NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.44 |
100.08 |
-0.36 |
-0.4% |
114.10 |
| High |
103.52 |
104.48 |
0.96 |
0.9% |
115.58 |
| Low |
97.00 |
99.10 |
2.10 |
2.2% |
97.00 |
| Close |
98.56 |
103.85 |
5.29 |
5.4% |
98.56 |
| Range |
6.52 |
5.38 |
-1.14 |
-17.5% |
18.58 |
| ATR |
3.16 |
3.35 |
0.20 |
6.3% |
0.00 |
| Volume |
18,368 |
15,464 |
-2,904 |
-15.8% |
58,408 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.62 |
116.61 |
106.81 |
|
| R3 |
113.24 |
111.23 |
105.33 |
|
| R2 |
107.86 |
107.86 |
104.84 |
|
| R1 |
105.85 |
105.85 |
104.34 |
106.86 |
| PP |
102.48 |
102.48 |
102.48 |
102.98 |
| S1 |
100.47 |
100.47 |
103.36 |
101.48 |
| S2 |
97.10 |
97.10 |
102.86 |
|
| S3 |
91.72 |
95.09 |
102.37 |
|
| S4 |
86.34 |
89.71 |
100.89 |
|
|
| 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 |
113.77 |
97.00 |
16.77 |
16.1% |
5.43 |
5.2% |
41% |
False |
False |
12,864 |
| 10 |
115.58 |
97.00 |
18.58 |
17.9% |
3.84 |
3.7% |
37% |
False |
False |
11,523 |
| 20 |
115.58 |
97.00 |
18.58 |
17.9% |
3.17 |
3.1% |
37% |
False |
False |
10,786 |
| 40 |
115.58 |
97.00 |
18.58 |
17.9% |
2.52 |
2.4% |
37% |
False |
False |
9,280 |
| 60 |
115.58 |
95.00 |
20.58 |
19.8% |
2.45 |
2.4% |
43% |
False |
False |
9,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.35 |
|
2.618 |
118.56 |
|
1.618 |
113.18 |
|
1.000 |
109.86 |
|
0.618 |
107.80 |
|
HIGH |
104.48 |
|
0.618 |
102.42 |
|
0.500 |
101.79 |
|
0.382 |
101.16 |
|
LOW |
99.10 |
|
0.618 |
95.78 |
|
1.000 |
93.72 |
|
1.618 |
90.40 |
|
2.618 |
85.02 |
|
4.250 |
76.24 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.16 |
103.72 |
| PP |
102.48 |
103.60 |
| S1 |
101.79 |
103.47 |
|