NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.34 |
98.53 |
-1.81 |
-1.8% |
114.28 |
| High |
102.93 |
103.92 |
0.99 |
1.0% |
115.27 |
| Low |
95.18 |
97.96 |
2.78 |
2.9% |
95.18 |
| Close |
97.77 |
103.10 |
5.33 |
5.5% |
97.77 |
| Range |
7.75 |
5.96 |
-1.79 |
-23.1% |
20.09 |
| ATR |
3.57 |
3.75 |
0.18 |
5.2% |
0.00 |
| Volume |
144,704 |
163,459 |
18,755 |
13.0% |
406,503 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.54 |
117.28 |
106.38 |
|
| R3 |
113.58 |
111.32 |
104.74 |
|
| R2 |
107.62 |
107.62 |
104.19 |
|
| R1 |
105.36 |
105.36 |
103.65 |
106.49 |
| PP |
101.66 |
101.66 |
101.66 |
102.23 |
| S1 |
99.40 |
99.40 |
102.55 |
100.53 |
| S2 |
95.70 |
95.70 |
102.01 |
|
| S3 |
89.74 |
93.44 |
101.46 |
|
| S4 |
83.78 |
87.48 |
99.82 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.01 |
150.48 |
108.82 |
|
| R3 |
142.92 |
130.39 |
103.29 |
|
| R2 |
122.83 |
122.83 |
101.45 |
|
| R1 |
110.30 |
110.30 |
99.61 |
106.52 |
| PP |
102.74 |
102.74 |
102.74 |
100.85 |
| S1 |
90.21 |
90.21 |
95.93 |
86.43 |
| S2 |
82.65 |
82.65 |
94.09 |
|
| S3 |
62.56 |
70.12 |
92.25 |
|
| S4 |
42.47 |
50.03 |
86.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.69 |
95.18 |
18.51 |
18.0% |
6.07 |
5.9% |
43% |
False |
False |
104,198 |
| 10 |
115.27 |
95.18 |
20.09 |
19.5% |
4.27 |
4.1% |
39% |
False |
False |
81,962 |
| 20 |
115.27 |
95.18 |
20.09 |
19.5% |
3.64 |
3.5% |
39% |
False |
False |
73,611 |
| 40 |
115.27 |
95.18 |
20.09 |
19.5% |
3.01 |
2.9% |
39% |
False |
False |
53,968 |
| 60 |
115.27 |
93.10 |
22.17 |
21.5% |
2.99 |
2.9% |
45% |
False |
False |
48,329 |
| 80 |
115.27 |
91.36 |
23.91 |
23.2% |
2.64 |
2.6% |
49% |
False |
False |
42,348 |
| 100 |
115.27 |
89.63 |
25.64 |
24.9% |
2.39 |
2.3% |
53% |
False |
False |
35,988 |
| 120 |
115.27 |
83.16 |
32.11 |
31.1% |
2.22 |
2.2% |
62% |
False |
False |
30,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.25 |
|
2.618 |
119.52 |
|
1.618 |
113.56 |
|
1.000 |
109.88 |
|
0.618 |
107.60 |
|
HIGH |
103.92 |
|
0.618 |
101.64 |
|
0.500 |
100.94 |
|
0.382 |
100.24 |
|
LOW |
97.96 |
|
0.618 |
94.28 |
|
1.000 |
92.00 |
|
1.618 |
88.32 |
|
2.618 |
82.36 |
|
4.250 |
72.63 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.38 |
102.91 |
| PP |
101.66 |
102.71 |
| S1 |
100.94 |
102.52 |
|