NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
99.76 |
98.11 |
-1.65 |
-1.7% |
113.89 |
| High |
102.38 |
103.40 |
1.02 |
1.0% |
114.83 |
| Low |
94.63 |
97.42 |
2.79 |
2.9% |
94.63 |
| Close |
97.18 |
102.55 |
5.37 |
5.5% |
97.18 |
| Range |
7.75 |
5.98 |
-1.77 |
-22.8% |
20.20 |
| ATR |
3.63 |
3.81 |
0.19 |
5.1% |
0.00 |
| Volume |
568,671 |
438,436 |
-130,235 |
-22.9% |
2,108,664 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.06 |
116.79 |
105.84 |
|
| R3 |
113.08 |
110.81 |
104.19 |
|
| R2 |
107.10 |
107.10 |
103.65 |
|
| R1 |
104.83 |
104.83 |
103.10 |
105.97 |
| PP |
101.12 |
101.12 |
101.12 |
101.69 |
| S1 |
98.85 |
98.85 |
102.00 |
99.99 |
| S2 |
95.14 |
95.14 |
101.45 |
|
| S3 |
89.16 |
92.87 |
100.91 |
|
| S4 |
83.18 |
86.89 |
99.26 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.81 |
150.20 |
108.29 |
|
| R3 |
142.61 |
130.00 |
102.74 |
|
| R2 |
122.41 |
122.41 |
100.88 |
|
| R1 |
109.80 |
109.80 |
99.03 |
106.01 |
| PP |
102.21 |
102.21 |
102.21 |
100.32 |
| S1 |
89.60 |
89.60 |
95.33 |
85.81 |
| S2 |
82.01 |
82.01 |
93.48 |
|
| S3 |
61.81 |
69.40 |
91.63 |
|
| S4 |
41.61 |
49.20 |
86.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.22 |
94.63 |
18.59 |
18.1% |
6.10 |
6.0% |
43% |
False |
False |
451,293 |
| 10 |
114.83 |
94.63 |
20.20 |
19.7% |
4.29 |
4.2% |
39% |
False |
False |
354,715 |
| 20 |
114.83 |
94.63 |
20.20 |
19.7% |
3.69 |
3.6% |
39% |
False |
False |
292,262 |
| 40 |
114.83 |
94.63 |
20.20 |
19.7% |
3.09 |
3.0% |
39% |
False |
False |
187,124 |
| 60 |
114.83 |
91.97 |
22.86 |
22.3% |
3.13 |
3.1% |
46% |
False |
False |
154,586 |
| 80 |
114.83 |
90.50 |
24.33 |
23.7% |
2.78 |
2.7% |
50% |
False |
False |
134,912 |
| 100 |
114.83 |
89.24 |
25.59 |
25.0% |
2.55 |
2.5% |
52% |
False |
False |
115,128 |
| 120 |
114.83 |
82.46 |
32.37 |
31.6% |
2.43 |
2.4% |
62% |
False |
False |
100,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.82 |
|
2.618 |
119.06 |
|
1.618 |
113.08 |
|
1.000 |
109.38 |
|
0.618 |
107.10 |
|
HIGH |
103.40 |
|
0.618 |
101.12 |
|
0.500 |
100.41 |
|
0.382 |
99.70 |
|
LOW |
97.42 |
|
0.618 |
93.72 |
|
1.000 |
91.44 |
|
1.618 |
87.74 |
|
2.618 |
81.76 |
|
4.250 |
72.01 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.84 |
102.37 |
| PP |
101.12 |
102.19 |
| S1 |
100.41 |
102.01 |
|