NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 19-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
Open |
98.28 |
100.57 |
2.29 |
2.3% |
98.71 |
High |
101.72 |
101.57 |
-0.15 |
-0.1% |
105.52 |
Low |
98.28 |
99.04 |
0.76 |
0.8% |
96.03 |
Close |
100.89 |
99.32 |
-1.57 |
-1.6% |
100.48 |
Range |
3.44 |
2.53 |
-0.91 |
-26.5% |
9.49 |
ATR |
3.83 |
3.74 |
-0.09 |
-2.4% |
0.00 |
Volume |
49,138 |
54,187 |
5,049 |
10.3% |
305,037 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.57 |
105.97 |
100.71 |
|
R3 |
105.04 |
103.44 |
100.02 |
|
R2 |
102.51 |
102.51 |
99.78 |
|
R1 |
100.91 |
100.91 |
99.55 |
100.45 |
PP |
99.98 |
99.98 |
99.98 |
99.74 |
S1 |
98.38 |
98.38 |
99.09 |
97.92 |
S2 |
97.45 |
97.45 |
98.86 |
|
S3 |
94.92 |
95.85 |
98.62 |
|
S4 |
92.39 |
93.32 |
97.93 |
|
|
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 |
5.8% |
2.99 |
3.0% |
58% |
False |
False |
45,720 |
10 |
105.52 |
95.51 |
10.01 |
10.1% |
4.48 |
4.5% |
38% |
False |
False |
53,913 |
20 |
115.52 |
95.51 |
20.01 |
20.1% |
3.86 |
3.9% |
19% |
False |
False |
41,928 |
40 |
115.52 |
95.51 |
20.01 |
20.1% |
3.09 |
3.1% |
19% |
False |
False |
31,928 |
60 |
115.52 |
95.51 |
20.01 |
20.1% |
2.98 |
3.0% |
19% |
False |
False |
27,894 |
80 |
115.52 |
92.09 |
23.43 |
23.6% |
2.72 |
2.7% |
31% |
False |
False |
25,350 |
100 |
115.52 |
91.78 |
23.74 |
23.9% |
2.46 |
2.5% |
32% |
False |
False |
21,915 |
120 |
115.52 |
86.20 |
29.32 |
29.5% |
2.24 |
2.3% |
45% |
False |
False |
18,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.32 |
2.618 |
108.19 |
1.618 |
105.66 |
1.000 |
104.10 |
0.618 |
103.13 |
HIGH |
101.57 |
0.618 |
100.60 |
0.500 |
100.31 |
0.382 |
100.01 |
LOW |
99.04 |
0.618 |
97.48 |
1.000 |
96.51 |
1.618 |
94.95 |
2.618 |
92.42 |
4.250 |
88.29 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
100.31 |
99.16 |
PP |
99.98 |
99.00 |
S1 |
99.65 |
98.84 |
|