NYMEX Light Sweet Crude Oil Future December 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 |
111.54 |
109.90 |
-1.64 |
-1.5% |
113.02 |
| High |
112.16 |
110.42 |
-1.74 |
-1.6% |
114.95 |
| Low |
109.63 |
99.42 |
-10.21 |
-9.3% |
111.80 |
| Close |
110.26 |
101.00 |
-9.26 |
-8.4% |
114.73 |
| Range |
2.53 |
11.00 |
8.47 |
334.8% |
3.15 |
| ATR |
2.50 |
3.11 |
0.61 |
24.3% |
0.00 |
| Volume |
37,835 |
44,285 |
6,450 |
17.0% |
181,501 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.61 |
129.81 |
107.05 |
|
| R3 |
125.61 |
118.81 |
104.03 |
|
| R2 |
114.61 |
114.61 |
103.02 |
|
| R1 |
107.81 |
107.81 |
102.01 |
105.71 |
| PP |
103.61 |
103.61 |
103.61 |
102.57 |
| S1 |
96.81 |
96.81 |
99.99 |
94.71 |
| S2 |
92.61 |
92.61 |
98.98 |
|
| S3 |
81.61 |
85.81 |
97.98 |
|
| S4 |
70.61 |
74.81 |
94.95 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.28 |
122.15 |
116.46 |
|
| R3 |
120.13 |
119.00 |
115.60 |
|
| R2 |
116.98 |
116.98 |
115.31 |
|
| R1 |
115.85 |
115.85 |
115.02 |
116.42 |
| PP |
113.83 |
113.83 |
113.83 |
114.11 |
| S1 |
112.70 |
112.70 |
114.44 |
113.27 |
| S2 |
110.68 |
110.68 |
114.15 |
|
| S3 |
107.53 |
109.55 |
113.86 |
|
| S4 |
104.38 |
106.40 |
113.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.50 |
99.42 |
16.08 |
15.9% |
4.34 |
4.3% |
10% |
False |
True |
35,300 |
| 10 |
115.50 |
99.42 |
16.08 |
15.9% |
3.18 |
3.1% |
10% |
False |
True |
36,290 |
| 20 |
115.50 |
99.42 |
16.08 |
15.9% |
3.05 |
3.0% |
10% |
False |
True |
40,850 |
| 40 |
115.50 |
99.07 |
16.43 |
16.3% |
2.72 |
2.7% |
12% |
False |
False |
40,204 |
| 60 |
115.50 |
95.75 |
19.75 |
19.6% |
2.63 |
2.6% |
27% |
False |
False |
49,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.17 |
|
2.618 |
139.22 |
|
1.618 |
128.22 |
|
1.000 |
121.42 |
|
0.618 |
117.22 |
|
HIGH |
110.42 |
|
0.618 |
106.22 |
|
0.500 |
104.92 |
|
0.382 |
103.62 |
|
LOW |
99.42 |
|
0.618 |
92.62 |
|
1.000 |
88.42 |
|
1.618 |
81.62 |
|
2.618 |
70.62 |
|
4.250 |
52.67 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.92 |
106.70 |
| PP |
103.61 |
104.80 |
| S1 |
102.31 |
102.90 |
|