NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
109.90 |
101.24 |
-8.66 |
-7.9% |
114.60 |
| High |
110.42 |
103.66 |
-6.76 |
-6.1% |
115.50 |
| Low |
99.42 |
95.79 |
-3.63 |
-3.7% |
95.79 |
| Close |
101.00 |
98.72 |
-2.28 |
-2.3% |
98.72 |
| Range |
11.00 |
7.87 |
-3.13 |
-28.5% |
19.71 |
| ATR |
3.11 |
3.45 |
0.34 |
11.0% |
0.00 |
| Volume |
44,285 |
93,020 |
48,735 |
110.0% |
231,209 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.00 |
118.73 |
103.05 |
|
| R3 |
115.13 |
110.86 |
100.88 |
|
| R2 |
107.26 |
107.26 |
100.16 |
|
| R1 |
102.99 |
102.99 |
99.44 |
101.19 |
| PP |
99.39 |
99.39 |
99.39 |
98.49 |
| S1 |
95.12 |
95.12 |
98.00 |
93.32 |
| S2 |
91.52 |
91.52 |
97.28 |
|
| S3 |
83.65 |
87.25 |
96.56 |
|
| S4 |
75.78 |
79.38 |
94.39 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.47 |
150.30 |
109.56 |
|
| R3 |
142.76 |
130.59 |
104.14 |
|
| R2 |
123.05 |
123.05 |
102.33 |
|
| R1 |
110.88 |
110.88 |
100.53 |
107.11 |
| PP |
103.34 |
103.34 |
103.34 |
101.45 |
| S1 |
91.17 |
91.17 |
96.91 |
87.40 |
| S2 |
83.63 |
83.63 |
95.11 |
|
| S3 |
63.92 |
71.46 |
93.30 |
|
| S4 |
44.21 |
51.75 |
87.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.50 |
95.79 |
19.71 |
20.0% |
5.57 |
5.6% |
15% |
False |
True |
46,241 |
| 10 |
115.50 |
95.79 |
19.71 |
20.0% |
3.82 |
3.9% |
15% |
False |
True |
41,271 |
| 20 |
115.50 |
95.79 |
19.71 |
20.0% |
3.36 |
3.4% |
15% |
False |
True |
43,865 |
| 40 |
115.50 |
95.79 |
19.71 |
20.0% |
2.81 |
2.8% |
15% |
False |
True |
41,250 |
| 60 |
115.50 |
95.75 |
19.75 |
20.0% |
2.75 |
2.8% |
15% |
False |
False |
49,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.11 |
|
2.618 |
124.26 |
|
1.618 |
116.39 |
|
1.000 |
111.53 |
|
0.618 |
108.52 |
|
HIGH |
103.66 |
|
0.618 |
100.65 |
|
0.500 |
99.73 |
|
0.382 |
98.80 |
|
LOW |
95.79 |
|
0.618 |
90.93 |
|
1.000 |
87.92 |
|
1.618 |
83.06 |
|
2.618 |
75.19 |
|
4.250 |
62.34 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.73 |
103.98 |
| PP |
99.39 |
102.22 |
| S1 |
99.06 |
100.47 |
|