NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.23 |
102.00 |
1.77 |
1.8% |
112.94 |
| High |
104.50 |
105.47 |
0.97 |
0.9% |
115.22 |
| Low |
100.04 |
102.00 |
1.96 |
2.0% |
96.46 |
| Close |
103.89 |
105.47 |
1.58 |
1.5% |
98.67 |
| Range |
4.46 |
3.47 |
-0.99 |
-22.2% |
18.76 |
| ATR |
3.19 |
3.21 |
0.02 |
0.6% |
0.00 |
| Volume |
4,561 |
4,350 |
-211 |
-4.6% |
15,040 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.72 |
113.57 |
107.38 |
|
| R3 |
111.25 |
110.10 |
106.42 |
|
| R2 |
107.78 |
107.78 |
106.11 |
|
| R1 |
106.63 |
106.63 |
105.79 |
107.21 |
| PP |
104.31 |
104.31 |
104.31 |
104.60 |
| S1 |
103.16 |
103.16 |
105.15 |
103.74 |
| S2 |
100.84 |
100.84 |
104.83 |
|
| S3 |
97.37 |
99.69 |
104.52 |
|
| S4 |
93.90 |
96.22 |
103.56 |
|
|
| 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 |
120.22 |
|
2.618 |
114.55 |
|
1.618 |
111.08 |
|
1.000 |
108.94 |
|
0.618 |
107.61 |
|
HIGH |
105.47 |
|
0.618 |
104.14 |
|
0.500 |
103.74 |
|
0.382 |
103.33 |
|
LOW |
102.00 |
|
0.618 |
99.86 |
|
1.000 |
98.53 |
|
1.618 |
96.39 |
|
2.618 |
92.92 |
|
4.250 |
87.25 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.89 |
103.97 |
| PP |
104.31 |
102.47 |
| S1 |
103.74 |
100.97 |
|