NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.35 |
112.99 |
0.64 |
0.6% |
110.66 |
| High |
113.47 |
114.37 |
0.90 |
0.8% |
113.20 |
| Low |
111.88 |
111.80 |
-0.08 |
-0.1% |
106.96 |
| Close |
113.08 |
113.64 |
0.56 |
0.5% |
113.04 |
| Range |
1.59 |
2.57 |
0.98 |
61.6% |
6.24 |
| ATR |
2.40 |
2.41 |
0.01 |
0.5% |
0.00 |
| Volume |
23,365 |
38,662 |
15,297 |
65.5% |
147,481 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.98 |
119.88 |
115.05 |
|
| R3 |
118.41 |
117.31 |
114.35 |
|
| R2 |
115.84 |
115.84 |
114.11 |
|
| R1 |
114.74 |
114.74 |
113.88 |
115.29 |
| PP |
113.27 |
113.27 |
113.27 |
113.55 |
| S1 |
112.17 |
112.17 |
113.40 |
112.72 |
| S2 |
110.70 |
110.70 |
113.17 |
|
| S3 |
108.13 |
109.60 |
112.93 |
|
| S4 |
105.56 |
107.03 |
112.23 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.79 |
127.65 |
116.47 |
|
| R3 |
123.55 |
121.41 |
114.76 |
|
| R2 |
117.31 |
117.31 |
114.18 |
|
| R1 |
115.17 |
115.17 |
113.61 |
116.24 |
| PP |
111.07 |
111.07 |
111.07 |
111.60 |
| S1 |
108.93 |
108.93 |
112.47 |
110.00 |
| S2 |
104.83 |
104.83 |
111.90 |
|
| S3 |
98.59 |
102.69 |
111.32 |
|
| S4 |
92.35 |
96.45 |
109.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.37 |
109.10 |
5.27 |
4.6% |
2.22 |
2.0% |
86% |
True |
False |
35,184 |
| 10 |
114.37 |
106.96 |
7.41 |
6.5% |
2.38 |
2.1% |
90% |
True |
False |
42,762 |
| 20 |
114.90 |
105.46 |
9.44 |
8.3% |
2.31 |
2.0% |
87% |
False |
False |
41,118 |
| 40 |
114.90 |
99.07 |
15.83 |
13.9% |
2.44 |
2.2% |
92% |
False |
False |
44,944 |
| 60 |
114.90 |
95.75 |
19.15 |
16.9% |
2.40 |
2.1% |
93% |
False |
False |
50,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.29 |
|
2.618 |
121.10 |
|
1.618 |
118.53 |
|
1.000 |
116.94 |
|
0.618 |
115.96 |
|
HIGH |
114.37 |
|
0.618 |
113.39 |
|
0.500 |
113.09 |
|
0.382 |
112.78 |
|
LOW |
111.80 |
|
0.618 |
110.21 |
|
1.000 |
109.23 |
|
1.618 |
107.64 |
|
2.618 |
105.07 |
|
4.250 |
100.88 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.46 |
113.46 |
| PP |
113.27 |
113.27 |
| S1 |
113.09 |
113.09 |
|