NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.00 |
103.35 |
3.35 |
3.4% |
114.95 |
| High |
104.51 |
105.21 |
0.70 |
0.7% |
115.63 |
| Low |
98.99 |
101.39 |
2.40 |
2.4% |
95.85 |
| Close |
103.73 |
105.18 |
1.45 |
1.4% |
98.42 |
| Range |
5.52 |
3.82 |
-1.70 |
-30.8% |
19.78 |
| ATR |
3.59 |
3.61 |
0.02 |
0.5% |
0.00 |
| Volume |
43,130 |
42,782 |
-348 |
-0.8% |
148,652 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.39 |
114.10 |
107.28 |
|
| R3 |
111.57 |
110.28 |
106.23 |
|
| R2 |
107.75 |
107.75 |
105.88 |
|
| R1 |
106.46 |
106.46 |
105.53 |
107.11 |
| PP |
103.93 |
103.93 |
103.93 |
104.25 |
| S1 |
102.64 |
102.64 |
104.83 |
103.29 |
| S2 |
100.11 |
100.11 |
104.48 |
|
| S3 |
96.29 |
98.82 |
104.13 |
|
| S4 |
92.47 |
95.00 |
103.08 |
|
|
| 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 |
112.12 |
95.85 |
16.27 |
15.5% |
6.10 |
5.8% |
57% |
False |
False |
38,748 |
| 10 |
115.63 |
95.85 |
19.78 |
18.8% |
4.38 |
4.2% |
47% |
False |
False |
31,890 |
| 20 |
115.63 |
95.85 |
19.78 |
18.8% |
3.46 |
3.3% |
47% |
False |
False |
27,153 |
| 40 |
115.63 |
95.85 |
19.78 |
18.8% |
2.77 |
2.6% |
47% |
False |
False |
20,863 |
| 60 |
115.63 |
94.50 |
21.13 |
20.1% |
2.72 |
2.6% |
51% |
False |
False |
20,637 |
| 80 |
115.63 |
92.33 |
23.30 |
22.2% |
2.39 |
2.3% |
55% |
False |
False |
18,630 |
| 100 |
115.63 |
90.73 |
24.90 |
23.7% |
2.15 |
2.0% |
58% |
False |
False |
15,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.45 |
|
2.618 |
115.21 |
|
1.618 |
111.39 |
|
1.000 |
109.03 |
|
0.618 |
107.57 |
|
HIGH |
105.21 |
|
0.618 |
103.75 |
|
0.500 |
103.30 |
|
0.382 |
102.85 |
|
LOW |
101.39 |
|
0.618 |
99.03 |
|
1.000 |
97.57 |
|
1.618 |
95.21 |
|
2.618 |
91.39 |
|
4.250 |
85.16 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.55 |
103.63 |
| PP |
103.93 |
102.08 |
| S1 |
103.30 |
100.53 |
|