NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
99.62 |
99.86 |
0.24 |
0.2% |
98.71 |
High |
101.54 |
100.50 |
-1.04 |
-1.0% |
105.52 |
Low |
98.01 |
97.79 |
-0.22 |
-0.2% |
96.03 |
Close |
100.48 |
98.25 |
-2.23 |
-2.2% |
100.48 |
Range |
3.53 |
2.71 |
-0.82 |
-23.2% |
9.49 |
ATR |
4.00 |
3.91 |
-0.09 |
-2.3% |
0.00 |
Volume |
53,109 |
39,968 |
-13,141 |
-24.7% |
305,037 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.98 |
105.32 |
99.74 |
|
R3 |
104.27 |
102.61 |
99.00 |
|
R2 |
101.56 |
101.56 |
98.75 |
|
R1 |
99.90 |
99.90 |
98.50 |
99.38 |
PP |
98.85 |
98.85 |
98.85 |
98.58 |
S1 |
97.19 |
97.19 |
98.00 |
96.67 |
S2 |
96.14 |
96.14 |
97.75 |
|
S3 |
93.43 |
94.48 |
97.50 |
|
S4 |
90.72 |
91.77 |
96.76 |
|
|
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 |
9.7% |
4.50 |
4.6% |
23% |
False |
False |
57,156 |
10 |
113.91 |
95.51 |
18.40 |
18.7% |
5.25 |
5.3% |
15% |
False |
False |
50,593 |
20 |
115.52 |
95.51 |
20.01 |
20.4% |
3.89 |
4.0% |
14% |
False |
False |
38,600 |
40 |
115.52 |
95.51 |
20.01 |
20.4% |
3.01 |
3.1% |
14% |
False |
False |
29,361 |
60 |
115.52 |
94.21 |
21.31 |
21.7% |
3.03 |
3.1% |
19% |
False |
False |
26,898 |
80 |
115.52 |
91.88 |
23.64 |
24.1% |
2.65 |
2.7% |
27% |
False |
False |
24,152 |
100 |
115.52 |
91.78 |
23.74 |
24.2% |
2.40 |
2.4% |
27% |
False |
False |
20,657 |
120 |
115.52 |
83.43 |
32.09 |
32.7% |
2.20 |
2.2% |
46% |
False |
False |
17,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.02 |
2.618 |
107.59 |
1.618 |
104.88 |
1.000 |
103.21 |
0.618 |
102.17 |
HIGH |
100.50 |
0.618 |
99.46 |
0.500 |
99.15 |
0.382 |
98.83 |
LOW |
97.79 |
0.618 |
96.12 |
1.000 |
95.08 |
1.618 |
93.41 |
2.618 |
90.70 |
4.250 |
86.27 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
99.15 |
98.79 |
PP |
98.85 |
98.61 |
S1 |
98.55 |
98.43 |
|