NYMEX Light Sweet Crude Oil Future June 2011
| 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 |
103.69 |
98.59 |
-5.10 |
-4.9% |
113.89 |
| High |
104.60 |
100.49 |
-4.11 |
-3.9% |
114.83 |
| Low |
97.50 |
95.25 |
-2.25 |
-2.3% |
94.63 |
| Close |
98.21 |
98.97 |
0.76 |
0.8% |
97.18 |
| Range |
7.10 |
5.24 |
-1.86 |
-26.2% |
20.20 |
| ATR |
4.05 |
4.13 |
0.09 |
2.1% |
0.00 |
| Volume |
488,320 |
475,171 |
-13,149 |
-2.7% |
2,108,664 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.96 |
111.70 |
101.85 |
|
| R3 |
108.72 |
106.46 |
100.41 |
|
| R2 |
103.48 |
103.48 |
99.93 |
|
| R1 |
101.22 |
101.22 |
99.45 |
102.35 |
| PP |
98.24 |
98.24 |
98.24 |
98.80 |
| S1 |
95.98 |
95.98 |
98.49 |
97.11 |
| S2 |
93.00 |
93.00 |
98.01 |
|
| S3 |
87.76 |
90.74 |
97.53 |
|
| S4 |
82.52 |
85.50 |
96.09 |
|
|
| 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 |
104.60 |
94.63 |
9.97 |
10.1% |
5.98 |
6.0% |
44% |
False |
False |
474,519 |
| 10 |
114.83 |
94.63 |
20.20 |
20.4% |
5.26 |
5.3% |
21% |
False |
False |
409,343 |
| 20 |
114.83 |
94.63 |
20.20 |
20.4% |
3.92 |
4.0% |
21% |
False |
False |
330,505 |
| 40 |
114.83 |
94.63 |
20.20 |
20.4% |
3.21 |
3.2% |
21% |
False |
False |
215,666 |
| 60 |
114.83 |
91.97 |
22.86 |
23.1% |
3.30 |
3.3% |
31% |
False |
False |
172,969 |
| 80 |
114.83 |
90.50 |
24.33 |
24.6% |
2.94 |
3.0% |
35% |
False |
False |
149,680 |
| 100 |
114.83 |
90.07 |
24.76 |
25.0% |
2.67 |
2.7% |
36% |
False |
False |
127,826 |
| 120 |
114.83 |
82.46 |
32.37 |
32.7% |
2.52 |
2.5% |
51% |
False |
False |
111,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.76 |
|
2.618 |
114.21 |
|
1.618 |
108.97 |
|
1.000 |
105.73 |
|
0.618 |
103.73 |
|
HIGH |
100.49 |
|
0.618 |
98.49 |
|
0.500 |
97.87 |
|
0.382 |
97.25 |
|
LOW |
95.25 |
|
0.618 |
92.01 |
|
1.000 |
90.01 |
|
1.618 |
86.77 |
|
2.618 |
81.53 |
|
4.250 |
72.98 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.60 |
99.93 |
| PP |
98.24 |
99.61 |
| S1 |
97.87 |
99.29 |
|