NYMEX Light Sweet Crude Oil Future November 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 |
112.03 |
109.88 |
-2.15 |
-1.9% |
113.23 |
| High |
112.05 |
109.93 |
-2.12 |
-1.9% |
115.00 |
| Low |
109.65 |
99.48 |
-10.17 |
-9.3% |
111.94 |
| Close |
110.24 |
100.96 |
-9.28 |
-8.4% |
114.78 |
| Range |
2.40 |
10.45 |
8.05 |
335.4% |
3.06 |
| ATR |
2.17 |
2.79 |
0.61 |
28.2% |
0.00 |
| Volume |
4,753 |
9,482 |
4,729 |
99.5% |
31,358 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.81 |
128.33 |
106.71 |
|
| R3 |
124.36 |
117.88 |
103.83 |
|
| R2 |
113.91 |
113.91 |
102.88 |
|
| R1 |
107.43 |
107.43 |
101.92 |
105.45 |
| PP |
103.46 |
103.46 |
103.46 |
102.46 |
| S1 |
96.98 |
96.98 |
100.00 |
95.00 |
| S2 |
93.01 |
93.01 |
99.04 |
|
| S3 |
82.56 |
86.53 |
98.09 |
|
| S4 |
72.11 |
76.08 |
95.21 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.09 |
121.99 |
116.46 |
|
| R3 |
120.03 |
118.93 |
115.62 |
|
| R2 |
116.97 |
116.97 |
115.34 |
|
| R1 |
115.87 |
115.87 |
115.06 |
116.42 |
| PP |
113.91 |
113.91 |
113.91 |
114.18 |
| S1 |
112.81 |
112.81 |
114.50 |
113.36 |
| S2 |
110.85 |
110.85 |
114.22 |
|
| S3 |
107.79 |
109.75 |
113.94 |
|
| S4 |
104.73 |
106.69 |
113.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.57 |
99.48 |
16.09 |
15.9% |
4.08 |
4.0% |
9% |
False |
True |
6,357 |
| 10 |
115.57 |
99.48 |
16.09 |
15.9% |
2.85 |
2.8% |
9% |
False |
True |
6,321 |
| 20 |
115.57 |
99.48 |
16.09 |
15.9% |
2.58 |
2.6% |
9% |
False |
True |
7,309 |
| 40 |
115.57 |
99.35 |
16.22 |
16.1% |
2.23 |
2.2% |
10% |
False |
False |
7,304 |
| 60 |
115.57 |
95.74 |
19.83 |
19.6% |
2.14 |
2.1% |
26% |
False |
False |
8,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.34 |
|
2.618 |
137.29 |
|
1.618 |
126.84 |
|
1.000 |
120.38 |
|
0.618 |
116.39 |
|
HIGH |
109.93 |
|
0.618 |
105.94 |
|
0.500 |
104.71 |
|
0.382 |
103.47 |
|
LOW |
99.48 |
|
0.618 |
93.02 |
|
1.000 |
89.03 |
|
1.618 |
82.57 |
|
2.618 |
72.12 |
|
4.250 |
55.07 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.71 |
106.67 |
| PP |
103.46 |
104.77 |
| S1 |
102.21 |
102.86 |
|