NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
102.00 |
105.07 |
3.07 |
3.0% |
112.94 |
| High |
105.47 |
105.30 |
-0.17 |
-0.2% |
115.22 |
| Low |
102.00 |
99.15 |
-2.85 |
-2.8% |
96.46 |
| Close |
105.47 |
99.59 |
-5.88 |
-5.6% |
98.67 |
| Range |
3.47 |
6.15 |
2.68 |
77.2% |
18.76 |
| ATR |
3.21 |
3.43 |
0.22 |
6.9% |
0.00 |
| Volume |
4,350 |
5,605 |
1,255 |
28.9% |
15,040 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.80 |
115.84 |
102.97 |
|
| R3 |
113.65 |
109.69 |
101.28 |
|
| R2 |
107.50 |
107.50 |
100.72 |
|
| R1 |
103.54 |
103.54 |
100.15 |
102.45 |
| PP |
101.35 |
101.35 |
101.35 |
100.80 |
| S1 |
97.39 |
97.39 |
99.03 |
96.30 |
| S2 |
95.20 |
95.20 |
98.46 |
|
| S3 |
89.05 |
91.24 |
97.90 |
|
| S4 |
82.90 |
85.09 |
96.21 |
|
|
| 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 |
131.44 |
|
2.618 |
121.40 |
|
1.618 |
115.25 |
|
1.000 |
111.45 |
|
0.618 |
109.10 |
|
HIGH |
105.30 |
|
0.618 |
102.95 |
|
0.500 |
102.23 |
|
0.382 |
101.50 |
|
LOW |
99.15 |
|
0.618 |
95.35 |
|
1.000 |
93.00 |
|
1.618 |
89.20 |
|
2.618 |
83.05 |
|
4.250 |
73.01 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.23 |
102.31 |
| PP |
101.35 |
101.40 |
| S1 |
100.47 |
100.50 |
|