NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 06-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
Open |
108.78 |
99.76 |
-9.02 |
-8.3% |
113.89 |
High |
109.38 |
102.38 |
-7.00 |
-6.4% |
114.83 |
Low |
98.25 |
94.63 |
-3.62 |
-3.7% |
94.63 |
Close |
99.80 |
97.18 |
-2.62 |
-2.6% |
97.18 |
Range |
11.13 |
7.75 |
-3.38 |
-30.4% |
20.20 |
ATR |
3.31 |
3.63 |
0.32 |
9.6% |
0.00 |
Volume |
649,110 |
568,671 |
-80,439 |
-12.4% |
2,108,664 |
|
Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.31 |
117.00 |
101.44 |
|
R3 |
113.56 |
109.25 |
99.31 |
|
R2 |
105.81 |
105.81 |
98.60 |
|
R1 |
101.50 |
101.50 |
97.89 |
99.78 |
PP |
98.06 |
98.06 |
98.06 |
97.21 |
S1 |
93.75 |
93.75 |
96.47 |
92.03 |
S2 |
90.31 |
90.31 |
95.76 |
|
S3 |
82.56 |
86.00 |
95.05 |
|
S4 |
74.81 |
78.25 |
92.92 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.81 |
150.20 |
108.29 |
|
R3 |
142.61 |
130.00 |
102.74 |
|
R2 |
122.41 |
122.41 |
100.88 |
|
R1 |
109.80 |
109.80 |
99.03 |
106.01 |
PP |
102.21 |
102.21 |
102.21 |
100.32 |
S1 |
89.60 |
89.60 |
95.33 |
85.81 |
S2 |
82.01 |
82.01 |
93.48 |
|
S3 |
61.81 |
69.40 |
91.63 |
|
S4 |
41.61 |
49.20 |
86.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
114.83 |
94.63 |
20.20 |
20.8% |
5.71 |
5.9% |
13% |
False |
True |
421,732 |
10 |
114.83 |
94.63 |
20.20 |
20.8% |
3.94 |
4.1% |
13% |
False |
True |
334,917 |
20 |
114.83 |
94.63 |
20.20 |
20.8% |
3.55 |
3.7% |
13% |
False |
True |
277,414 |
40 |
114.83 |
94.63 |
20.20 |
20.8% |
3.04 |
3.1% |
13% |
False |
True |
178,056 |
60 |
114.83 |
91.97 |
22.86 |
23.5% |
3.05 |
3.1% |
23% |
False |
False |
148,966 |
80 |
114.83 |
90.50 |
24.33 |
25.0% |
2.73 |
2.8% |
27% |
False |
False |
130,064 |
100 |
114.83 |
89.24 |
25.59 |
26.3% |
2.50 |
2.6% |
31% |
False |
False |
111,063 |
120 |
114.83 |
82.46 |
32.37 |
33.3% |
2.39 |
2.5% |
45% |
False |
False |
97,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.32 |
2.618 |
122.67 |
1.618 |
114.92 |
1.000 |
110.13 |
0.618 |
107.17 |
HIGH |
102.38 |
0.618 |
99.42 |
0.500 |
98.51 |
0.382 |
97.59 |
LOW |
94.63 |
0.618 |
89.84 |
1.000 |
86.88 |
1.618 |
82.09 |
2.618 |
74.34 |
4.250 |
61.69 |
|
|
Fisher Pivots for day following 06-May-2011 |
Pivot |
1 day |
3 day |
R1 |
98.51 |
102.93 |
PP |
98.06 |
101.01 |
S1 |
97.62 |
99.10 |
|