NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
114.61 |
113.70 |
-0.91 |
-0.8% |
112.91 |
| High |
115.52 |
113.91 |
-1.61 |
-1.4% |
114.92 |
| Low |
111.67 |
111.10 |
-0.57 |
-0.5% |
111.57 |
| Close |
114.32 |
111.85 |
-2.47 |
-2.2% |
114.71 |
| Range |
3.85 |
2.81 |
-1.04 |
-27.0% |
3.35 |
| ATR |
2.51 |
2.56 |
0.05 |
2.0% |
0.00 |
| Volume |
21,941 |
25,956 |
4,015 |
18.3% |
147,166 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.72 |
119.09 |
113.40 |
|
| R3 |
117.91 |
116.28 |
112.62 |
|
| R2 |
115.10 |
115.10 |
112.37 |
|
| R1 |
113.47 |
113.47 |
112.11 |
112.88 |
| PP |
112.29 |
112.29 |
112.29 |
111.99 |
| S1 |
110.66 |
110.66 |
111.59 |
110.07 |
| S2 |
109.48 |
109.48 |
111.33 |
|
| S3 |
106.67 |
107.85 |
111.08 |
|
| S4 |
103.86 |
105.04 |
110.30 |
|
|
| 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 |
111.10 |
4.42 |
4.0% |
2.70 |
2.4% |
17% |
False |
True |
31,105 |
| 10 |
115.52 |
106.74 |
8.78 |
7.8% |
2.53 |
2.3% |
58% |
False |
False |
27,263 |
| 20 |
115.52 |
106.74 |
8.78 |
7.8% |
2.58 |
2.3% |
58% |
False |
False |
26,801 |
| 40 |
115.52 |
98.51 |
17.01 |
15.2% |
2.48 |
2.2% |
78% |
False |
False |
21,433 |
| 60 |
115.52 |
93.92 |
21.60 |
19.3% |
2.42 |
2.2% |
83% |
False |
False |
21,129 |
| 80 |
115.52 |
91.78 |
23.74 |
21.2% |
2.18 |
1.9% |
85% |
False |
False |
19,189 |
| 100 |
115.52 |
89.48 |
26.04 |
23.3% |
1.99 |
1.8% |
86% |
False |
False |
16,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.85 |
|
2.618 |
121.27 |
|
1.618 |
118.46 |
|
1.000 |
116.72 |
|
0.618 |
115.65 |
|
HIGH |
113.91 |
|
0.618 |
112.84 |
|
0.500 |
112.51 |
|
0.382 |
112.17 |
|
LOW |
111.10 |
|
0.618 |
109.36 |
|
1.000 |
108.29 |
|
1.618 |
106.55 |
|
2.618 |
103.74 |
|
4.250 |
99.16 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.51 |
113.31 |
| PP |
112.29 |
112.82 |
| S1 |
112.07 |
112.34 |
|