NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
111.16 |
109.32 |
-1.84 |
-1.7% |
112.40 |
| High |
111.70 |
109.85 |
-1.85 |
-1.7% |
114.66 |
| Low |
109.00 |
98.77 |
-10.23 |
-9.4% |
111.25 |
| Close |
109.73 |
100.34 |
-9.39 |
-8.6% |
114.43 |
| Range |
2.70 |
11.08 |
8.38 |
310.4% |
3.41 |
| ATR |
2.65 |
3.25 |
0.60 |
22.8% |
0.00 |
| Volume |
65,723 |
80,418 |
14,695 |
22.4% |
301,704 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.23 |
129.36 |
106.43 |
|
| R3 |
125.15 |
118.28 |
103.39 |
|
| R2 |
114.07 |
114.07 |
102.37 |
|
| R1 |
107.20 |
107.20 |
101.36 |
105.10 |
| PP |
102.99 |
102.99 |
102.99 |
101.93 |
| S1 |
96.12 |
96.12 |
99.32 |
94.02 |
| S2 |
91.91 |
91.91 |
98.31 |
|
| S3 |
80.83 |
85.04 |
97.29 |
|
| S4 |
69.75 |
73.96 |
94.25 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.68 |
122.46 |
116.31 |
|
| R3 |
120.27 |
119.05 |
115.37 |
|
| R2 |
116.86 |
116.86 |
115.06 |
|
| R1 |
115.64 |
115.64 |
114.74 |
116.25 |
| PP |
113.45 |
113.45 |
113.45 |
113.75 |
| S1 |
112.23 |
112.23 |
114.12 |
112.84 |
| S2 |
110.04 |
110.04 |
113.80 |
|
| S3 |
106.63 |
108.82 |
113.49 |
|
| S4 |
103.22 |
105.41 |
112.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.27 |
98.77 |
16.50 |
16.4% |
4.51 |
4.5% |
10% |
False |
True |
66,471 |
| 10 |
115.27 |
98.77 |
16.50 |
16.4% |
3.29 |
3.3% |
10% |
False |
True |
62,900 |
| 20 |
115.27 |
98.77 |
16.50 |
16.4% |
3.21 |
3.2% |
10% |
False |
True |
64,176 |
| 40 |
115.27 |
98.20 |
17.07 |
17.0% |
2.87 |
2.9% |
13% |
False |
False |
48,240 |
| 60 |
115.27 |
93.10 |
22.17 |
22.1% |
2.80 |
2.8% |
33% |
False |
False |
44,230 |
| 80 |
115.27 |
91.36 |
23.91 |
23.8% |
2.51 |
2.5% |
38% |
False |
False |
38,909 |
| 100 |
115.27 |
89.63 |
25.64 |
25.6% |
2.28 |
2.3% |
42% |
False |
False |
33,023 |
| 120 |
115.27 |
83.16 |
32.11 |
32.0% |
2.13 |
2.1% |
54% |
False |
False |
28,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.94 |
|
2.618 |
138.86 |
|
1.618 |
127.78 |
|
1.000 |
120.93 |
|
0.618 |
116.70 |
|
HIGH |
109.85 |
|
0.618 |
105.62 |
|
0.500 |
104.31 |
|
0.382 |
103.00 |
|
LOW |
98.77 |
|
0.618 |
91.92 |
|
1.000 |
87.69 |
|
1.618 |
80.84 |
|
2.618 |
69.76 |
|
4.250 |
51.68 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.31 |
106.23 |
| PP |
102.99 |
104.27 |
| S1 |
101.66 |
102.30 |
|