NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
100.23 |
99.06 |
-1.17 |
-1.2% |
99.96 |
High |
101.24 |
100.42 |
-0.82 |
-0.8% |
101.42 |
Low |
98.63 |
96.35 |
-2.28 |
-2.3% |
95.54 |
Close |
98.93 |
100.10 |
1.17 |
1.2% |
100.10 |
Range |
2.61 |
4.07 |
1.46 |
55.9% |
5.88 |
ATR |
3.79 |
3.81 |
0.02 |
0.5% |
0.00 |
Volume |
291,139 |
379,682 |
88,543 |
30.4% |
1,239,915 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.17 |
109.70 |
102.34 |
|
R3 |
107.10 |
105.63 |
101.22 |
|
R2 |
103.03 |
103.03 |
100.85 |
|
R1 |
101.56 |
101.56 |
100.47 |
102.30 |
PP |
98.96 |
98.96 |
98.96 |
99.32 |
S1 |
97.49 |
97.49 |
99.73 |
98.23 |
S2 |
94.89 |
94.89 |
99.35 |
|
S3 |
90.82 |
93.42 |
98.98 |
|
S4 |
86.75 |
89.35 |
97.86 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.66 |
114.26 |
103.33 |
|
R3 |
110.78 |
108.38 |
101.72 |
|
R2 |
104.90 |
104.90 |
101.18 |
|
R1 |
102.50 |
102.50 |
100.64 |
103.70 |
PP |
99.02 |
99.02 |
99.02 |
99.62 |
S1 |
96.62 |
96.62 |
99.56 |
97.82 |
S2 |
93.14 |
93.14 |
99.02 |
|
S3 |
87.26 |
90.74 |
98.48 |
|
S4 |
81.38 |
84.86 |
96.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.42 |
95.54 |
5.88 |
5.9% |
3.13 |
3.1% |
78% |
False |
False |
247,983 |
10 |
105.16 |
95.54 |
9.62 |
9.6% |
4.14 |
4.1% |
47% |
False |
False |
216,646 |
20 |
115.27 |
95.18 |
20.09 |
20.1% |
4.03 |
4.0% |
24% |
False |
False |
143,733 |
40 |
115.27 |
95.18 |
20.09 |
20.1% |
3.21 |
3.2% |
24% |
False |
False |
98,252 |
60 |
115.27 |
95.18 |
20.09 |
20.1% |
3.12 |
3.1% |
24% |
False |
False |
76,057 |
80 |
115.27 |
92.70 |
22.57 |
22.5% |
2.92 |
2.9% |
33% |
False |
False |
65,275 |
100 |
115.27 |
91.28 |
23.99 |
24.0% |
2.66 |
2.7% |
37% |
False |
False |
55,492 |
120 |
115.27 |
85.92 |
29.35 |
29.3% |
2.41 |
2.4% |
48% |
False |
False |
47,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.72 |
2.618 |
111.08 |
1.618 |
107.01 |
1.000 |
104.49 |
0.618 |
102.94 |
HIGH |
100.42 |
0.618 |
98.87 |
0.500 |
98.39 |
0.382 |
97.90 |
LOW |
96.35 |
0.618 |
93.83 |
1.000 |
92.28 |
1.618 |
89.76 |
2.618 |
85.69 |
4.250 |
79.05 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
99.53 |
99.70 |
PP |
98.96 |
99.29 |
S1 |
98.39 |
98.89 |
|