NYMEX Light Sweet Crude Oil Future January 2012
| 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 |
113.50 |
112.94 |
-0.56 |
-0.5% |
113.77 |
| High |
114.35 |
115.22 |
0.87 |
0.8% |
114.35 |
| Low |
113.14 |
111.84 |
-1.30 |
-1.1% |
111.82 |
| Close |
114.58 |
114.20 |
-0.38 |
-0.3% |
114.58 |
| Range |
1.21 |
3.38 |
2.17 |
179.3% |
2.53 |
| ATR |
|
|
|
|
|
| Volume |
3,418 |
1,694 |
-1,724 |
-50.4% |
11,692 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.89 |
122.43 |
116.06 |
|
| R3 |
120.51 |
119.05 |
115.13 |
|
| R2 |
117.13 |
117.13 |
114.82 |
|
| R1 |
115.67 |
115.67 |
114.51 |
116.40 |
| PP |
113.75 |
113.75 |
113.75 |
114.12 |
| S1 |
112.29 |
112.29 |
113.89 |
113.02 |
| S2 |
110.37 |
110.37 |
113.58 |
|
| S3 |
106.99 |
108.91 |
113.27 |
|
| S4 |
103.61 |
105.53 |
112.34 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.17 |
120.41 |
115.97 |
|
| R3 |
118.64 |
117.88 |
115.28 |
|
| R2 |
116.11 |
116.11 |
115.04 |
|
| R1 |
115.35 |
115.35 |
114.81 |
115.73 |
| PP |
113.58 |
113.58 |
113.58 |
113.78 |
| S1 |
112.82 |
112.82 |
114.35 |
113.20 |
| S2 |
111.05 |
111.05 |
114.12 |
|
| S3 |
108.52 |
110.29 |
113.88 |
|
| S4 |
105.99 |
107.76 |
113.19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.59 |
|
2.618 |
124.07 |
|
1.618 |
120.69 |
|
1.000 |
118.60 |
|
0.618 |
117.31 |
|
HIGH |
115.22 |
|
0.618 |
113.93 |
|
0.500 |
113.53 |
|
0.382 |
113.13 |
|
LOW |
111.84 |
|
0.618 |
109.75 |
|
1.000 |
108.46 |
|
1.618 |
106.37 |
|
2.618 |
102.99 |
|
4.250 |
97.48 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.98 |
113.98 |
| PP |
113.75 |
113.75 |
| S1 |
113.53 |
113.53 |
|