NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
113.68 |
114.60 |
0.92 |
0.8% |
113.02 |
| High |
114.95 |
115.50 |
0.55 |
0.5% |
114.95 |
| Low |
113.20 |
111.81 |
-1.39 |
-1.2% |
111.80 |
| Close |
114.73 |
114.33 |
-0.40 |
-0.3% |
114.73 |
| Range |
1.75 |
3.69 |
1.94 |
110.9% |
3.15 |
| ATR |
2.35 |
2.45 |
0.10 |
4.1% |
0.00 |
| Volume |
38,313 |
26,096 |
-12,217 |
-31.9% |
181,501 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.95 |
123.33 |
116.36 |
|
| R3 |
121.26 |
119.64 |
115.34 |
|
| R2 |
117.57 |
117.57 |
115.01 |
|
| R1 |
115.95 |
115.95 |
114.67 |
114.92 |
| PP |
113.88 |
113.88 |
113.88 |
113.36 |
| S1 |
112.26 |
112.26 |
113.99 |
111.23 |
| S2 |
110.19 |
110.19 |
113.65 |
|
| S3 |
106.50 |
108.57 |
113.32 |
|
| S4 |
102.81 |
104.88 |
112.30 |
|
|
| 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 |
115.50 |
111.80 |
3.70 |
3.2% |
2.37 |
2.1% |
68% |
True |
False |
34,508 |
| 10 |
115.50 |
106.96 |
8.54 |
7.5% |
2.45 |
2.1% |
86% |
True |
False |
35,507 |
| 20 |
115.50 |
106.96 |
8.54 |
7.5% |
2.42 |
2.1% |
86% |
True |
False |
40,821 |
| 40 |
115.50 |
99.07 |
16.43 |
14.4% |
2.48 |
2.2% |
93% |
True |
False |
42,928 |
| 60 |
115.50 |
95.75 |
19.75 |
17.3% |
2.46 |
2.2% |
94% |
True |
False |
49,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.18 |
|
2.618 |
125.16 |
|
1.618 |
121.47 |
|
1.000 |
119.19 |
|
0.618 |
117.78 |
|
HIGH |
115.50 |
|
0.618 |
114.09 |
|
0.500 |
113.66 |
|
0.382 |
113.22 |
|
LOW |
111.81 |
|
0.618 |
109.53 |
|
1.000 |
108.12 |
|
1.618 |
105.84 |
|
2.618 |
102.15 |
|
4.250 |
96.13 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
114.11 |
114.11 |
| PP |
113.88 |
113.88 |
| S1 |
113.66 |
113.66 |
|