NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
98.11 |
102.44 |
4.33 |
4.4% |
113.89 |
| High |
103.40 |
103.95 |
0.55 |
0.5% |
114.83 |
| Low |
97.42 |
100.12 |
2.70 |
2.8% |
94.63 |
| Close |
102.55 |
103.88 |
1.33 |
1.3% |
97.18 |
| Range |
5.98 |
3.83 |
-2.15 |
-36.0% |
20.20 |
| ATR |
3.81 |
3.81 |
0.00 |
0.0% |
0.00 |
| Volume |
438,436 |
401,997 |
-36,439 |
-8.3% |
2,108,664 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.14 |
112.84 |
105.99 |
|
| R3 |
110.31 |
109.01 |
104.93 |
|
| R2 |
106.48 |
106.48 |
104.58 |
|
| R1 |
105.18 |
105.18 |
104.23 |
105.83 |
| PP |
102.65 |
102.65 |
102.65 |
102.98 |
| S1 |
101.35 |
101.35 |
103.53 |
102.00 |
| S2 |
98.82 |
98.82 |
103.18 |
|
| S3 |
94.99 |
97.52 |
102.83 |
|
| S4 |
91.16 |
93.69 |
101.77 |
|
|
| 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 |
111.22 |
94.63 |
16.59 |
16.0% |
6.29 |
6.1% |
56% |
False |
False |
474,898 |
| 10 |
114.83 |
94.63 |
20.20 |
19.4% |
4.53 |
4.4% |
46% |
False |
False |
373,327 |
| 20 |
114.83 |
94.63 |
20.20 |
19.4% |
3.64 |
3.5% |
46% |
False |
False |
305,041 |
| 40 |
114.83 |
94.63 |
20.20 |
19.4% |
3.11 |
3.0% |
46% |
False |
False |
195,863 |
| 60 |
114.83 |
91.97 |
22.86 |
22.0% |
3.17 |
3.1% |
52% |
False |
False |
159,445 |
| 80 |
114.83 |
90.50 |
24.33 |
23.4% |
2.82 |
2.7% |
55% |
False |
False |
139,154 |
| 100 |
114.83 |
90.04 |
24.79 |
23.9% |
2.57 |
2.5% |
56% |
False |
False |
118,890 |
| 120 |
114.83 |
82.46 |
32.37 |
31.2% |
2.45 |
2.4% |
66% |
False |
False |
104,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.23 |
|
2.618 |
113.98 |
|
1.618 |
110.15 |
|
1.000 |
107.78 |
|
0.618 |
106.32 |
|
HIGH |
103.95 |
|
0.618 |
102.49 |
|
0.500 |
102.04 |
|
0.382 |
101.58 |
|
LOW |
100.12 |
|
0.618 |
97.75 |
|
1.000 |
96.29 |
|
1.618 |
93.92 |
|
2.618 |
90.09 |
|
4.250 |
83.84 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.27 |
102.35 |
| PP |
102.65 |
100.82 |
| S1 |
102.04 |
99.29 |
|