NYMEX Light Sweet Crude Oil Future November 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 |
113.00 |
113.23 |
0.23 |
0.2% |
110.25 |
| High |
113.14 |
114.05 |
0.91 |
0.8% |
113.14 |
| Low |
111.97 |
112.20 |
0.23 |
0.2% |
107.00 |
| Close |
113.11 |
113.02 |
-0.09 |
-0.1% |
113.11 |
| Range |
1.17 |
1.85 |
0.68 |
58.1% |
6.14 |
| ATR |
2.10 |
2.08 |
-0.02 |
-0.9% |
0.00 |
| Volume |
6,588 |
5,536 |
-1,052 |
-16.0% |
24,593 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.64 |
117.68 |
114.04 |
|
| R3 |
116.79 |
115.83 |
113.53 |
|
| R2 |
114.94 |
114.94 |
113.36 |
|
| R1 |
113.98 |
113.98 |
113.19 |
113.54 |
| PP |
113.09 |
113.09 |
113.09 |
112.87 |
| S1 |
112.13 |
112.13 |
112.85 |
111.69 |
| S2 |
111.24 |
111.24 |
112.68 |
|
| S3 |
109.39 |
110.28 |
112.51 |
|
| S4 |
107.54 |
108.43 |
112.00 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.50 |
127.45 |
116.49 |
|
| R3 |
123.36 |
121.31 |
114.80 |
|
| R2 |
117.22 |
117.22 |
114.24 |
|
| R1 |
115.17 |
115.17 |
113.67 |
116.20 |
| PP |
111.08 |
111.08 |
111.08 |
111.60 |
| S1 |
109.03 |
109.03 |
112.55 |
110.06 |
| S2 |
104.94 |
104.94 |
111.98 |
|
| S3 |
98.80 |
102.89 |
111.42 |
|
| S4 |
92.66 |
96.75 |
109.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.05 |
107.00 |
7.05 |
6.2% |
2.01 |
1.8% |
85% |
True |
False |
6,025 |
| 10 |
114.65 |
107.00 |
7.65 |
6.8% |
2.22 |
2.0% |
79% |
False |
False |
7,990 |
| 20 |
114.65 |
104.55 |
10.10 |
8.9% |
1.80 |
1.6% |
84% |
False |
False |
7,835 |
| 40 |
114.65 |
99.35 |
15.30 |
13.5% |
1.95 |
1.7% |
89% |
False |
False |
7,955 |
| 60 |
114.65 |
94.96 |
19.69 |
17.4% |
1.91 |
1.7% |
92% |
False |
False |
8,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.91 |
|
2.618 |
118.89 |
|
1.618 |
117.04 |
|
1.000 |
115.90 |
|
0.618 |
115.19 |
|
HIGH |
114.05 |
|
0.618 |
113.34 |
|
0.500 |
113.13 |
|
0.382 |
112.91 |
|
LOW |
112.20 |
|
0.618 |
111.06 |
|
1.000 |
110.35 |
|
1.618 |
109.21 |
|
2.618 |
107.36 |
|
4.250 |
104.34 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.13 |
112.69 |
| PP |
113.09 |
112.35 |
| S1 |
113.06 |
112.02 |
|