NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
99.96 |
97.58 |
-2.38 |
-2.4% |
98.53 |
| High |
100.12 |
98.33 |
-1.79 |
-1.8% |
105.16 |
| Low |
97.39 |
95.54 |
-1.85 |
-1.9% |
95.78 |
| Close |
97.85 |
97.43 |
-0.42 |
-0.4% |
100.12 |
| Range |
2.73 |
2.79 |
0.06 |
2.2% |
9.38 |
| ATR |
3.96 |
3.88 |
-0.08 |
-2.1% |
0.00 |
| Volume |
129,392 |
171,276 |
41,884 |
32.4% |
926,548 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.47 |
104.24 |
98.96 |
|
| R3 |
102.68 |
101.45 |
98.20 |
|
| R2 |
99.89 |
99.89 |
97.94 |
|
| R1 |
98.66 |
98.66 |
97.69 |
97.88 |
| PP |
97.10 |
97.10 |
97.10 |
96.71 |
| S1 |
95.87 |
95.87 |
97.17 |
95.09 |
| S2 |
94.31 |
94.31 |
96.92 |
|
| S3 |
91.52 |
93.08 |
96.66 |
|
| S4 |
88.73 |
90.29 |
95.90 |
|
|
| 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 |
95.54 |
9.62 |
9.9% |
4.29 |
4.4% |
20% |
False |
True |
173,443 |
| 10 |
111.70 |
95.18 |
16.52 |
17.0% |
5.28 |
5.4% |
14% |
False |
False |
151,806 |
| 20 |
115.27 |
95.18 |
20.09 |
20.6% |
3.93 |
4.0% |
11% |
False |
False |
104,900 |
| 40 |
115.27 |
95.18 |
20.09 |
20.6% |
3.11 |
3.2% |
11% |
False |
False |
76,877 |
| 60 |
115.27 |
94.90 |
20.37 |
20.9% |
3.24 |
3.3% |
12% |
False |
False |
63,018 |
| 80 |
115.27 |
91.36 |
23.91 |
24.5% |
2.86 |
2.9% |
25% |
False |
False |
54,398 |
| 100 |
115.27 |
91.28 |
23.99 |
24.6% |
2.59 |
2.7% |
26% |
False |
False |
46,231 |
| 120 |
115.27 |
83.95 |
31.32 |
32.1% |
2.37 |
2.4% |
43% |
False |
False |
39,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.19 |
|
2.618 |
105.63 |
|
1.618 |
102.84 |
|
1.000 |
101.12 |
|
0.618 |
100.05 |
|
HIGH |
98.33 |
|
0.618 |
97.26 |
|
0.500 |
96.94 |
|
0.382 |
96.61 |
|
LOW |
95.54 |
|
0.618 |
93.82 |
|
1.000 |
92.75 |
|
1.618 |
91.03 |
|
2.618 |
88.24 |
|
4.250 |
83.68 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.27 |
98.38 |
| PP |
97.10 |
98.06 |
| S1 |
96.94 |
97.75 |
|