NYMEX Light Sweet Crude Oil Future September 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 |
104.82 |
99.70 |
-5.12 |
-4.9% |
114.95 |
| High |
105.73 |
101.60 |
-4.13 |
-3.9% |
115.63 |
| Low |
98.70 |
96.36 |
-2.34 |
-2.4% |
95.85 |
| Close |
99.37 |
100.14 |
0.77 |
0.8% |
98.42 |
| Range |
7.03 |
5.24 |
-1.79 |
-25.5% |
19.78 |
| ATR |
3.85 |
3.95 |
0.10 |
2.6% |
0.00 |
| Volume |
37,912 |
45,809 |
7,897 |
20.8% |
148,652 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.09 |
112.85 |
103.02 |
|
| R3 |
109.85 |
107.61 |
101.58 |
|
| R2 |
104.61 |
104.61 |
101.10 |
|
| R1 |
102.37 |
102.37 |
100.62 |
103.49 |
| PP |
99.37 |
99.37 |
99.37 |
99.93 |
| S1 |
97.13 |
97.13 |
99.66 |
98.25 |
| S2 |
94.13 |
94.13 |
99.18 |
|
| S3 |
88.89 |
91.89 |
98.70 |
|
| S4 |
83.65 |
86.65 |
97.26 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.64 |
150.31 |
109.30 |
|
| R3 |
142.86 |
130.53 |
103.86 |
|
| R2 |
123.08 |
123.08 |
102.05 |
|
| R1 |
110.75 |
110.75 |
100.23 |
107.03 |
| PP |
103.30 |
103.30 |
103.30 |
101.44 |
| S1 |
90.97 |
90.97 |
96.61 |
87.25 |
| S2 |
83.52 |
83.52 |
94.79 |
|
| S3 |
63.74 |
71.19 |
92.98 |
|
| S4 |
43.96 |
51.41 |
87.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.73 |
95.85 |
9.88 |
9.9% |
5.85 |
5.8% |
43% |
False |
False |
43,748 |
| 10 |
115.63 |
95.85 |
19.78 |
19.8% |
5.12 |
5.1% |
22% |
False |
False |
34,675 |
| 20 |
115.63 |
95.85 |
19.78 |
19.8% |
3.74 |
3.7% |
22% |
False |
False |
28,988 |
| 40 |
115.63 |
95.85 |
19.78 |
19.8% |
2.91 |
2.9% |
22% |
False |
False |
22,255 |
| 60 |
115.63 |
94.50 |
21.13 |
21.1% |
2.85 |
2.8% |
27% |
False |
False |
21,636 |
| 80 |
115.63 |
92.33 |
23.30 |
23.3% |
2.52 |
2.5% |
34% |
False |
False |
19,496 |
| 100 |
115.63 |
90.73 |
24.90 |
24.9% |
2.26 |
2.3% |
38% |
False |
False |
16,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.87 |
|
2.618 |
115.32 |
|
1.618 |
110.08 |
|
1.000 |
106.84 |
|
0.618 |
104.84 |
|
HIGH |
101.60 |
|
0.618 |
99.60 |
|
0.500 |
98.98 |
|
0.382 |
98.36 |
|
LOW |
96.36 |
|
0.618 |
93.12 |
|
1.000 |
91.12 |
|
1.618 |
87.88 |
|
2.618 |
82.64 |
|
4.250 |
74.09 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.75 |
101.05 |
| PP |
99.37 |
100.74 |
| S1 |
98.98 |
100.44 |
|