NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
98.53 |
103.28 |
4.75 |
4.8% |
114.28 |
| High |
103.92 |
104.54 |
0.62 |
0.6% |
115.27 |
| Low |
97.96 |
100.68 |
2.72 |
2.8% |
95.18 |
| Close |
103.10 |
104.47 |
1.37 |
1.3% |
97.77 |
| Range |
5.96 |
3.86 |
-2.10 |
-35.2% |
20.09 |
| ATR |
3.75 |
3.76 |
0.01 |
0.2% |
0.00 |
| Volume |
163,459 |
196,542 |
33,083 |
20.2% |
406,503 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.81 |
113.50 |
106.59 |
|
| R3 |
110.95 |
109.64 |
105.53 |
|
| R2 |
107.09 |
107.09 |
105.18 |
|
| R1 |
105.78 |
105.78 |
104.82 |
106.44 |
| PP |
103.23 |
103.23 |
103.23 |
103.56 |
| S1 |
101.92 |
101.92 |
104.12 |
102.58 |
| S2 |
99.37 |
99.37 |
103.76 |
|
| S3 |
95.51 |
98.06 |
103.41 |
|
| S4 |
91.65 |
94.20 |
102.35 |
|
|
| 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 |
111.70 |
95.18 |
16.52 |
15.8% |
6.27 |
6.0% |
56% |
False |
False |
130,169 |
| 10 |
115.27 |
95.18 |
20.09 |
19.2% |
4.51 |
4.3% |
46% |
False |
False |
97,177 |
| 20 |
115.27 |
95.18 |
20.09 |
19.2% |
3.62 |
3.5% |
46% |
False |
False |
80,151 |
| 40 |
115.27 |
95.18 |
20.09 |
19.2% |
3.04 |
2.9% |
46% |
False |
False |
58,106 |
| 60 |
115.27 |
93.10 |
22.17 |
21.2% |
3.03 |
2.9% |
51% |
False |
False |
51,071 |
| 80 |
115.27 |
91.36 |
23.91 |
22.9% |
2.67 |
2.6% |
55% |
False |
False |
44,565 |
| 100 |
115.27 |
90.36 |
24.91 |
23.8% |
2.41 |
2.3% |
57% |
False |
False |
37,897 |
| 120 |
115.27 |
83.16 |
32.11 |
30.7% |
2.24 |
2.1% |
66% |
False |
False |
32,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.95 |
|
2.618 |
114.65 |
|
1.618 |
110.79 |
|
1.000 |
108.40 |
|
0.618 |
106.93 |
|
HIGH |
104.54 |
|
0.618 |
103.07 |
|
0.500 |
102.61 |
|
0.382 |
102.15 |
|
LOW |
100.68 |
|
0.618 |
98.29 |
|
1.000 |
96.82 |
|
1.618 |
94.43 |
|
2.618 |
90.57 |
|
4.250 |
84.28 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.85 |
102.93 |
| PP |
103.23 |
101.40 |
| S1 |
102.61 |
99.86 |
|