NYMEX Light Sweet Crude Oil Future June 2011
| 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 |
102.44 |
103.69 |
1.25 |
1.2% |
113.89 |
| High |
103.95 |
104.60 |
0.65 |
0.6% |
114.83 |
| Low |
100.12 |
97.50 |
-2.62 |
-2.6% |
94.63 |
| Close |
103.88 |
98.21 |
-5.67 |
-5.5% |
97.18 |
| Range |
3.83 |
7.10 |
3.27 |
85.4% |
20.20 |
| ATR |
3.81 |
4.05 |
0.23 |
6.2% |
0.00 |
| Volume |
401,997 |
488,320 |
86,323 |
21.5% |
2,108,664 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.40 |
116.91 |
102.12 |
|
| R3 |
114.30 |
109.81 |
100.16 |
|
| R2 |
107.20 |
107.20 |
99.51 |
|
| R1 |
102.71 |
102.71 |
98.86 |
101.41 |
| PP |
100.10 |
100.10 |
100.10 |
99.45 |
| S1 |
95.61 |
95.61 |
97.56 |
94.31 |
| S2 |
93.00 |
93.00 |
96.91 |
|
| S3 |
85.90 |
88.51 |
96.26 |
|
| S4 |
78.80 |
81.41 |
94.31 |
|
|
| 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 |
109.38 |
94.63 |
14.75 |
15.0% |
7.16 |
7.3% |
24% |
False |
False |
509,306 |
| 10 |
114.83 |
94.63 |
20.20 |
20.6% |
4.97 |
5.1% |
18% |
False |
False |
390,391 |
| 20 |
114.83 |
94.63 |
20.20 |
20.6% |
3.76 |
3.8% |
18% |
False |
False |
319,197 |
| 40 |
114.83 |
94.63 |
20.20 |
20.6% |
3.17 |
3.2% |
18% |
False |
False |
205,717 |
| 60 |
114.83 |
91.97 |
22.86 |
23.3% |
3.26 |
3.3% |
27% |
False |
False |
166,337 |
| 80 |
114.83 |
90.50 |
24.33 |
24.8% |
2.89 |
2.9% |
32% |
False |
False |
144,484 |
| 100 |
114.83 |
90.04 |
24.79 |
25.2% |
2.63 |
2.7% |
33% |
False |
False |
123,490 |
| 120 |
114.83 |
82.46 |
32.37 |
33.0% |
2.49 |
2.5% |
49% |
False |
False |
108,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.78 |
|
2.618 |
123.19 |
|
1.618 |
116.09 |
|
1.000 |
111.70 |
|
0.618 |
108.99 |
|
HIGH |
104.60 |
|
0.618 |
101.89 |
|
0.500 |
101.05 |
|
0.382 |
100.21 |
|
LOW |
97.50 |
|
0.618 |
93.11 |
|
1.000 |
90.40 |
|
1.618 |
86.01 |
|
2.618 |
78.91 |
|
4.250 |
67.33 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.05 |
101.01 |
| PP |
100.10 |
100.08 |
| S1 |
99.16 |
99.14 |
|