NYMEX Light Sweet Crude Oil Future September 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 |
109.71 |
101.17 |
-8.54 |
-7.8% |
114.95 |
| High |
110.27 |
103.47 |
-6.80 |
-6.2% |
115.63 |
| Low |
99.35 |
95.85 |
-3.50 |
-3.5% |
95.85 |
| Close |
100.85 |
98.42 |
-2.43 |
-2.4% |
98.42 |
| Range |
10.92 |
7.62 |
-3.30 |
-30.2% |
19.78 |
| ATR |
3.07 |
3.40 |
0.32 |
10.6% |
0.00 |
| Volume |
34,830 |
49,110 |
14,280 |
41.0% |
148,652 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.11 |
117.88 |
102.61 |
|
| R3 |
114.49 |
110.26 |
100.52 |
|
| R2 |
106.87 |
106.87 |
99.82 |
|
| R1 |
102.64 |
102.64 |
99.12 |
100.95 |
| PP |
99.25 |
99.25 |
99.25 |
98.40 |
| S1 |
95.02 |
95.02 |
97.72 |
93.33 |
| S2 |
91.63 |
91.63 |
97.02 |
|
| S3 |
84.01 |
87.40 |
96.32 |
|
| S4 |
76.39 |
79.78 |
94.23 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.64 |
150.31 |
109.30 |
|
| R3 |
142.86 |
130.53 |
103.86 |
|
| R2 |
123.08 |
123.08 |
102.05 |
|
| R1 |
110.75 |
110.75 |
100.23 |
107.03 |
| PP |
103.30 |
103.30 |
103.30 |
101.44 |
| S1 |
90.97 |
90.97 |
96.61 |
87.25 |
| S2 |
83.52 |
83.52 |
94.79 |
|
| S3 |
63.74 |
71.19 |
92.98 |
|
| S4 |
43.96 |
51.41 |
87.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.63 |
95.85 |
19.78 |
20.1% |
5.54 |
5.6% |
13% |
False |
True |
29,730 |
| 10 |
115.63 |
95.85 |
19.78 |
20.1% |
3.83 |
3.9% |
13% |
False |
True |
26,902 |
| 20 |
115.63 |
95.85 |
19.78 |
20.1% |
3.28 |
3.3% |
13% |
False |
True |
25,059 |
| 40 |
115.63 |
95.85 |
19.78 |
20.1% |
2.67 |
2.7% |
13% |
False |
True |
19,533 |
| 60 |
115.63 |
94.50 |
21.13 |
21.5% |
2.60 |
2.6% |
19% |
False |
False |
19,710 |
| 80 |
115.63 |
92.33 |
23.30 |
23.7% |
2.29 |
2.3% |
26% |
False |
False |
17,756 |
| 100 |
115.63 |
89.83 |
25.80 |
26.2% |
2.08 |
2.1% |
33% |
False |
False |
15,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.86 |
|
2.618 |
123.42 |
|
1.618 |
115.80 |
|
1.000 |
111.09 |
|
0.618 |
108.18 |
|
HIGH |
103.47 |
|
0.618 |
100.56 |
|
0.500 |
99.66 |
|
0.382 |
98.76 |
|
LOW |
95.85 |
|
0.618 |
91.14 |
|
1.000 |
88.23 |
|
1.618 |
83.52 |
|
2.618 |
75.90 |
|
4.250 |
63.47 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.66 |
103.99 |
| PP |
99.25 |
102.13 |
| S1 |
98.83 |
100.28 |
|