NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 23-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
Open |
99.46 |
100.03 |
0.57 |
0.6% |
99.86 |
High |
100.79 |
100.34 |
-0.45 |
-0.4% |
101.72 |
Low |
96.75 |
96.79 |
0.04 |
0.0% |
95.95 |
Close |
100.48 |
98.14 |
-2.34 |
-2.3% |
100.48 |
Range |
4.04 |
3.55 |
-0.49 |
-12.1% |
5.77 |
ATR |
3.76 |
3.75 |
0.00 |
-0.1% |
0.00 |
Volume |
44,031 |
54,049 |
10,018 |
22.8% |
219,525 |
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.07 |
107.16 |
100.09 |
|
R3 |
105.52 |
103.61 |
99.12 |
|
R2 |
101.97 |
101.97 |
98.79 |
|
R1 |
100.06 |
100.06 |
98.47 |
99.24 |
PP |
98.42 |
98.42 |
98.42 |
98.02 |
S1 |
96.51 |
96.51 |
97.81 |
95.69 |
S2 |
94.87 |
94.87 |
97.49 |
|
S3 |
91.32 |
92.96 |
97.16 |
|
S4 |
87.77 |
89.41 |
96.19 |
|
|
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 |
5.9% |
3.26 |
3.3% |
38% |
False |
False |
46,721 |
10 |
105.52 |
95.95 |
9.57 |
9.8% |
3.88 |
4.0% |
23% |
False |
False |
51,939 |
20 |
115.52 |
95.51 |
20.01 |
20.4% |
4.05 |
4.1% |
13% |
False |
False |
44,344 |
40 |
115.52 |
95.51 |
20.01 |
20.4% |
3.21 |
3.3% |
13% |
False |
False |
33,358 |
60 |
115.52 |
95.51 |
20.01 |
20.4% |
2.99 |
3.0% |
13% |
False |
False |
28,186 |
80 |
115.52 |
93.73 |
21.79 |
22.2% |
2.77 |
2.8% |
20% |
False |
False |
26,289 |
100 |
115.52 |
91.78 |
23.74 |
24.2% |
2.52 |
2.6% |
27% |
False |
False |
22,843 |
120 |
115.52 |
86.23 |
29.29 |
29.8% |
2.28 |
2.3% |
41% |
False |
False |
19,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.43 |
2.618 |
109.63 |
1.618 |
106.08 |
1.000 |
103.89 |
0.618 |
102.53 |
HIGH |
100.34 |
0.618 |
98.98 |
0.500 |
98.57 |
0.382 |
98.15 |
LOW |
96.79 |
0.618 |
94.60 |
1.000 |
93.24 |
1.618 |
91.05 |
2.618 |
87.50 |
4.250 |
81.70 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
98.57 |
99.16 |
PP |
98.42 |
98.82 |
S1 |
98.28 |
98.48 |
|