NYMEX Light Sweet Crude Oil Future July 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 |
99.02 |
99.29 |
0.27 |
0.3% |
98.53 |
High |
101.00 |
101.21 |
0.21 |
0.2% |
105.16 |
Low |
95.78 |
97.60 |
1.82 |
1.9% |
95.78 |
Close |
99.48 |
100.12 |
0.64 |
0.6% |
100.12 |
Range |
5.22 |
3.61 |
-1.61 |
-30.8% |
9.38 |
ATR |
4.09 |
4.05 |
-0.03 |
-0.8% |
0.00 |
Volume |
200,468 |
217,844 |
17,376 |
8.7% |
926,548 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.47 |
108.91 |
102.11 |
|
R3 |
106.86 |
105.30 |
101.11 |
|
R2 |
103.25 |
103.25 |
100.78 |
|
R1 |
101.69 |
101.69 |
100.45 |
102.47 |
PP |
99.64 |
99.64 |
99.64 |
100.04 |
S1 |
98.08 |
98.08 |
99.79 |
98.86 |
S2 |
96.03 |
96.03 |
99.46 |
|
S3 |
92.42 |
94.47 |
99.13 |
|
S4 |
88.81 |
90.86 |
98.13 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.49 |
123.69 |
105.28 |
|
R3 |
119.11 |
114.31 |
102.70 |
|
R2 |
109.73 |
109.73 |
101.84 |
|
R1 |
104.93 |
104.93 |
100.98 |
107.33 |
PP |
100.35 |
100.35 |
100.35 |
101.56 |
S1 |
95.55 |
95.55 |
99.26 |
97.95 |
S2 |
90.97 |
90.97 |
98.40 |
|
S3 |
81.59 |
86.17 |
97.54 |
|
S4 |
72.21 |
76.79 |
94.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.16 |
95.78 |
9.38 |
9.4% |
5.15 |
5.1% |
46% |
False |
False |
185,309 |
10 |
115.27 |
95.18 |
20.09 |
20.1% |
5.41 |
5.4% |
25% |
False |
False |
133,305 |
20 |
115.27 |
95.18 |
20.09 |
20.1% |
3.95 |
3.9% |
25% |
False |
False |
95,119 |
40 |
115.27 |
95.18 |
20.09 |
20.1% |
3.10 |
3.1% |
25% |
False |
False |
70,387 |
60 |
115.27 |
93.10 |
22.17 |
22.1% |
3.20 |
3.2% |
32% |
False |
False |
59,210 |
80 |
115.27 |
91.36 |
23.91 |
23.9% |
2.83 |
2.8% |
37% |
False |
False |
51,040 |
100 |
115.27 |
91.28 |
23.99 |
24.0% |
2.54 |
2.5% |
37% |
False |
False |
43,315 |
120 |
115.27 |
83.16 |
32.11 |
32.1% |
2.34 |
2.3% |
53% |
False |
False |
37,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.55 |
2.618 |
110.66 |
1.618 |
107.05 |
1.000 |
104.82 |
0.618 |
103.44 |
HIGH |
101.21 |
0.618 |
99.83 |
0.500 |
99.41 |
0.382 |
98.98 |
LOW |
97.60 |
0.618 |
95.37 |
1.000 |
93.99 |
1.618 |
91.76 |
2.618 |
88.15 |
4.250 |
82.26 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
99.88 |
100.47 |
PP |
99.64 |
100.35 |
S1 |
99.41 |
100.24 |
|