NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
100.16 |
100.69 |
0.53 |
0.5% |
99.68 |
High |
101.24 |
103.39 |
2.15 |
2.1% |
101.90 |
Low |
100.04 |
99.60 |
-0.44 |
-0.4% |
96.37 |
Close |
100.59 |
102.70 |
2.11 |
2.1% |
100.59 |
Range |
1.20 |
3.79 |
2.59 |
215.8% |
5.53 |
ATR |
3.48 |
3.50 |
0.02 |
0.6% |
0.00 |
Volume |
195,187 |
212,254 |
17,067 |
8.7% |
1,453,721 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.27 |
111.77 |
104.78 |
|
R3 |
109.48 |
107.98 |
103.74 |
|
R2 |
105.69 |
105.69 |
103.39 |
|
R1 |
104.19 |
104.19 |
103.05 |
104.94 |
PP |
101.90 |
101.90 |
101.90 |
102.27 |
S1 |
100.40 |
100.40 |
102.35 |
101.15 |
S2 |
98.11 |
98.11 |
102.01 |
|
S3 |
94.32 |
96.61 |
101.66 |
|
S4 |
90.53 |
92.82 |
100.62 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.21 |
113.93 |
103.63 |
|
R3 |
110.68 |
108.40 |
102.11 |
|
R2 |
105.15 |
105.15 |
101.60 |
|
R1 |
102.87 |
102.87 |
101.10 |
104.01 |
PP |
99.62 |
99.62 |
99.62 |
100.19 |
S1 |
97.34 |
97.34 |
100.08 |
98.48 |
S2 |
94.09 |
94.09 |
99.58 |
|
S3 |
88.56 |
91.81 |
99.07 |
|
S4 |
83.03 |
86.28 |
97.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.39 |
96.61 |
6.78 |
6.6% |
2.83 |
2.8% |
90% |
True |
False |
277,074 |
10 |
103.39 |
95.54 |
7.85 |
7.6% |
3.08 |
3.0% |
91% |
True |
False |
277,649 |
20 |
113.69 |
95.18 |
18.51 |
18.0% |
4.18 |
4.1% |
41% |
False |
False |
209,498 |
40 |
115.27 |
95.18 |
20.09 |
19.6% |
3.37 |
3.3% |
37% |
False |
False |
134,341 |
60 |
115.27 |
95.18 |
20.09 |
19.6% |
3.14 |
3.1% |
37% |
False |
False |
100,489 |
80 |
115.27 |
93.10 |
22.17 |
21.6% |
3.02 |
2.9% |
43% |
False |
False |
83,599 |
100 |
115.27 |
91.28 |
23.99 |
23.4% |
2.73 |
2.7% |
48% |
False |
False |
71,621 |
120 |
115.27 |
89.17 |
26.10 |
25.4% |
2.49 |
2.4% |
52% |
False |
False |
60,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.50 |
2.618 |
113.31 |
1.618 |
109.52 |
1.000 |
107.18 |
0.618 |
105.73 |
HIGH |
103.39 |
0.618 |
101.94 |
0.500 |
101.50 |
0.382 |
101.05 |
LOW |
99.60 |
0.618 |
97.26 |
1.000 |
95.81 |
1.618 |
93.47 |
2.618 |
89.68 |
4.250 |
83.49 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
102.30 |
102.30 |
PP |
101.90 |
101.90 |
S1 |
101.50 |
101.50 |
|