NYMEX Light Sweet Crude Oil Future September 2011
Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
99.70 |
100.05 |
0.35 |
0.4% |
100.00 |
High |
101.60 |
101.85 |
0.25 |
0.2% |
105.73 |
Low |
96.36 |
98.34 |
1.98 |
2.1% |
96.36 |
Close |
100.14 |
100.79 |
0.65 |
0.6% |
100.79 |
Range |
5.24 |
3.51 |
-1.73 |
-33.0% |
9.37 |
ATR |
3.95 |
3.92 |
-0.03 |
-0.8% |
0.00 |
Volume |
45,809 |
30,301 |
-15,508 |
-33.9% |
199,934 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.86 |
109.33 |
102.72 |
|
R3 |
107.35 |
105.82 |
101.76 |
|
R2 |
103.84 |
103.84 |
101.43 |
|
R1 |
102.31 |
102.31 |
101.11 |
103.08 |
PP |
100.33 |
100.33 |
100.33 |
100.71 |
S1 |
98.80 |
98.80 |
100.47 |
99.57 |
S2 |
96.82 |
96.82 |
100.15 |
|
S3 |
93.31 |
95.29 |
99.82 |
|
S4 |
89.80 |
91.78 |
98.86 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.07 |
124.30 |
105.94 |
|
R3 |
119.70 |
114.93 |
103.37 |
|
R2 |
110.33 |
110.33 |
102.51 |
|
R1 |
105.56 |
105.56 |
101.65 |
107.95 |
PP |
100.96 |
100.96 |
100.96 |
102.15 |
S1 |
96.19 |
96.19 |
99.93 |
98.58 |
S2 |
91.59 |
91.59 |
99.07 |
|
S3 |
82.22 |
86.82 |
98.21 |
|
S4 |
72.85 |
77.45 |
95.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.73 |
96.36 |
9.37 |
9.3% |
5.02 |
5.0% |
47% |
False |
False |
39,986 |
10 |
115.63 |
95.85 |
19.78 |
19.6% |
5.28 |
5.2% |
25% |
False |
False |
34,858 |
20 |
115.63 |
95.85 |
19.78 |
19.6% |
3.81 |
3.8% |
25% |
False |
False |
28,937 |
40 |
115.63 |
95.85 |
19.78 |
19.6% |
2.89 |
2.9% |
25% |
False |
False |
22,647 |
60 |
115.63 |
94.50 |
21.13 |
21.0% |
2.89 |
2.9% |
30% |
False |
False |
21,914 |
80 |
115.63 |
92.33 |
23.30 |
23.1% |
2.55 |
2.5% |
36% |
False |
False |
19,797 |
100 |
115.63 |
91.94 |
23.69 |
23.5% |
2.29 |
2.3% |
37% |
False |
False |
16,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.77 |
2.618 |
111.04 |
1.618 |
107.53 |
1.000 |
105.36 |
0.618 |
104.02 |
HIGH |
101.85 |
0.618 |
100.51 |
0.500 |
100.10 |
0.382 |
99.68 |
LOW |
98.34 |
0.618 |
96.17 |
1.000 |
94.83 |
1.618 |
92.66 |
2.618 |
89.15 |
4.250 |
83.42 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
100.56 |
101.05 |
PP |
100.33 |
100.96 |
S1 |
100.10 |
100.88 |
|