NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
104.84 |
99.73 |
-5.11 |
-4.9% |
114.61 |
| High |
105.52 |
101.31 |
-4.21 |
-4.0% |
115.52 |
| Low |
98.40 |
96.03 |
-2.37 |
-2.4% |
95.51 |
| Close |
99.12 |
99.85 |
0.73 |
0.7% |
98.14 |
| Range |
7.12 |
5.28 |
-1.84 |
-25.8% |
20.01 |
| ATR |
3.94 |
4.04 |
0.10 |
2.4% |
0.00 |
| Volume |
60,868 |
63,532 |
2,664 |
4.4% |
182,866 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.90 |
112.66 |
102.75 |
|
| R3 |
109.62 |
107.38 |
101.30 |
|
| R2 |
104.34 |
104.34 |
100.82 |
|
| R1 |
102.10 |
102.10 |
100.33 |
103.22 |
| PP |
99.06 |
99.06 |
99.06 |
99.63 |
| S1 |
96.82 |
96.82 |
99.37 |
97.94 |
| S2 |
93.78 |
93.78 |
98.88 |
|
| S3 |
88.50 |
91.54 |
98.40 |
|
| S4 |
83.22 |
86.26 |
96.95 |
|
|
| 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 |
105.52 |
95.51 |
10.01 |
10.0% |
5.96 |
6.0% |
43% |
False |
False |
62,106 |
| 10 |
115.52 |
95.51 |
20.01 |
20.0% |
5.20 |
5.2% |
22% |
False |
False |
47,197 |
| 20 |
115.52 |
95.51 |
20.01 |
20.0% |
3.85 |
3.9% |
22% |
False |
False |
37,693 |
| 40 |
115.52 |
95.51 |
20.01 |
20.0% |
3.05 |
3.1% |
22% |
False |
False |
27,593 |
| 60 |
115.52 |
93.92 |
21.60 |
21.6% |
2.97 |
3.0% |
27% |
False |
False |
25,857 |
| 80 |
115.52 |
91.88 |
23.64 |
23.7% |
2.61 |
2.6% |
34% |
False |
False |
23,129 |
| 100 |
115.52 |
90.58 |
24.94 |
25.0% |
2.35 |
2.4% |
37% |
False |
False |
19,813 |
| 120 |
115.52 |
83.43 |
32.09 |
32.1% |
2.16 |
2.2% |
51% |
False |
False |
17,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.75 |
|
2.618 |
115.13 |
|
1.618 |
109.85 |
|
1.000 |
106.59 |
|
0.618 |
104.57 |
|
HIGH |
101.31 |
|
0.618 |
99.29 |
|
0.500 |
98.67 |
|
0.382 |
98.05 |
|
LOW |
96.03 |
|
0.618 |
92.77 |
|
1.000 |
90.75 |
|
1.618 |
87.49 |
|
2.618 |
82.21 |
|
4.250 |
73.59 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.46 |
100.78 |
| PP |
99.06 |
100.47 |
| S1 |
98.67 |
100.16 |
|