NYMEX Light Sweet Crude Oil Future January 2012
| 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 |
108.59 |
100.54 |
-8.05 |
-7.4% |
112.94 |
| High |
108.59 |
103.12 |
-5.47 |
-5.0% |
115.22 |
| Low |
99.41 |
96.46 |
-2.95 |
-3.0% |
96.46 |
| Close |
100.93 |
98.67 |
-2.26 |
-2.2% |
98.67 |
| Range |
9.18 |
6.66 |
-2.52 |
-27.5% |
18.76 |
| ATR |
2.71 |
2.99 |
0.28 |
10.4% |
0.00 |
| Volume |
2,821 |
5,490 |
2,669 |
94.6% |
15,040 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.40 |
115.69 |
102.33 |
|
| R3 |
112.74 |
109.03 |
100.50 |
|
| R2 |
106.08 |
106.08 |
99.89 |
|
| R1 |
102.37 |
102.37 |
99.28 |
100.90 |
| PP |
99.42 |
99.42 |
99.42 |
98.68 |
| S1 |
95.71 |
95.71 |
98.06 |
94.24 |
| S2 |
92.76 |
92.76 |
97.45 |
|
| S3 |
86.10 |
89.05 |
96.84 |
|
| S4 |
79.44 |
82.39 |
95.01 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.73 |
147.96 |
108.99 |
|
| R3 |
140.97 |
129.20 |
103.83 |
|
| R2 |
122.21 |
122.21 |
102.11 |
|
| R1 |
110.44 |
110.44 |
100.39 |
106.95 |
| PP |
103.45 |
103.45 |
103.45 |
101.70 |
| S1 |
91.68 |
91.68 |
96.95 |
88.19 |
| S2 |
84.69 |
84.69 |
95.23 |
|
| S3 |
65.93 |
72.92 |
93.51 |
|
| S4 |
47.17 |
54.16 |
88.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.43 |
|
2.618 |
120.56 |
|
1.618 |
113.90 |
|
1.000 |
109.78 |
|
0.618 |
107.24 |
|
HIGH |
103.12 |
|
0.618 |
100.58 |
|
0.500 |
99.79 |
|
0.382 |
99.00 |
|
LOW |
96.46 |
|
0.618 |
92.34 |
|
1.000 |
89.80 |
|
1.618 |
85.68 |
|
2.618 |
79.02 |
|
4.250 |
68.16 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.79 |
104.15 |
| PP |
99.42 |
102.32 |
| S1 |
99.04 |
100.50 |
|