NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
96.98 |
97.57 |
0.59 |
0.6% |
98.11 |
High |
97.81 |
100.99 |
3.18 |
3.3% |
104.60 |
Low |
95.02 |
97.46 |
2.44 |
2.6% |
95.25 |
Close |
96.91 |
100.10 |
3.19 |
3.3% |
99.65 |
Range |
2.79 |
3.53 |
0.74 |
26.5% |
9.35 |
ATR |
3.92 |
3.93 |
0.01 |
0.3% |
0.00 |
Volume |
354,159 |
265,459 |
-88,700 |
-25.0% |
2,139,498 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.11 |
108.63 |
102.04 |
|
R3 |
106.58 |
105.10 |
101.07 |
|
R2 |
103.05 |
103.05 |
100.75 |
|
R1 |
101.57 |
101.57 |
100.42 |
102.31 |
PP |
99.52 |
99.52 |
99.52 |
99.89 |
S1 |
98.04 |
98.04 |
99.78 |
98.78 |
S2 |
95.99 |
95.99 |
99.45 |
|
S3 |
92.46 |
94.51 |
99.13 |
|
S4 |
88.93 |
90.98 |
98.16 |
|
|
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 |
100.99 |
95.02 |
5.97 |
6.0% |
3.60 |
3.6% |
85% |
True |
False |
344,615 |
10 |
109.38 |
94.63 |
14.75 |
14.7% |
5.38 |
5.4% |
37% |
False |
False |
426,961 |
20 |
114.83 |
94.63 |
20.20 |
20.2% |
3.97 |
4.0% |
27% |
False |
False |
344,740 |
40 |
114.83 |
94.63 |
20.20 |
20.2% |
3.19 |
3.2% |
27% |
False |
False |
240,755 |
60 |
114.83 |
94.63 |
20.20 |
20.2% |
3.32 |
3.3% |
27% |
False |
False |
188,775 |
80 |
114.83 |
90.50 |
24.33 |
24.3% |
3.01 |
3.0% |
39% |
False |
False |
162,355 |
100 |
114.83 |
90.50 |
24.33 |
24.3% |
2.76 |
2.8% |
39% |
False |
False |
139,265 |
120 |
114.83 |
84.81 |
30.02 |
30.0% |
2.55 |
2.6% |
51% |
False |
False |
121,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.99 |
2.618 |
110.23 |
1.618 |
106.70 |
1.000 |
104.52 |
0.618 |
103.17 |
HIGH |
100.99 |
0.618 |
99.64 |
0.500 |
99.23 |
0.382 |
98.81 |
LOW |
97.46 |
0.618 |
95.28 |
1.000 |
93.93 |
1.618 |
91.75 |
2.618 |
88.22 |
4.250 |
82.46 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
99.81 |
99.40 |
PP |
99.52 |
98.70 |
S1 |
99.23 |
98.01 |
|