NYMEX Light Sweet Crude Oil Future October 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 |
104.94 |
100.60 |
-4.34 |
-4.1% |
114.10 |
| High |
105.81 |
101.72 |
-4.09 |
-3.9% |
115.58 |
| Low |
98.87 |
96.70 |
-2.17 |
-2.2% |
97.00 |
| Close |
99.51 |
100.32 |
0.81 |
0.8% |
98.56 |
| Range |
6.94 |
5.02 |
-1.92 |
-27.7% |
18.58 |
| ATR |
3.64 |
3.74 |
0.10 |
2.7% |
0.00 |
| Volume |
16,148 |
19,921 |
3,773 |
23.4% |
58,408 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.64 |
112.50 |
103.08 |
|
| R3 |
109.62 |
107.48 |
101.70 |
|
| R2 |
104.60 |
104.60 |
101.24 |
|
| R1 |
102.46 |
102.46 |
100.78 |
101.02 |
| PP |
99.58 |
99.58 |
99.58 |
98.86 |
| S1 |
97.44 |
97.44 |
99.86 |
96.00 |
| S2 |
94.56 |
94.56 |
99.40 |
|
| S3 |
89.54 |
92.42 |
98.94 |
|
| S4 |
84.52 |
87.40 |
97.56 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.45 |
147.59 |
108.78 |
|
| R3 |
140.87 |
129.01 |
103.67 |
|
| R2 |
122.29 |
122.29 |
101.97 |
|
| R1 |
110.43 |
110.43 |
100.26 |
107.07 |
| PP |
103.71 |
103.71 |
103.71 |
102.04 |
| S1 |
91.85 |
91.85 |
96.86 |
88.49 |
| S2 |
85.13 |
85.13 |
95.15 |
|
| S3 |
66.55 |
73.27 |
93.45 |
|
| S4 |
47.97 |
54.69 |
88.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.81 |
96.70 |
9.11 |
9.1% |
5.54 |
5.5% |
40% |
False |
True |
17,524 |
| 10 |
115.58 |
96.70 |
18.88 |
18.8% |
4.82 |
4.8% |
19% |
False |
True |
13,801 |
| 20 |
115.58 |
96.70 |
18.88 |
18.8% |
3.50 |
3.5% |
19% |
False |
True |
11,837 |
| 40 |
115.58 |
96.70 |
18.88 |
18.8% |
2.69 |
2.7% |
19% |
False |
True |
10,162 |
| 60 |
115.58 |
95.00 |
20.58 |
20.5% |
2.62 |
2.6% |
26% |
False |
False |
10,052 |
| 80 |
115.58 |
92.69 |
22.89 |
22.8% |
2.33 |
2.3% |
33% |
False |
False |
9,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.06 |
|
2.618 |
114.86 |
|
1.618 |
109.84 |
|
1.000 |
106.74 |
|
0.618 |
104.82 |
|
HIGH |
101.72 |
|
0.618 |
99.80 |
|
0.500 |
99.21 |
|
0.382 |
98.62 |
|
LOW |
96.70 |
|
0.618 |
93.60 |
|
1.000 |
91.68 |
|
1.618 |
88.58 |
|
2.618 |
83.56 |
|
4.250 |
75.37 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.95 |
101.26 |
| PP |
99.58 |
100.94 |
| S1 |
99.21 |
100.63 |
|