NYMEX Light Sweet Crude Oil Future August 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 |
109.41 |
100.88 |
-8.53 |
-7.8% |
114.61 |
| High |
110.10 |
103.24 |
-6.86 |
-6.2% |
115.52 |
| Low |
99.10 |
95.51 |
-3.59 |
-3.6% |
95.51 |
| Close |
100.64 |
98.14 |
-2.50 |
-2.5% |
98.14 |
| Range |
11.00 |
7.73 |
-3.27 |
-29.7% |
20.01 |
| ATR |
3.17 |
3.50 |
0.33 |
10.3% |
0.00 |
| Volume |
47,242 |
58,603 |
11,361 |
24.0% |
182,866 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.15 |
117.88 |
102.39 |
|
| R3 |
114.42 |
110.15 |
100.27 |
|
| R2 |
106.69 |
106.69 |
99.56 |
|
| R1 |
102.42 |
102.42 |
98.85 |
100.69 |
| PP |
98.96 |
98.96 |
98.96 |
98.10 |
| S1 |
94.69 |
94.69 |
97.43 |
92.96 |
| S2 |
91.23 |
91.23 |
96.72 |
|
| S3 |
83.50 |
86.96 |
96.01 |
|
| S4 |
75.77 |
79.23 |
93.89 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.09 |
150.62 |
109.15 |
|
| R3 |
143.08 |
130.61 |
103.64 |
|
| R2 |
123.07 |
123.07 |
101.81 |
|
| R1 |
110.60 |
110.60 |
99.97 |
106.83 |
| PP |
103.06 |
103.06 |
103.06 |
101.17 |
| S1 |
90.59 |
90.59 |
96.31 |
86.82 |
| S2 |
83.05 |
83.05 |
94.47 |
|
| S3 |
63.04 |
70.58 |
92.64 |
|
| S4 |
43.03 |
50.57 |
87.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.52 |
95.51 |
20.01 |
20.4% |
5.61 |
5.7% |
13% |
False |
True |
36,573 |
| 10 |
115.52 |
95.51 |
20.01 |
20.4% |
3.86 |
3.9% |
13% |
False |
True |
33,003 |
| 20 |
115.52 |
95.51 |
20.01 |
20.4% |
3.45 |
3.5% |
13% |
False |
True |
30,896 |
| 40 |
115.52 |
95.51 |
20.01 |
20.4% |
2.82 |
2.9% |
13% |
False |
True |
22,983 |
| 60 |
115.52 |
93.92 |
21.60 |
22.0% |
2.71 |
2.8% |
20% |
False |
False |
22,626 |
| 80 |
115.52 |
91.88 |
23.64 |
24.1% |
2.39 |
2.4% |
26% |
False |
False |
20,419 |
| 100 |
115.52 |
89.80 |
25.72 |
26.2% |
2.17 |
2.2% |
32% |
False |
False |
17,519 |
| 120 |
115.52 |
83.43 |
32.09 |
32.7% |
1.99 |
2.0% |
46% |
False |
False |
15,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.09 |
|
2.618 |
123.48 |
|
1.618 |
115.75 |
|
1.000 |
110.97 |
|
0.618 |
108.02 |
|
HIGH |
103.24 |
|
0.618 |
100.29 |
|
0.500 |
99.38 |
|
0.382 |
98.46 |
|
LOW |
95.51 |
|
0.618 |
90.73 |
|
1.000 |
87.78 |
|
1.618 |
83.00 |
|
2.618 |
75.27 |
|
4.250 |
62.66 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.38 |
103.75 |
| PP |
98.96 |
101.88 |
| S1 |
98.55 |
100.01 |
|