NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
114.35 |
113.68 |
-0.67 |
-0.6% |
113.02 |
| High |
114.90 |
114.95 |
0.05 |
0.0% |
114.95 |
| Low |
112.67 |
113.20 |
0.53 |
0.5% |
111.80 |
| Close |
113.67 |
114.73 |
1.06 |
0.9% |
114.73 |
| Range |
2.23 |
1.75 |
-0.48 |
-21.5% |
3.15 |
| ATR |
2.40 |
2.35 |
-0.05 |
-1.9% |
0.00 |
| Volume |
46,105 |
38,313 |
-7,792 |
-16.9% |
181,501 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.54 |
118.89 |
115.69 |
|
| R3 |
117.79 |
117.14 |
115.21 |
|
| R2 |
116.04 |
116.04 |
115.05 |
|
| R1 |
115.39 |
115.39 |
114.89 |
115.72 |
| PP |
114.29 |
114.29 |
114.29 |
114.46 |
| S1 |
113.64 |
113.64 |
114.57 |
113.97 |
| S2 |
112.54 |
112.54 |
114.41 |
|
| S3 |
110.79 |
111.89 |
114.25 |
|
| S4 |
109.04 |
110.14 |
113.77 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.28 |
122.15 |
116.46 |
|
| R3 |
120.13 |
119.00 |
115.60 |
|
| R2 |
116.98 |
116.98 |
115.31 |
|
| R1 |
115.85 |
115.85 |
115.02 |
116.42 |
| PP |
113.83 |
113.83 |
113.83 |
114.11 |
| S1 |
112.70 |
112.70 |
114.44 |
113.27 |
| S2 |
110.68 |
110.68 |
114.15 |
|
| S3 |
107.53 |
109.55 |
113.86 |
|
| S4 |
104.38 |
106.40 |
113.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.95 |
111.80 |
3.15 |
2.7% |
2.08 |
1.8% |
93% |
True |
False |
36,300 |
| 10 |
114.95 |
106.96 |
7.99 |
7.0% |
2.35 |
2.0% |
97% |
True |
False |
38,686 |
| 20 |
114.95 |
106.96 |
7.99 |
7.0% |
2.32 |
2.0% |
97% |
True |
False |
41,565 |
| 40 |
114.95 |
99.07 |
15.88 |
13.8% |
2.43 |
2.1% |
99% |
True |
False |
43,518 |
| 60 |
114.95 |
95.75 |
19.20 |
16.7% |
2.43 |
2.1% |
99% |
True |
False |
49,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.39 |
|
2.618 |
119.53 |
|
1.618 |
117.78 |
|
1.000 |
116.70 |
|
0.618 |
116.03 |
|
HIGH |
114.95 |
|
0.618 |
114.28 |
|
0.500 |
114.08 |
|
0.382 |
113.87 |
|
LOW |
113.20 |
|
0.618 |
112.12 |
|
1.000 |
111.45 |
|
1.618 |
110.37 |
|
2.618 |
108.62 |
|
4.250 |
105.76 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
114.51 |
114.28 |
| PP |
114.29 |
113.83 |
| S1 |
114.08 |
113.38 |
|