NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
97.97 |
99.69 |
1.72 |
1.8% |
99.86 |
High |
100.54 |
102.10 |
1.56 |
1.6% |
101.72 |
Low |
97.13 |
98.66 |
1.53 |
1.6% |
95.95 |
Close |
100.06 |
101.82 |
1.76 |
1.8% |
100.48 |
Range |
3.41 |
3.44 |
0.03 |
0.9% |
5.77 |
ATR |
3.73 |
3.71 |
-0.02 |
-0.6% |
0.00 |
Volume |
50,132 |
63,694 |
13,562 |
27.1% |
219,525 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.18 |
109.94 |
103.71 |
|
R3 |
107.74 |
106.50 |
102.77 |
|
R2 |
104.30 |
104.30 |
102.45 |
|
R1 |
103.06 |
103.06 |
102.14 |
103.68 |
PP |
100.86 |
100.86 |
100.86 |
101.17 |
S1 |
99.62 |
99.62 |
101.50 |
100.24 |
S2 |
97.42 |
97.42 |
101.19 |
|
S3 |
93.98 |
96.18 |
100.87 |
|
S4 |
90.54 |
92.74 |
99.93 |
|
|
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 |
102.10 |
96.75 |
5.35 |
5.3% |
3.39 |
3.3% |
95% |
True |
False |
53,218 |
10 |
102.10 |
95.95 |
6.15 |
6.0% |
3.47 |
3.4% |
95% |
True |
False |
50,404 |
20 |
115.52 |
95.51 |
20.01 |
19.7% |
4.19 |
4.1% |
32% |
False |
False |
47,563 |
40 |
115.52 |
95.51 |
20.01 |
19.7% |
3.28 |
3.2% |
32% |
False |
False |
35,758 |
60 |
115.52 |
95.51 |
20.01 |
19.7% |
3.02 |
3.0% |
32% |
False |
False |
29,529 |
80 |
115.52 |
93.92 |
21.60 |
21.2% |
2.80 |
2.7% |
37% |
False |
False |
27,004 |
100 |
115.52 |
91.78 |
23.74 |
23.3% |
2.55 |
2.5% |
42% |
False |
False |
23,865 |
120 |
115.52 |
89.34 |
26.18 |
25.7% |
2.31 |
2.3% |
48% |
False |
False |
20,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.72 |
2.618 |
111.11 |
1.618 |
107.67 |
1.000 |
105.54 |
0.618 |
104.23 |
HIGH |
102.10 |
0.618 |
100.79 |
0.500 |
100.38 |
0.382 |
99.97 |
LOW |
98.66 |
0.618 |
96.53 |
1.000 |
95.22 |
1.618 |
93.09 |
2.618 |
89.65 |
4.250 |
84.04 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
101.34 |
101.03 |
PP |
100.86 |
100.24 |
S1 |
100.38 |
99.45 |
|