NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
98.59 |
98.81 |
0.22 |
0.2% |
98.11 |
High |
100.49 |
100.70 |
0.21 |
0.2% |
104.60 |
Low |
95.25 |
97.09 |
1.84 |
1.9% |
95.25 |
Close |
98.97 |
99.65 |
0.68 |
0.7% |
99.65 |
Range |
5.24 |
3.61 |
-1.63 |
-31.1% |
9.35 |
ATR |
4.13 |
4.10 |
-0.04 |
-0.9% |
0.00 |
Volume |
475,171 |
335,574 |
-139,597 |
-29.4% |
2,139,498 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.98 |
108.42 |
101.64 |
|
R3 |
106.37 |
104.81 |
100.64 |
|
R2 |
102.76 |
102.76 |
100.31 |
|
R1 |
101.20 |
101.20 |
99.98 |
101.98 |
PP |
99.15 |
99.15 |
99.15 |
99.54 |
S1 |
97.59 |
97.59 |
99.32 |
98.37 |
S2 |
95.54 |
95.54 |
98.99 |
|
S3 |
91.93 |
93.98 |
98.66 |
|
S4 |
88.32 |
90.37 |
97.66 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.88 |
123.12 |
104.79 |
|
R3 |
118.53 |
113.77 |
102.22 |
|
R2 |
109.18 |
109.18 |
101.36 |
|
R1 |
104.42 |
104.42 |
100.51 |
106.80 |
PP |
99.83 |
99.83 |
99.83 |
101.03 |
S1 |
95.07 |
95.07 |
98.79 |
97.45 |
S2 |
90.48 |
90.48 |
97.94 |
|
S3 |
81.13 |
85.72 |
97.08 |
|
S4 |
71.78 |
76.37 |
94.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.60 |
95.25 |
9.35 |
9.4% |
5.15 |
5.2% |
47% |
False |
False |
427,899 |
10 |
114.83 |
94.63 |
20.20 |
20.3% |
5.43 |
5.4% |
25% |
False |
False |
424,816 |
20 |
114.83 |
94.63 |
20.20 |
20.3% |
3.96 |
4.0% |
25% |
False |
False |
337,556 |
40 |
114.83 |
94.63 |
20.20 |
20.3% |
3.17 |
3.2% |
25% |
False |
False |
222,674 |
60 |
114.83 |
91.97 |
22.86 |
22.9% |
3.34 |
3.3% |
34% |
False |
False |
177,095 |
80 |
114.83 |
90.50 |
24.33 |
24.4% |
2.96 |
3.0% |
38% |
False |
False |
153,364 |
100 |
114.83 |
90.50 |
24.33 |
24.4% |
2.69 |
2.7% |
38% |
False |
False |
130,850 |
120 |
114.83 |
82.46 |
32.37 |
32.5% |
2.53 |
2.5% |
53% |
False |
False |
114,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.04 |
2.618 |
110.15 |
1.618 |
106.54 |
1.000 |
104.31 |
0.618 |
102.93 |
HIGH |
100.70 |
0.618 |
99.32 |
0.500 |
98.90 |
0.382 |
98.47 |
LOW |
97.09 |
0.618 |
94.86 |
1.000 |
93.48 |
1.618 |
91.25 |
2.618 |
87.64 |
4.250 |
81.75 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
99.40 |
99.93 |
PP |
99.15 |
99.83 |
S1 |
98.90 |
99.74 |
|