NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
110.68 |
108.78 |
-1.90 |
-1.7% |
112.34 |
| High |
111.22 |
109.38 |
-1.84 |
-1.7% |
114.18 |
| Low |
108.48 |
98.25 |
-10.23 |
-9.4% |
110.71 |
| Close |
109.24 |
99.80 |
-9.44 |
-8.6% |
113.93 |
| Range |
2.74 |
11.13 |
8.39 |
306.2% |
3.47 |
| ATR |
2.71 |
3.31 |
0.60 |
22.2% |
0.00 |
| Volume |
316,276 |
649,110 |
332,834 |
105.2% |
1,240,514 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.87 |
128.96 |
105.92 |
|
| R3 |
124.74 |
117.83 |
102.86 |
|
| R2 |
113.61 |
113.61 |
101.84 |
|
| R1 |
106.70 |
106.70 |
100.82 |
104.59 |
| PP |
102.48 |
102.48 |
102.48 |
101.42 |
| S1 |
95.57 |
95.57 |
98.78 |
93.46 |
| S2 |
91.35 |
91.35 |
97.76 |
|
| S3 |
80.22 |
84.44 |
96.74 |
|
| S4 |
69.09 |
73.31 |
93.68 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.35 |
122.11 |
115.84 |
|
| R3 |
119.88 |
118.64 |
114.88 |
|
| R2 |
116.41 |
116.41 |
114.57 |
|
| R1 |
115.17 |
115.17 |
114.25 |
115.79 |
| PP |
112.94 |
112.94 |
112.94 |
113.25 |
| S1 |
111.70 |
111.70 |
113.61 |
112.32 |
| S2 |
109.47 |
109.47 |
113.29 |
|
| S3 |
106.00 |
108.23 |
112.98 |
|
| S4 |
102.53 |
104.76 |
112.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.83 |
98.25 |
16.58 |
16.6% |
4.54 |
4.6% |
9% |
False |
True |
344,167 |
| 10 |
114.83 |
98.25 |
16.58 |
16.6% |
3.31 |
3.3% |
9% |
False |
True |
300,243 |
| 20 |
114.83 |
98.25 |
16.58 |
16.6% |
3.27 |
3.3% |
9% |
False |
True |
255,518 |
| 40 |
114.83 |
97.61 |
17.22 |
17.3% |
2.96 |
3.0% |
13% |
False |
False |
166,264 |
| 60 |
114.83 |
91.97 |
22.86 |
22.9% |
2.94 |
2.9% |
34% |
False |
False |
140,805 |
| 80 |
114.83 |
90.50 |
24.33 |
24.4% |
2.65 |
2.7% |
38% |
False |
False |
123,698 |
| 100 |
114.83 |
89.24 |
25.59 |
25.6% |
2.44 |
2.4% |
41% |
False |
False |
105,591 |
| 120 |
114.83 |
82.46 |
32.37 |
32.4% |
2.35 |
2.4% |
54% |
False |
False |
92,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.68 |
|
2.618 |
138.52 |
|
1.618 |
127.39 |
|
1.000 |
120.51 |
|
0.618 |
116.26 |
|
HIGH |
109.38 |
|
0.618 |
105.13 |
|
0.500 |
103.82 |
|
0.382 |
102.50 |
|
LOW |
98.25 |
|
0.618 |
91.37 |
|
1.000 |
87.12 |
|
1.618 |
80.24 |
|
2.618 |
69.11 |
|
4.250 |
50.95 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.82 |
105.74 |
| PP |
102.48 |
103.76 |
| S1 |
101.14 |
101.78 |
|