NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.84 |
113.80 |
0.96 |
0.9% |
111.05 |
| High |
113.15 |
114.21 |
1.06 |
0.9% |
113.15 |
| Low |
111.90 |
112.27 |
0.37 |
0.3% |
107.30 |
| Close |
113.14 |
113.08 |
-0.06 |
-0.1% |
113.14 |
| Range |
1.25 |
1.94 |
0.69 |
55.2% |
5.85 |
| ATR |
2.21 |
2.19 |
-0.02 |
-0.9% |
0.00 |
| Volume |
8,509 |
7,752 |
-757 |
-8.9% |
37,782 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.01 |
117.98 |
114.15 |
|
| R3 |
117.07 |
116.04 |
113.61 |
|
| R2 |
115.13 |
115.13 |
113.44 |
|
| R1 |
114.10 |
114.10 |
113.26 |
113.65 |
| PP |
113.19 |
113.19 |
113.19 |
112.96 |
| S1 |
112.16 |
112.16 |
112.90 |
111.71 |
| S2 |
111.25 |
111.25 |
112.72 |
|
| S3 |
109.31 |
110.22 |
112.55 |
|
| S4 |
107.37 |
108.28 |
112.01 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.75 |
126.79 |
116.36 |
|
| R3 |
122.90 |
120.94 |
114.75 |
|
| R2 |
117.05 |
117.05 |
114.21 |
|
| R1 |
115.09 |
115.09 |
113.68 |
116.07 |
| PP |
111.20 |
111.20 |
111.20 |
111.69 |
| S1 |
109.24 |
109.24 |
112.60 |
110.22 |
| S2 |
105.35 |
105.35 |
112.07 |
|
| S3 |
99.50 |
103.39 |
111.53 |
|
| S4 |
93.65 |
97.54 |
109.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.21 |
107.30 |
6.91 |
6.1% |
2.17 |
1.9% |
84% |
True |
False |
9,106 |
| 10 |
114.44 |
107.30 |
7.14 |
6.3% |
2.50 |
2.2% |
81% |
False |
False |
10,049 |
| 20 |
114.60 |
104.75 |
9.85 |
8.7% |
1.97 |
1.7% |
85% |
False |
False |
9,217 |
| 40 |
114.60 |
99.41 |
15.19 |
13.4% |
2.10 |
1.9% |
90% |
False |
False |
8,756 |
| 60 |
114.60 |
94.55 |
20.05 |
17.7% |
2.04 |
1.8% |
92% |
False |
False |
9,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.46 |
|
2.618 |
119.29 |
|
1.618 |
117.35 |
|
1.000 |
116.15 |
|
0.618 |
115.41 |
|
HIGH |
114.21 |
|
0.618 |
113.47 |
|
0.500 |
113.24 |
|
0.382 |
113.01 |
|
LOW |
112.27 |
|
0.618 |
111.07 |
|
1.000 |
110.33 |
|
1.618 |
109.13 |
|
2.618 |
107.19 |
|
4.250 |
104.03 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.24 |
112.74 |
| PP |
113.19 |
112.39 |
| S1 |
113.13 |
112.05 |
|