NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
100.57 |
99.46 |
-1.11 |
-1.1% |
99.86 |
High |
101.57 |
100.79 |
-0.78 |
-0.8% |
101.72 |
Low |
99.04 |
96.75 |
-2.29 |
-2.3% |
95.95 |
Close |
99.32 |
100.48 |
1.16 |
1.2% |
100.48 |
Range |
2.53 |
4.04 |
1.51 |
59.7% |
5.77 |
ATR |
3.74 |
3.76 |
0.02 |
0.6% |
0.00 |
Volume |
54,187 |
44,031 |
-10,156 |
-18.7% |
219,525 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.46 |
110.01 |
102.70 |
|
R3 |
107.42 |
105.97 |
101.59 |
|
R2 |
103.38 |
103.38 |
101.22 |
|
R1 |
101.93 |
101.93 |
100.85 |
102.66 |
PP |
99.34 |
99.34 |
99.34 |
99.70 |
S1 |
97.89 |
97.89 |
100.11 |
98.62 |
S2 |
95.30 |
95.30 |
99.74 |
|
S3 |
91.26 |
93.85 |
99.37 |
|
S4 |
87.22 |
89.81 |
98.26 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.69 |
114.36 |
103.65 |
|
R3 |
110.92 |
108.59 |
102.07 |
|
R2 |
105.15 |
105.15 |
101.54 |
|
R1 |
102.82 |
102.82 |
101.01 |
103.99 |
PP |
99.38 |
99.38 |
99.38 |
99.97 |
S1 |
97.05 |
97.05 |
99.95 |
98.22 |
S2 |
93.61 |
93.61 |
99.42 |
|
S3 |
87.84 |
91.28 |
98.89 |
|
S4 |
82.07 |
85.51 |
97.31 |
|
|
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% |
3.09 |
3.1% |
79% |
False |
False |
43,905 |
10 |
105.52 |
95.95 |
9.57 |
9.5% |
4.11 |
4.1% |
47% |
False |
False |
52,456 |
20 |
115.52 |
95.51 |
20.01 |
19.9% |
3.99 |
4.0% |
25% |
False |
False |
42,729 |
40 |
115.52 |
95.51 |
20.01 |
19.9% |
3.15 |
3.1% |
25% |
False |
False |
32,614 |
60 |
115.52 |
95.51 |
20.01 |
19.9% |
2.96 |
2.9% |
25% |
False |
False |
27,886 |
80 |
115.52 |
93.40 |
22.12 |
22.0% |
2.74 |
2.7% |
32% |
False |
False |
25,757 |
100 |
115.52 |
91.78 |
23.74 |
23.6% |
2.49 |
2.5% |
37% |
False |
False |
22,334 |
120 |
115.52 |
86.20 |
29.32 |
29.2% |
2.26 |
2.2% |
49% |
False |
False |
19,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.96 |
2.618 |
111.37 |
1.618 |
107.33 |
1.000 |
104.83 |
0.618 |
103.29 |
HIGH |
100.79 |
0.618 |
99.25 |
0.500 |
98.77 |
0.382 |
98.29 |
LOW |
96.75 |
0.618 |
94.25 |
1.000 |
92.71 |
1.618 |
90.21 |
2.618 |
86.17 |
4.250 |
79.58 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
99.91 |
100.07 |
PP |
99.34 |
99.65 |
S1 |
98.77 |
99.24 |
|