NYMEX Light Sweet Crude Oil Future January 2012
| 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 |
111.11 |
108.59 |
-2.52 |
-2.3% |
113.77 |
| High |
111.84 |
108.59 |
-3.25 |
-2.9% |
114.35 |
| Low |
109.86 |
99.41 |
-10.45 |
-9.5% |
111.82 |
| Close |
110.18 |
100.93 |
-9.25 |
-8.4% |
114.58 |
| Range |
1.98 |
9.18 |
7.20 |
363.6% |
2.53 |
| ATR |
0.00 |
2.71 |
2.71 |
|
0.00 |
| Volume |
2,848 |
2,821 |
-27 |
-0.9% |
11,692 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.52 |
124.90 |
105.98 |
|
| R3 |
121.34 |
115.72 |
103.45 |
|
| R2 |
112.16 |
112.16 |
102.61 |
|
| R1 |
106.54 |
106.54 |
101.77 |
104.76 |
| PP |
102.98 |
102.98 |
102.98 |
102.09 |
| S1 |
97.36 |
97.36 |
100.09 |
95.58 |
| S2 |
93.80 |
93.80 |
99.25 |
|
| S3 |
84.62 |
88.18 |
98.41 |
|
| S4 |
75.44 |
79.00 |
95.88 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.17 |
120.41 |
115.97 |
|
| R3 |
118.64 |
117.88 |
115.28 |
|
| R2 |
116.11 |
116.11 |
115.04 |
|
| R1 |
115.35 |
115.35 |
114.81 |
115.73 |
| PP |
113.58 |
113.58 |
113.58 |
113.78 |
| S1 |
112.82 |
112.82 |
114.35 |
113.20 |
| S2 |
111.05 |
111.05 |
114.12 |
|
| S3 |
108.52 |
110.29 |
113.88 |
|
| S4 |
105.99 |
107.76 |
113.19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.61 |
|
2.618 |
132.62 |
|
1.618 |
123.44 |
|
1.000 |
117.77 |
|
0.618 |
114.26 |
|
HIGH |
108.59 |
|
0.618 |
105.08 |
|
0.500 |
104.00 |
|
0.382 |
102.92 |
|
LOW |
99.41 |
|
0.618 |
93.74 |
|
1.000 |
90.23 |
|
1.618 |
84.56 |
|
2.618 |
75.38 |
|
4.250 |
60.40 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.00 |
106.60 |
| PP |
102.98 |
104.71 |
| S1 |
101.95 |
102.82 |
|