NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
105.07 |
101.05 |
-4.02 |
-3.8% |
114.41 |
| High |
105.74 |
101.75 |
-3.99 |
-3.8% |
115.57 |
| Low |
98.82 |
96.88 |
-1.94 |
-2.0% |
96.04 |
| Close |
99.58 |
100.42 |
0.84 |
0.8% |
98.65 |
| Range |
6.92 |
4.87 |
-2.05 |
-29.6% |
19.53 |
| ATR |
3.63 |
3.72 |
0.09 |
2.4% |
0.00 |
| Volume |
11,291 |
16,108 |
4,817 |
42.7% |
37,252 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.29 |
112.23 |
103.10 |
|
| R3 |
109.42 |
107.36 |
101.76 |
|
| R2 |
104.55 |
104.55 |
101.31 |
|
| R1 |
102.49 |
102.49 |
100.87 |
101.09 |
| PP |
99.68 |
99.68 |
99.68 |
98.98 |
| S1 |
97.62 |
97.62 |
99.97 |
96.22 |
| S2 |
94.81 |
94.81 |
99.53 |
|
| S3 |
89.94 |
92.75 |
99.08 |
|
| S4 |
85.07 |
87.88 |
97.74 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.01 |
149.86 |
109.39 |
|
| R3 |
142.48 |
130.33 |
104.02 |
|
| R2 |
122.95 |
122.95 |
102.23 |
|
| R1 |
110.80 |
110.80 |
100.44 |
107.11 |
| PP |
103.42 |
103.42 |
103.42 |
101.58 |
| S1 |
91.27 |
91.27 |
96.86 |
87.58 |
| S2 |
83.89 |
83.89 |
95.07 |
|
| S3 |
64.36 |
71.74 |
93.28 |
|
| S4 |
44.83 |
52.21 |
87.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.74 |
96.04 |
9.70 |
9.7% |
5.58 |
5.6% |
45% |
False |
False |
13,092 |
| 10 |
115.57 |
96.04 |
19.53 |
19.4% |
4.83 |
4.8% |
22% |
False |
False |
9,724 |
| 20 |
115.57 |
96.04 |
19.53 |
19.4% |
3.35 |
3.3% |
22% |
False |
False |
8,389 |
| 40 |
115.57 |
96.04 |
19.53 |
19.4% |
2.55 |
2.5% |
22% |
False |
False |
8,070 |
| 60 |
115.57 |
95.74 |
19.83 |
19.7% |
2.50 |
2.5% |
24% |
False |
False |
8,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.45 |
|
2.618 |
114.50 |
|
1.618 |
109.63 |
|
1.000 |
106.62 |
|
0.618 |
104.76 |
|
HIGH |
101.75 |
|
0.618 |
99.89 |
|
0.500 |
99.32 |
|
0.382 |
98.74 |
|
LOW |
96.88 |
|
0.618 |
93.87 |
|
1.000 |
92.01 |
|
1.618 |
89.00 |
|
2.618 |
84.13 |
|
4.250 |
76.18 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.05 |
101.31 |
| PP |
99.68 |
101.01 |
| S1 |
99.32 |
100.72 |
|