NYMEX Light Sweet Crude Oil Future January 2012
| 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 |
113.78 |
111.11 |
-2.67 |
-2.3% |
113.77 |
| High |
113.78 |
111.84 |
-1.94 |
-1.7% |
114.35 |
| Low |
111.41 |
109.86 |
-1.55 |
-1.4% |
111.82 |
| Close |
111.83 |
110.18 |
-1.65 |
-1.5% |
114.58 |
| Range |
2.37 |
1.98 |
-0.39 |
-16.5% |
2.53 |
| ATR |
|
|
|
|
|
| Volume |
2,187 |
2,848 |
661 |
30.2% |
11,692 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.57 |
115.35 |
111.27 |
|
| R3 |
114.59 |
113.37 |
110.72 |
|
| R2 |
112.61 |
112.61 |
110.54 |
|
| R1 |
111.39 |
111.39 |
110.36 |
111.01 |
| PP |
110.63 |
110.63 |
110.63 |
110.44 |
| S1 |
109.41 |
109.41 |
110.00 |
109.03 |
| S2 |
108.65 |
108.65 |
109.82 |
|
| S3 |
106.67 |
107.43 |
109.64 |
|
| S4 |
104.69 |
105.45 |
109.09 |
|
|
| 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 |
120.26 |
|
2.618 |
117.02 |
|
1.618 |
115.04 |
|
1.000 |
113.82 |
|
0.618 |
113.06 |
|
HIGH |
111.84 |
|
0.618 |
111.08 |
|
0.500 |
110.85 |
|
0.382 |
110.62 |
|
LOW |
109.86 |
|
0.618 |
108.64 |
|
1.000 |
107.88 |
|
1.618 |
106.66 |
|
2.618 |
104.68 |
|
4.250 |
101.45 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.85 |
112.54 |
| PP |
110.63 |
111.75 |
| S1 |
110.40 |
110.97 |
|