NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
114.04 |
113.51 |
-0.53 |
-0.5% |
112.91 |
| High |
114.78 |
114.92 |
0.14 |
0.1% |
114.92 |
| Low |
112.48 |
113.04 |
0.56 |
0.5% |
111.57 |
| Close |
113.62 |
114.71 |
1.09 |
1.0% |
114.71 |
| Range |
2.30 |
1.88 |
-0.42 |
-18.3% |
3.35 |
| ATR |
2.45 |
2.41 |
-0.04 |
-1.7% |
0.00 |
| Volume |
38,777 |
37,180 |
-1,597 |
-4.1% |
147,166 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.86 |
119.17 |
115.74 |
|
| R3 |
117.98 |
117.29 |
115.23 |
|
| R2 |
116.10 |
116.10 |
115.05 |
|
| R1 |
115.41 |
115.41 |
114.88 |
115.76 |
| PP |
114.22 |
114.22 |
114.22 |
114.40 |
| S1 |
113.53 |
113.53 |
114.54 |
113.88 |
| S2 |
112.34 |
112.34 |
114.37 |
|
| S3 |
110.46 |
111.65 |
114.19 |
|
| S4 |
108.58 |
109.77 |
113.68 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.78 |
122.60 |
116.55 |
|
| R3 |
120.43 |
119.25 |
115.63 |
|
| R2 |
117.08 |
117.08 |
115.32 |
|
| R1 |
115.90 |
115.90 |
115.02 |
116.49 |
| PP |
113.73 |
113.73 |
113.73 |
114.03 |
| S1 |
112.55 |
112.55 |
114.40 |
113.14 |
| S2 |
110.38 |
110.38 |
114.10 |
|
| S3 |
107.03 |
109.20 |
113.79 |
|
| S4 |
103.68 |
105.85 |
112.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.92 |
111.57 |
3.35 |
2.9% |
2.12 |
1.8% |
94% |
True |
False |
29,433 |
| 10 |
114.92 |
106.74 |
8.18 |
7.1% |
2.43 |
2.1% |
97% |
True |
False |
27,372 |
| 20 |
114.92 |
106.74 |
8.18 |
7.1% |
2.39 |
2.1% |
97% |
True |
False |
26,235 |
| 40 |
114.92 |
98.51 |
16.41 |
14.3% |
2.43 |
2.1% |
99% |
True |
False |
21,500 |
| 60 |
114.92 |
93.92 |
21.00 |
18.3% |
2.37 |
2.1% |
99% |
True |
False |
20,782 |
| 80 |
114.92 |
91.78 |
23.14 |
20.2% |
2.15 |
1.9% |
99% |
True |
False |
18,819 |
| 100 |
114.92 |
89.40 |
25.52 |
22.2% |
1.96 |
1.7% |
99% |
True |
False |
15,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.91 |
|
2.618 |
119.84 |
|
1.618 |
117.96 |
|
1.000 |
116.80 |
|
0.618 |
116.08 |
|
HIGH |
114.92 |
|
0.618 |
114.20 |
|
0.500 |
113.98 |
|
0.382 |
113.76 |
|
LOW |
113.04 |
|
0.618 |
111.88 |
|
1.000 |
111.16 |
|
1.618 |
110.00 |
|
2.618 |
108.12 |
|
4.250 |
105.05 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
114.47 |
114.22 |
| PP |
114.22 |
113.73 |
| S1 |
113.98 |
113.25 |
|