NYMEX Light Sweet Crude Oil Future October 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 |
109.50 |
100.44 |
-9.06 |
-8.3% |
114.10 |
| High |
109.94 |
103.52 |
-6.42 |
-5.8% |
115.58 |
| Low |
99.48 |
97.00 |
-2.48 |
-2.5% |
97.00 |
| Close |
100.92 |
98.56 |
-2.36 |
-2.3% |
98.56 |
| Range |
10.46 |
6.52 |
-3.94 |
-37.7% |
18.58 |
| ATR |
2.90 |
3.16 |
0.26 |
8.9% |
0.00 |
| Volume |
13,046 |
18,368 |
5,322 |
40.8% |
58,408 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.25 |
115.43 |
102.15 |
|
| R3 |
112.73 |
108.91 |
100.35 |
|
| R2 |
106.21 |
106.21 |
99.76 |
|
| R1 |
102.39 |
102.39 |
99.16 |
101.04 |
| PP |
99.69 |
99.69 |
99.69 |
99.02 |
| S1 |
95.87 |
95.87 |
97.96 |
94.52 |
| S2 |
93.17 |
93.17 |
97.36 |
|
| S3 |
86.65 |
89.35 |
96.77 |
|
| S4 |
80.13 |
82.83 |
94.97 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.45 |
147.59 |
108.78 |
|
| R3 |
140.87 |
129.01 |
103.67 |
|
| R2 |
122.29 |
122.29 |
101.97 |
|
| R1 |
110.43 |
110.43 |
100.26 |
107.07 |
| PP |
103.71 |
103.71 |
103.71 |
102.04 |
| S1 |
91.85 |
91.85 |
96.86 |
88.49 |
| S2 |
85.13 |
85.13 |
95.15 |
|
| S3 |
66.55 |
73.27 |
93.45 |
|
| S4 |
47.97 |
54.69 |
88.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.58 |
97.00 |
18.58 |
18.9% |
5.07 |
5.1% |
8% |
False |
True |
11,681 |
| 10 |
115.58 |
97.00 |
18.58 |
18.9% |
3.50 |
3.6% |
8% |
False |
True |
10,751 |
| 20 |
115.58 |
97.00 |
18.58 |
18.9% |
3.01 |
3.0% |
8% |
False |
True |
10,489 |
| 40 |
115.58 |
97.00 |
18.58 |
18.9% |
2.46 |
2.5% |
8% |
False |
True |
9,097 |
| 60 |
115.58 |
95.00 |
20.58 |
20.9% |
2.38 |
2.4% |
17% |
False |
False |
9,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.23 |
|
2.618 |
120.59 |
|
1.618 |
114.07 |
|
1.000 |
110.04 |
|
0.618 |
107.55 |
|
HIGH |
103.52 |
|
0.618 |
101.03 |
|
0.500 |
100.26 |
|
0.382 |
99.49 |
|
LOW |
97.00 |
|
0.618 |
92.97 |
|
1.000 |
90.48 |
|
1.618 |
86.45 |
|
2.618 |
79.93 |
|
4.250 |
69.29 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.26 |
104.57 |
| PP |
99.69 |
102.56 |
| S1 |
99.13 |
100.56 |
|