NYMEX Light Sweet Crude Oil Future August 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 |
113.51 |
114.61 |
1.10 |
1.0% |
112.91 |
| High |
114.92 |
115.52 |
0.60 |
0.5% |
114.92 |
| Low |
113.04 |
111.67 |
-1.37 |
-1.2% |
111.57 |
| Close |
114.71 |
114.32 |
-0.39 |
-0.3% |
114.71 |
| Range |
1.88 |
3.85 |
1.97 |
104.8% |
3.35 |
| ATR |
2.41 |
2.51 |
0.10 |
4.3% |
0.00 |
| Volume |
37,180 |
21,941 |
-15,239 |
-41.0% |
147,166 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.39 |
123.70 |
116.44 |
|
| R3 |
121.54 |
119.85 |
115.38 |
|
| R2 |
117.69 |
117.69 |
115.03 |
|
| R1 |
116.00 |
116.00 |
114.67 |
114.92 |
| PP |
113.84 |
113.84 |
113.84 |
113.30 |
| S1 |
112.15 |
112.15 |
113.97 |
111.07 |
| S2 |
109.99 |
109.99 |
113.61 |
|
| S3 |
106.14 |
108.30 |
113.26 |
|
| S4 |
102.29 |
104.45 |
112.20 |
|
|
| 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 |
115.52 |
111.57 |
3.95 |
3.5% |
2.42 |
2.1% |
70% |
True |
False |
29,472 |
| 10 |
115.52 |
106.74 |
8.78 |
7.7% |
2.53 |
2.2% |
86% |
True |
False |
26,608 |
| 20 |
115.52 |
106.74 |
8.78 |
7.7% |
2.50 |
2.2% |
86% |
True |
False |
26,418 |
| 40 |
115.52 |
98.51 |
17.01 |
14.9% |
2.47 |
2.2% |
93% |
True |
False |
21,608 |
| 60 |
115.52 |
93.92 |
21.60 |
18.9% |
2.42 |
2.1% |
94% |
True |
False |
20,893 |
| 80 |
115.52 |
91.78 |
23.74 |
20.8% |
2.16 |
1.9% |
95% |
True |
False |
18,986 |
| 100 |
115.52 |
89.40 |
26.12 |
22.8% |
1.98 |
1.7% |
95% |
True |
False |
16,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.88 |
|
2.618 |
125.60 |
|
1.618 |
121.75 |
|
1.000 |
119.37 |
|
0.618 |
117.90 |
|
HIGH |
115.52 |
|
0.618 |
114.05 |
|
0.500 |
113.60 |
|
0.382 |
113.14 |
|
LOW |
111.67 |
|
0.618 |
109.29 |
|
1.000 |
107.82 |
|
1.618 |
105.44 |
|
2.618 |
101.59 |
|
4.250 |
95.31 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
114.08 |
114.08 |
| PP |
113.84 |
113.84 |
| S1 |
113.60 |
113.60 |
|