NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
102.79 |
104.84 |
2.05 |
2.0% |
114.61 |
| High |
104.93 |
105.52 |
0.59 |
0.6% |
115.52 |
| Low |
101.08 |
98.40 |
-2.68 |
-2.7% |
95.51 |
| Close |
104.87 |
99.12 |
-5.75 |
-5.5% |
98.14 |
| Range |
3.85 |
7.12 |
3.27 |
84.9% |
20.01 |
| ATR |
3.70 |
3.94 |
0.24 |
6.6% |
0.00 |
| Volume |
68,307 |
60,868 |
-7,439 |
-10.9% |
182,866 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.37 |
117.87 |
103.04 |
|
| R3 |
115.25 |
110.75 |
101.08 |
|
| R2 |
108.13 |
108.13 |
100.43 |
|
| R1 |
103.63 |
103.63 |
99.77 |
102.32 |
| PP |
101.01 |
101.01 |
101.01 |
100.36 |
| S1 |
96.51 |
96.51 |
98.47 |
95.20 |
| S2 |
93.89 |
93.89 |
97.81 |
|
| S3 |
86.77 |
89.39 |
97.16 |
|
| S4 |
79.65 |
82.27 |
95.20 |
|
|
| 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 |
110.10 |
95.51 |
14.59 |
14.7% |
7.10 |
7.2% |
25% |
False |
False |
58,848 |
| 10 |
115.52 |
95.51 |
20.01 |
20.2% |
4.90 |
4.9% |
18% |
False |
False |
44,721 |
| 20 |
115.52 |
95.51 |
20.01 |
20.2% |
3.69 |
3.7% |
18% |
False |
False |
36,182 |
| 40 |
115.52 |
95.51 |
20.01 |
20.2% |
3.00 |
3.0% |
18% |
False |
False |
26,367 |
| 60 |
115.52 |
93.92 |
21.60 |
21.8% |
2.93 |
3.0% |
24% |
False |
False |
25,015 |
| 80 |
115.52 |
91.88 |
23.64 |
23.8% |
2.56 |
2.6% |
31% |
False |
False |
22,442 |
| 100 |
115.52 |
90.58 |
24.94 |
25.2% |
2.31 |
2.3% |
34% |
False |
False |
19,232 |
| 120 |
115.52 |
83.43 |
32.09 |
32.4% |
2.12 |
2.1% |
49% |
False |
False |
16,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.78 |
|
2.618 |
124.16 |
|
1.618 |
117.04 |
|
1.000 |
112.64 |
|
0.618 |
109.92 |
|
HIGH |
105.52 |
|
0.618 |
102.80 |
|
0.500 |
101.96 |
|
0.382 |
101.12 |
|
LOW |
98.40 |
|
0.618 |
94.00 |
|
1.000 |
91.28 |
|
1.618 |
86.88 |
|
2.618 |
79.76 |
|
4.250 |
68.14 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.96 |
101.96 |
| PP |
101.01 |
101.01 |
| S1 |
100.07 |
100.07 |
|