NYMEX Light Sweet Crude Oil Future August 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 |
98.71 |
102.79 |
4.08 |
4.1% |
114.61 |
| High |
104.29 |
104.93 |
0.64 |
0.6% |
115.52 |
| Low |
98.48 |
101.08 |
2.60 |
2.6% |
95.51 |
| Close |
103.47 |
104.87 |
1.40 |
1.4% |
98.14 |
| Range |
5.81 |
3.85 |
-1.96 |
-33.7% |
20.01 |
| ATR |
3.69 |
3.70 |
0.01 |
0.3% |
0.00 |
| Volume |
59,221 |
68,307 |
9,086 |
15.3% |
182,866 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.18 |
113.87 |
106.99 |
|
| R3 |
111.33 |
110.02 |
105.93 |
|
| R2 |
107.48 |
107.48 |
105.58 |
|
| R1 |
106.17 |
106.17 |
105.22 |
106.83 |
| PP |
103.63 |
103.63 |
103.63 |
103.95 |
| S1 |
102.32 |
102.32 |
104.52 |
102.98 |
| S2 |
99.78 |
99.78 |
104.16 |
|
| S3 |
95.93 |
98.47 |
103.81 |
|
| S4 |
92.08 |
94.62 |
102.75 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.09 |
150.62 |
109.15 |
|
| R3 |
143.08 |
130.61 |
103.64 |
|
| R2 |
123.07 |
123.07 |
101.81 |
|
| R1 |
110.60 |
110.60 |
99.97 |
106.83 |
| PP |
103.06 |
103.06 |
103.06 |
101.17 |
| S1 |
90.59 |
90.59 |
96.31 |
86.82 |
| S2 |
83.05 |
83.05 |
94.47 |
|
| S3 |
63.04 |
70.58 |
92.64 |
|
| S4 |
43.03 |
50.57 |
87.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.99 |
95.51 |
16.48 |
15.7% |
6.21 |
5.9% |
57% |
False |
False |
52,499 |
| 10 |
115.52 |
95.51 |
20.01 |
19.1% |
4.46 |
4.2% |
47% |
False |
False |
41,802 |
| 20 |
115.52 |
95.51 |
20.01 |
19.1% |
3.56 |
3.4% |
47% |
False |
False |
34,301 |
| 40 |
115.52 |
95.51 |
20.01 |
19.1% |
2.94 |
2.8% |
47% |
False |
False |
25,083 |
| 60 |
115.52 |
93.92 |
21.60 |
20.6% |
2.84 |
2.7% |
51% |
False |
False |
24,238 |
| 80 |
115.52 |
91.88 |
23.64 |
22.5% |
2.48 |
2.4% |
55% |
False |
False |
21,807 |
| 100 |
115.52 |
90.58 |
24.94 |
23.8% |
2.25 |
2.1% |
57% |
False |
False |
18,668 |
| 120 |
115.52 |
83.43 |
32.09 |
30.6% |
2.06 |
2.0% |
67% |
False |
False |
16,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.29 |
|
2.618 |
115.01 |
|
1.618 |
111.16 |
|
1.000 |
108.78 |
|
0.618 |
107.31 |
|
HIGH |
104.93 |
|
0.618 |
103.46 |
|
0.500 |
103.01 |
|
0.382 |
102.55 |
|
LOW |
101.08 |
|
0.618 |
98.70 |
|
1.000 |
97.23 |
|
1.618 |
94.85 |
|
2.618 |
91.00 |
|
4.250 |
84.72 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.25 |
103.32 |
| PP |
103.63 |
101.77 |
| S1 |
103.01 |
100.22 |
|