NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
102.31 |
104.94 |
2.63 |
2.6% |
114.10 |
| High |
105.37 |
105.81 |
0.44 |
0.4% |
115.58 |
| Low |
101.52 |
98.87 |
-2.65 |
-2.6% |
97.00 |
| Close |
105.35 |
99.51 |
-5.84 |
-5.5% |
98.56 |
| Range |
3.85 |
6.94 |
3.09 |
80.3% |
18.58 |
| ATR |
3.39 |
3.64 |
0.25 |
7.5% |
0.00 |
| Volume |
17,720 |
16,148 |
-1,572 |
-8.9% |
58,408 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.22 |
117.80 |
103.33 |
|
| R3 |
115.28 |
110.86 |
101.42 |
|
| R2 |
108.34 |
108.34 |
100.78 |
|
| R1 |
103.92 |
103.92 |
100.15 |
102.66 |
| PP |
101.40 |
101.40 |
101.40 |
100.77 |
| S1 |
96.98 |
96.98 |
98.87 |
95.72 |
| S2 |
94.46 |
94.46 |
98.24 |
|
| S3 |
87.52 |
90.04 |
97.60 |
|
| S4 |
80.58 |
83.10 |
95.69 |
|
|
| 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 |
109.94 |
97.00 |
12.94 |
13.0% |
6.63 |
6.7% |
19% |
False |
False |
16,149 |
| 10 |
115.58 |
97.00 |
18.58 |
18.7% |
4.53 |
4.6% |
14% |
False |
False |
13,077 |
| 20 |
115.58 |
97.00 |
18.58 |
18.7% |
3.34 |
3.4% |
14% |
False |
False |
11,408 |
| 40 |
115.58 |
97.00 |
18.58 |
18.7% |
2.63 |
2.6% |
14% |
False |
False |
9,862 |
| 60 |
115.58 |
95.00 |
20.58 |
20.7% |
2.58 |
2.6% |
22% |
False |
False |
9,851 |
| 80 |
115.58 |
92.69 |
22.89 |
23.0% |
2.28 |
2.3% |
30% |
False |
False |
9,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.31 |
|
2.618 |
123.98 |
|
1.618 |
117.04 |
|
1.000 |
112.75 |
|
0.618 |
110.10 |
|
HIGH |
105.81 |
|
0.618 |
103.16 |
|
0.500 |
102.34 |
|
0.382 |
101.52 |
|
LOW |
98.87 |
|
0.618 |
94.58 |
|
1.000 |
91.93 |
|
1.618 |
87.64 |
|
2.618 |
80.70 |
|
4.250 |
69.38 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.34 |
102.34 |
| PP |
101.40 |
101.40 |
| S1 |
100.45 |
100.45 |
|