NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
109.32 |
100.34 |
-8.98 |
-8.2% |
114.28 |
| High |
109.85 |
102.93 |
-6.92 |
-6.3% |
115.27 |
| Low |
98.77 |
95.18 |
-3.59 |
-3.6% |
95.18 |
| Close |
100.34 |
97.77 |
-2.57 |
-2.6% |
97.77 |
| Range |
11.08 |
7.75 |
-3.33 |
-30.1% |
20.09 |
| ATR |
3.25 |
3.57 |
0.32 |
9.9% |
0.00 |
| Volume |
80,418 |
144,704 |
64,286 |
79.9% |
406,503 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.88 |
117.57 |
102.03 |
|
| R3 |
114.13 |
109.82 |
99.90 |
|
| R2 |
106.38 |
106.38 |
99.19 |
|
| R1 |
102.07 |
102.07 |
98.48 |
100.35 |
| PP |
98.63 |
98.63 |
98.63 |
97.77 |
| S1 |
94.32 |
94.32 |
97.06 |
92.60 |
| S2 |
90.88 |
90.88 |
96.35 |
|
| S3 |
83.13 |
86.57 |
95.64 |
|
| S4 |
75.38 |
78.82 |
93.51 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.01 |
150.48 |
108.82 |
|
| R3 |
142.92 |
130.39 |
103.29 |
|
| R2 |
122.83 |
122.83 |
101.45 |
|
| R1 |
110.30 |
110.30 |
99.61 |
106.52 |
| PP |
102.74 |
102.74 |
102.74 |
100.85 |
| S1 |
90.21 |
90.21 |
95.93 |
86.43 |
| S2 |
82.65 |
82.65 |
94.09 |
|
| S3 |
62.56 |
70.12 |
92.25 |
|
| S4 |
42.47 |
50.03 |
86.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.27 |
95.18 |
20.09 |
20.5% |
5.67 |
5.8% |
13% |
False |
True |
81,300 |
| 10 |
115.27 |
95.18 |
20.09 |
20.5% |
3.91 |
4.0% |
13% |
False |
True |
70,820 |
| 20 |
115.27 |
95.18 |
20.09 |
20.5% |
3.50 |
3.6% |
13% |
False |
True |
68,677 |
| 40 |
115.27 |
95.18 |
20.09 |
20.5% |
2.95 |
3.0% |
13% |
False |
True |
50,967 |
| 60 |
115.27 |
93.10 |
22.17 |
22.7% |
2.92 |
3.0% |
21% |
False |
False |
46,196 |
| 80 |
115.27 |
91.36 |
23.91 |
24.5% |
2.58 |
2.6% |
27% |
False |
False |
40,477 |
| 100 |
115.27 |
89.63 |
25.64 |
26.2% |
2.34 |
2.4% |
32% |
False |
False |
34,436 |
| 120 |
115.27 |
83.16 |
32.11 |
32.8% |
2.18 |
2.2% |
45% |
False |
False |
29,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.87 |
|
2.618 |
123.22 |
|
1.618 |
115.47 |
|
1.000 |
110.68 |
|
0.618 |
107.72 |
|
HIGH |
102.93 |
|
0.618 |
99.97 |
|
0.500 |
99.06 |
|
0.382 |
98.14 |
|
LOW |
95.18 |
|
0.618 |
90.39 |
|
1.000 |
87.43 |
|
1.618 |
82.64 |
|
2.618 |
74.89 |
|
4.250 |
62.24 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.06 |
103.44 |
| PP |
98.63 |
101.55 |
| S1 |
98.20 |
99.66 |
|