NYMEX Light Sweet Crude Oil Future August 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 |
111.50 |
109.41 |
-2.09 |
-1.9% |
112.91 |
| High |
111.99 |
110.10 |
-1.89 |
-1.7% |
114.92 |
| Low |
109.32 |
99.10 |
-10.22 |
-9.3% |
111.57 |
| Close |
110.00 |
100.64 |
-9.36 |
-8.5% |
114.71 |
| Range |
2.67 |
11.00 |
8.33 |
312.0% |
3.35 |
| ATR |
2.57 |
3.17 |
0.60 |
23.4% |
0.00 |
| Volume |
29,124 |
47,242 |
18,118 |
62.2% |
147,166 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.28 |
129.46 |
106.69 |
|
| R3 |
125.28 |
118.46 |
103.67 |
|
| R2 |
114.28 |
114.28 |
102.66 |
|
| R1 |
107.46 |
107.46 |
101.65 |
105.37 |
| PP |
103.28 |
103.28 |
103.28 |
102.24 |
| S1 |
96.46 |
96.46 |
99.63 |
94.37 |
| S2 |
92.28 |
92.28 |
98.62 |
|
| S3 |
81.28 |
85.46 |
97.62 |
|
| S4 |
70.28 |
74.46 |
94.59 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.78 |
122.60 |
116.55 |
|
| R3 |
120.43 |
119.25 |
115.63 |
|
| R2 |
117.08 |
117.08 |
115.32 |
|
| R1 |
115.90 |
115.90 |
115.02 |
116.49 |
| PP |
113.73 |
113.73 |
113.73 |
114.03 |
| S1 |
112.55 |
112.55 |
114.40 |
113.14 |
| S2 |
110.38 |
110.38 |
114.10 |
|
| S3 |
107.03 |
109.20 |
113.79 |
|
| S4 |
103.68 |
105.85 |
112.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.52 |
99.10 |
16.42 |
16.3% |
4.44 |
4.4% |
9% |
False |
True |
32,288 |
| 10 |
115.52 |
99.10 |
16.42 |
16.3% |
3.24 |
3.2% |
9% |
False |
True |
29,944 |
| 20 |
115.52 |
99.10 |
16.42 |
16.3% |
3.16 |
3.1% |
9% |
False |
True |
28,974 |
| 40 |
115.52 |
98.51 |
17.01 |
16.9% |
2.74 |
2.7% |
13% |
False |
False |
22,011 |
| 60 |
115.52 |
93.92 |
21.60 |
21.5% |
2.60 |
2.6% |
31% |
False |
False |
21,933 |
| 80 |
115.52 |
91.88 |
23.64 |
23.5% |
2.32 |
2.3% |
37% |
False |
False |
19,836 |
| 100 |
115.52 |
89.80 |
25.72 |
25.6% |
2.11 |
2.1% |
42% |
False |
False |
16,949 |
| 120 |
115.52 |
83.43 |
32.09 |
31.9% |
1.93 |
1.9% |
54% |
False |
False |
14,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.85 |
|
2.618 |
138.90 |
|
1.618 |
127.90 |
|
1.000 |
121.10 |
|
0.618 |
116.90 |
|
HIGH |
110.10 |
|
0.618 |
105.90 |
|
0.500 |
104.60 |
|
0.382 |
103.30 |
|
LOW |
99.10 |
|
0.618 |
92.30 |
|
1.000 |
88.10 |
|
1.618 |
81.30 |
|
2.618 |
70.30 |
|
4.250 |
52.35 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.60 |
106.51 |
| PP |
103.28 |
104.55 |
| S1 |
101.96 |
102.60 |
|