2.1% |
87% |
True |
False |
25,288 |
| 40 |
114.78 |
98.51 |
16.27 |
14.3% |
2.43 |
2.1% |
93% |
True |
False |
21,001 |
| 60 |
114.78 |
93.92 |
20.86 |
18.4% |
2.36 |
2.1% |
94% |
True |
False |
20,512 |
| 80 |
114.78 |
91.78 |
23.00 |
20.2% |
2.16 |
1.9% |
95% |
True |
False |
18,401 |
| 100 |
114.78 |
89.40 |
25.38 |
22.3% |
1.95 |
1.7% |
95% |
True |
False |
15,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.56 |
|
2.618 |
120.80 |
|
1.618 |
118.50 |
|
1.000 |
117.08 |
|
0.618 |
116.20 |
|
HIGH |
114.78 |
|
0.618 |
113.90 |
|
0.500 |
113.63 |
|
0.382 |
113.36 |
|
LOW |
112.48 |
|
0.618 |
111.06 |
|
1.000 |
110.18 |
|
1.618 |
108.76 |
|
2.618 |
106.46 |
|
4.250 |
102.71 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.63 |
113.47 |
| PP |
113.63 |
113.32 |
| S1 |
113.62 |
113.18 |
|