NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
111.69 |
109.71 |
-1.98 |
-1.8% |
113.17 |
| High |
112.12 |
110.27 |
-1.85 |
-1.7% |
115.03 |
| Low |
109.51 |
99.35 |
-10.16 |
-9.3% |
111.72 |
| Close |
110.17 |
100.85 |
-9.32 |
-8.5% |
114.83 |
| Range |
2.61 |
10.92 |
8.31 |
318.4% |
3.31 |
| ATR |
2.47 |
3.07 |
0.60 |
24.4% |
0.00 |
| Volume |
23,888 |
34,830 |
10,942 |
45.8% |
120,372 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.25 |
129.47 |
106.86 |
|
| R3 |
125.33 |
118.55 |
103.85 |
|
| R2 |
114.41 |
114.41 |
102.85 |
|
| R1 |
107.63 |
107.63 |
101.85 |
105.56 |
| PP |
103.49 |
103.49 |
103.49 |
102.46 |
| S1 |
96.71 |
96.71 |
99.85 |
94.64 |
| S2 |
92.57 |
92.57 |
98.85 |
|
| S3 |
81.65 |
85.79 |
97.85 |
|
| S4 |
70.73 |
74.87 |
94.84 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.79 |
122.62 |
116.65 |
|
| R3 |
120.48 |
119.31 |
115.74 |
|
| R2 |
117.17 |
117.17 |
115.44 |
|
| R1 |
116.00 |
116.00 |
115.13 |
116.59 |
| PP |
113.86 |
113.86 |
113.86 |
114.15 |
| S1 |
112.69 |
112.69 |
114.53 |
113.28 |
| S2 |
110.55 |
110.55 |
114.22 |
|
| S3 |
107.24 |
109.38 |
113.92 |
|
| S4 |
103.93 |
106.07 |
113.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.63 |
99.35 |
16.28 |
16.1% |
4.39 |
4.4% |
9% |
False |
True |
25,602 |
| 10 |
115.63 |
99.35 |
16.28 |
16.1% |
3.20 |
3.2% |
9% |
False |
True |
24,249 |
| 20 |
115.63 |
99.35 |
16.28 |
16.1% |
2.99 |
3.0% |
9% |
False |
True |
23,239 |
| 40 |
115.63 |
99.35 |
16.28 |
16.1% |
2.57 |
2.5% |
9% |
False |
True |
18,778 |
| 60 |
115.63 |
94.50 |
21.13 |
21.0% |
2.49 |
2.5% |
30% |
False |
False |
19,146 |
| 80 |
115.63 |
92.33 |
23.30 |
23.1% |
2.22 |
2.2% |
37% |
False |
False |
17,260 |
| 100 |
115.63 |
89.83 |
25.80 |
25.6% |
2.01 |
2.0% |
43% |
False |
False |
14,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.68 |
|
2.618 |
138.86 |
|
1.618 |
127.94 |
|
1.000 |
121.19 |
|
0.618 |
117.02 |
|
HIGH |
110.27 |
|
0.618 |
106.10 |
|
0.500 |
104.81 |
|
0.382 |
103.52 |
|
LOW |
99.35 |
|
0.618 |
92.60 |
|
1.000 |
88.43 |
|
1.618 |
81.68 |
|
2.618 |
70.76 |
|
4.250 |
52.94 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.81 |
106.70 |
| PP |
103.49 |
104.75 |
| S1 |
102.17 |
102.80 |
|