NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
97.79 |
98.28 |
0.49 |
0.5% |
98.71 |
High |
98.70 |
101.72 |
3.02 |
3.1% |
105.52 |
Low |
95.95 |
98.28 |
2.33 |
2.4% |
96.03 |
Close |
97.84 |
100.89 |
3.05 |
3.1% |
100.48 |
Range |
2.75 |
3.44 |
0.69 |
25.1% |
9.49 |
ATR |
3.83 |
3.83 |
0.00 |
0.1% |
0.00 |
Volume |
32,201 |
49,138 |
16,937 |
52.6% |
305,037 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.62 |
109.19 |
102.78 |
|
R3 |
107.18 |
105.75 |
101.84 |
|
R2 |
103.74 |
103.74 |
101.52 |
|
R1 |
102.31 |
102.31 |
101.21 |
103.03 |
PP |
100.30 |
100.30 |
100.30 |
100.65 |
S1 |
98.87 |
98.87 |
100.57 |
99.59 |
S2 |
96.86 |
96.86 |
100.26 |
|
S3 |
93.42 |
95.43 |
99.94 |
|
S4 |
89.98 |
91.99 |
99.00 |
|
|
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 |
101.72 |
95.95 |
5.77 |
5.7% |
3.54 |
3.5% |
86% |
True |
False |
47,589 |
10 |
110.10 |
95.51 |
14.59 |
14.5% |
5.32 |
5.3% |
37% |
False |
False |
53,218 |
20 |
115.52 |
95.51 |
20.01 |
19.8% |
3.91 |
3.9% |
27% |
False |
False |
40,686 |
40 |
115.52 |
95.51 |
20.01 |
19.8% |
3.06 |
3.0% |
27% |
False |
False |
30,941 |
60 |
115.52 |
95.51 |
20.01 |
19.8% |
3.01 |
3.0% |
27% |
False |
False |
27,580 |
80 |
115.52 |
91.88 |
23.64 |
23.4% |
2.71 |
2.7% |
38% |
False |
False |
24,872 |
100 |
115.52 |
91.78 |
23.74 |
23.5% |
2.44 |
2.4% |
38% |
False |
False |
21,408 |
120 |
115.52 |
85.65 |
29.87 |
29.6% |
2.22 |
2.2% |
51% |
False |
False |
18,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.34 |
2.618 |
110.73 |
1.618 |
107.29 |
1.000 |
105.16 |
0.618 |
103.85 |
HIGH |
101.72 |
0.618 |
100.41 |
0.500 |
100.00 |
0.382 |
99.59 |
LOW |
98.28 |
0.618 |
96.15 |
1.000 |
94.84 |
1.618 |
92.71 |
2.618 |
89.27 |
4.250 |
83.66 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
100.59 |
100.21 |
PP |
100.30 |
99.52 |
S1 |
100.00 |
98.84 |
|