NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
113.77 |
112.03 |
-1.74 |
-1.5% |
113.23 |
| High |
113.86 |
112.05 |
-1.81 |
-1.6% |
115.00 |
| Low |
111.39 |
109.65 |
-1.74 |
-1.6% |
111.94 |
| Close |
111.97 |
110.24 |
-1.73 |
-1.5% |
114.78 |
| Range |
2.47 |
2.40 |
-0.07 |
-2.8% |
3.06 |
| ATR |
2.15 |
2.17 |
0.02 |
0.8% |
0.00 |
| Volume |
6,210 |
4,753 |
-1,457 |
-23.5% |
31,358 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.85 |
116.44 |
111.56 |
|
| R3 |
115.45 |
114.04 |
110.90 |
|
| R2 |
113.05 |
113.05 |
110.68 |
|
| R1 |
111.64 |
111.64 |
110.46 |
111.15 |
| PP |
110.65 |
110.65 |
110.65 |
110.40 |
| S1 |
109.24 |
109.24 |
110.02 |
108.75 |
| S2 |
108.25 |
108.25 |
109.80 |
|
| S3 |
105.85 |
106.84 |
109.58 |
|
| S4 |
103.45 |
104.44 |
108.92 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.09 |
121.99 |
116.46 |
|
| R3 |
120.03 |
118.93 |
115.62 |
|
| R2 |
116.97 |
116.97 |
115.34 |
|
| R1 |
115.87 |
115.87 |
115.06 |
116.42 |
| PP |
113.91 |
113.91 |
113.91 |
114.18 |
| S1 |
112.81 |
112.81 |
114.50 |
113.36 |
| S2 |
110.85 |
110.85 |
114.22 |
|
| S3 |
107.79 |
109.75 |
113.94 |
|
| S4 |
104.73 |
106.69 |
113.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.57 |
109.65 |
5.92 |
5.4% |
2.42 |
2.2% |
10% |
False |
True |
6,251 |
| 10 |
115.57 |
109.65 |
5.92 |
5.4% |
2.04 |
1.8% |
10% |
False |
True |
5,970 |
| 20 |
115.57 |
107.00 |
8.57 |
7.8% |
2.11 |
1.9% |
38% |
False |
False |
7,144 |
| 40 |
115.57 |
99.35 |
16.22 |
14.7% |
2.00 |
1.8% |
67% |
False |
False |
7,293 |
| 60 |
115.57 |
95.74 |
19.83 |
18.0% |
2.00 |
1.8% |
73% |
False |
False |
7,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.25 |
|
2.618 |
118.33 |
|
1.618 |
115.93 |
|
1.000 |
114.45 |
|
0.618 |
113.53 |
|
HIGH |
112.05 |
|
0.618 |
111.13 |
|
0.500 |
110.85 |
|
0.382 |
110.57 |
|
LOW |
109.65 |
|
0.618 |
108.17 |
|
1.000 |
107.25 |
|
1.618 |
105.77 |
|
2.618 |
103.37 |
|
4.250 |
99.45 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.85 |
112.61 |
| PP |
110.65 |
111.82 |
| S1 |
110.44 |
111.03 |
|