NYMEX Light Sweet Crude Oil Future August 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 |
99.73 |
99.62 |
-0.11 |
-0.1% |
98.71 |
High |
101.31 |
101.54 |
0.23 |
0.2% |
105.52 |
Low |
96.03 |
98.01 |
1.98 |
2.1% |
96.03 |
Close |
99.85 |
100.48 |
0.63 |
0.6% |
100.48 |
Range |
5.28 |
3.53 |
-1.75 |
-33.1% |
9.49 |
ATR |
4.04 |
4.00 |
-0.04 |
-0.9% |
0.00 |
Volume |
63,532 |
53,109 |
-10,423 |
-16.4% |
305,037 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.60 |
109.07 |
102.42 |
|
R3 |
107.07 |
105.54 |
101.45 |
|
R2 |
103.54 |
103.54 |
101.13 |
|
R1 |
102.01 |
102.01 |
100.80 |
102.78 |
PP |
100.01 |
100.01 |
100.01 |
100.39 |
S1 |
98.48 |
98.48 |
100.16 |
99.25 |
S2 |
96.48 |
96.48 |
99.83 |
|
S3 |
92.95 |
94.95 |
99.51 |
|
S4 |
89.42 |
91.42 |
98.54 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.15 |
124.30 |
105.70 |
|
R3 |
119.66 |
114.81 |
103.09 |
|
R2 |
110.17 |
110.17 |
102.22 |
|
R1 |
105.32 |
105.32 |
101.35 |
107.75 |
PP |
100.68 |
100.68 |
100.68 |
101.89 |
S1 |
95.83 |
95.83 |
99.61 |
98.26 |
S2 |
91.19 |
91.19 |
98.74 |
|
S3 |
81.70 |
86.34 |
97.87 |
|
S4 |
72.21 |
76.85 |
95.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.52 |
96.03 |
9.49 |
9.4% |
5.12 |
5.1% |
47% |
False |
False |
61,007 |
10 |
115.52 |
95.51 |
20.01 |
19.9% |
5.37 |
5.3% |
25% |
False |
False |
48,790 |
20 |
115.52 |
95.51 |
20.01 |
19.9% |
3.90 |
3.9% |
25% |
False |
False |
38,081 |
40 |
115.52 |
95.51 |
20.01 |
19.9% |
3.03 |
3.0% |
25% |
False |
False |
28,620 |
60 |
115.52 |
93.92 |
21.60 |
21.5% |
3.01 |
3.0% |
30% |
False |
False |
26,525 |
80 |
115.52 |
91.88 |
23.64 |
23.5% |
2.65 |
2.6% |
36% |
False |
False |
23,730 |
100 |
115.52 |
91.78 |
23.74 |
23.6% |
2.37 |
2.4% |
37% |
False |
False |
20,291 |
120 |
115.52 |
83.43 |
32.09 |
31.9% |
2.18 |
2.2% |
53% |
False |
False |
17,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.54 |
2.618 |
110.78 |
1.618 |
107.25 |
1.000 |
105.07 |
0.618 |
103.72 |
HIGH |
101.54 |
0.618 |
100.19 |
0.500 |
99.78 |
0.382 |
99.36 |
LOW |
98.01 |
0.618 |
95.83 |
1.000 |
94.48 |
1.618 |
92.30 |
2.618 |
88.77 |
4.250 |
83.01 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
100.25 |
100.78 |
PP |
100.01 |
100.68 |
S1 |
99.78 |
100.58 |
|