NYMEX Light Sweet Crude Oil Future October 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 |
100.08 |
102.31 |
2.23 |
2.2% |
114.10 |
| High |
104.48 |
105.37 |
0.89 |
0.9% |
115.58 |
| Low |
99.10 |
101.52 |
2.42 |
2.4% |
97.00 |
| Close |
103.85 |
105.35 |
1.50 |
1.4% |
98.56 |
| Range |
5.38 |
3.85 |
-1.53 |
-28.4% |
18.58 |
| ATR |
3.35 |
3.39 |
0.04 |
1.1% |
0.00 |
| Volume |
15,464 |
17,720 |
2,256 |
14.6% |
58,408 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.63 |
114.34 |
107.47 |
|
| R3 |
111.78 |
110.49 |
106.41 |
|
| R2 |
107.93 |
107.93 |
106.06 |
|
| R1 |
106.64 |
106.64 |
105.70 |
107.29 |
| PP |
104.08 |
104.08 |
104.08 |
104.40 |
| S1 |
102.79 |
102.79 |
105.00 |
103.44 |
| S2 |
100.23 |
100.23 |
104.64 |
|
| S3 |
96.38 |
98.94 |
104.29 |
|
| S4 |
92.53 |
95.09 |
103.23 |
|
|
| 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 |
112.13 |
97.00 |
15.13 |
14.4% |
5.71 |
5.4% |
55% |
False |
False |
14,884 |
| 10 |
115.58 |
97.00 |
18.58 |
17.6% |
4.09 |
3.9% |
45% |
False |
False |
12,519 |
| 20 |
115.58 |
97.00 |
18.58 |
17.6% |
3.20 |
3.0% |
45% |
False |
False |
11,172 |
| 40 |
115.58 |
97.00 |
18.58 |
17.6% |
2.57 |
2.4% |
45% |
False |
False |
9,530 |
| 60 |
115.58 |
95.00 |
20.58 |
19.5% |
2.49 |
2.4% |
50% |
False |
False |
9,753 |
| 80 |
115.58 |
92.69 |
22.89 |
21.7% |
2.20 |
2.1% |
55% |
False |
False |
9,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.73 |
|
2.618 |
115.45 |
|
1.618 |
111.60 |
|
1.000 |
109.22 |
|
0.618 |
107.75 |
|
HIGH |
105.37 |
|
0.618 |
103.90 |
|
0.500 |
103.45 |
|
0.382 |
102.99 |
|
LOW |
101.52 |
|
0.618 |
99.14 |
|
1.000 |
97.67 |
|
1.618 |
95.29 |
|
2.618 |
91.44 |
|
4.250 |
85.16 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.72 |
103.96 |
| PP |
104.08 |
102.57 |
| S1 |
103.45 |
101.19 |
|