NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 26-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
Open |
99.69 |
101.74 |
2.05 |
2.1% |
99.86 |
High |
102.10 |
102.37 |
0.27 |
0.3% |
101.72 |
Low |
98.66 |
100.18 |
1.52 |
1.5% |
95.95 |
Close |
101.82 |
100.82 |
-1.00 |
-1.0% |
100.48 |
Range |
3.44 |
2.19 |
-1.25 |
-36.3% |
5.77 |
ATR |
3.71 |
3.60 |
-0.11 |
-2.9% |
0.00 |
Volume |
63,694 |
61,461 |
-2,233 |
-3.5% |
219,525 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.69 |
106.45 |
102.02 |
|
R3 |
105.50 |
104.26 |
101.42 |
|
R2 |
103.31 |
103.31 |
101.22 |
|
R1 |
102.07 |
102.07 |
101.02 |
101.60 |
PP |
101.12 |
101.12 |
101.12 |
100.89 |
S1 |
99.88 |
99.88 |
100.62 |
99.41 |
S2 |
98.93 |
98.93 |
100.42 |
|
S3 |
96.74 |
97.69 |
100.22 |
|
S4 |
94.55 |
95.50 |
99.62 |
|
|
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 |
102.37 |
96.75 |
5.62 |
5.6% |
3.33 |
3.3% |
72% |
True |
False |
54,673 |
10 |
102.37 |
95.95 |
6.42 |
6.4% |
3.16 |
3.1% |
76% |
True |
False |
50,197 |
20 |
115.52 |
95.51 |
20.01 |
19.8% |
4.18 |
4.1% |
27% |
False |
False |
48,697 |
40 |
115.52 |
95.51 |
20.01 |
19.8% |
3.29 |
3.3% |
27% |
False |
False |
36,993 |
60 |
115.52 |
95.51 |
20.01 |
19.8% |
3.01 |
3.0% |
27% |
False |
False |
30,233 |
80 |
115.52 |
93.92 |
21.60 |
21.4% |
2.81 |
2.8% |
32% |
False |
False |
27,558 |
100 |
115.52 |
91.78 |
23.74 |
23.5% |
2.56 |
2.5% |
38% |
False |
False |
24,460 |
120 |
115.52 |
89.40 |
26.12 |
25.9% |
2.32 |
2.3% |
44% |
False |
False |
21,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.68 |
2.618 |
108.10 |
1.618 |
105.91 |
1.000 |
104.56 |
0.618 |
103.72 |
HIGH |
102.37 |
0.618 |
101.53 |
0.500 |
101.28 |
0.382 |
101.02 |
LOW |
100.18 |
0.618 |
98.83 |
1.000 |
97.99 |
1.618 |
96.64 |
2.618 |
94.45 |
4.250 |
90.87 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
101.28 |
100.46 |
PP |
101.12 |
100.11 |
S1 |
100.97 |
99.75 |
|