NYMEX Light Sweet Crude Oil Future October 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 |
111.75 |
109.50 |
-2.25 |
-2.0% |
113.80 |
| High |
112.13 |
109.94 |
-2.19 |
-2.0% |
114.99 |
| Low |
109.78 |
99.48 |
-10.30 |
-9.4% |
111.83 |
| Close |
110.21 |
100.92 |
-9.29 |
-8.4% |
114.82 |
| Range |
2.35 |
10.46 |
8.11 |
345.1% |
3.16 |
| ATR |
2.29 |
2.90 |
0.60 |
26.3% |
0.00 |
| Volume |
9,822 |
13,046 |
3,224 |
32.8% |
49,111 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.83 |
128.33 |
106.67 |
|
| R3 |
124.37 |
117.87 |
103.80 |
|
| R2 |
113.91 |
113.91 |
102.84 |
|
| R1 |
107.41 |
107.41 |
101.88 |
105.43 |
| PP |
103.45 |
103.45 |
103.45 |
102.46 |
| S1 |
96.95 |
96.95 |
99.96 |
94.97 |
| S2 |
92.99 |
92.99 |
99.00 |
|
| S3 |
82.53 |
86.49 |
98.04 |
|
| S4 |
72.07 |
76.03 |
95.17 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.36 |
122.25 |
116.56 |
|
| R3 |
120.20 |
119.09 |
115.69 |
|
| R2 |
117.04 |
117.04 |
115.40 |
|
| R1 |
115.93 |
115.93 |
115.11 |
116.49 |
| PP |
113.88 |
113.88 |
113.88 |
114.16 |
| S1 |
112.77 |
112.77 |
114.53 |
113.33 |
| S2 |
110.72 |
110.72 |
114.24 |
|
| S3 |
107.56 |
109.61 |
113.95 |
|
| S4 |
104.40 |
106.45 |
113.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.58 |
99.48 |
16.10 |
16.0% |
4.09 |
4.1% |
9% |
False |
True |
10,078 |
| 10 |
115.58 |
99.48 |
16.10 |
16.0% |
2.97 |
2.9% |
9% |
False |
True |
9,766 |
| 20 |
115.58 |
99.48 |
16.10 |
16.0% |
2.76 |
2.7% |
9% |
False |
True |
9,961 |
| 40 |
115.58 |
99.41 |
16.17 |
16.0% |
2.39 |
2.4% |
9% |
False |
False |
8,864 |
| 60 |
115.58 |
95.00 |
20.58 |
20.4% |
2.28 |
2.3% |
29% |
False |
False |
9,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.40 |
|
2.618 |
137.32 |
|
1.618 |
126.86 |
|
1.000 |
120.40 |
|
0.618 |
116.40 |
|
HIGH |
109.94 |
|
0.618 |
105.94 |
|
0.500 |
104.71 |
|
0.382 |
103.48 |
|
LOW |
99.48 |
|
0.618 |
93.02 |
|
1.000 |
89.02 |
|
1.618 |
82.56 |
|
2.618 |
72.10 |
|
4.250 |
55.03 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.71 |
106.63 |
| PP |
103.45 |
104.72 |
| S1 |
102.18 |
102.82 |
|