NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
105.07 |
100.40 |
-4.67 |
-4.4% |
112.94 |
| High |
105.30 |
101.35 |
-3.95 |
-3.8% |
115.22 |
| Low |
99.15 |
97.08 |
-2.07 |
-2.1% |
96.46 |
| Close |
99.59 |
100.44 |
0.85 |
0.9% |
98.67 |
| Range |
6.15 |
4.27 |
-1.88 |
-30.6% |
18.76 |
| ATR |
3.43 |
3.49 |
0.06 |
1.7% |
0.00 |
| Volume |
5,605 |
10,020 |
4,415 |
78.8% |
15,040 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.43 |
110.71 |
102.79 |
|
| R3 |
108.16 |
106.44 |
101.61 |
|
| R2 |
103.89 |
103.89 |
101.22 |
|
| R1 |
102.17 |
102.17 |
100.83 |
103.03 |
| PP |
99.62 |
99.62 |
99.62 |
100.06 |
| S1 |
97.90 |
97.90 |
100.05 |
98.76 |
| S2 |
95.35 |
95.35 |
99.66 |
|
| S3 |
91.08 |
93.63 |
99.27 |
|
| S4 |
86.81 |
89.36 |
98.09 |
|
|
| 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 |
119.50 |
|
2.618 |
112.53 |
|
1.618 |
108.26 |
|
1.000 |
105.62 |
|
0.618 |
103.99 |
|
HIGH |
101.35 |
|
0.618 |
99.72 |
|
0.500 |
99.22 |
|
0.382 |
98.71 |
|
LOW |
97.08 |
|
0.618 |
94.44 |
|
1.000 |
92.81 |
|
1.618 |
90.17 |
|
2.618 |
85.90 |
|
4.250 |
78.93 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.03 |
101.28 |
| PP |
99.62 |
101.00 |
| S1 |
99.22 |
100.72 |
|