NYMEX Light Sweet Crude Oil Future September 2011
Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
98.17 |
98.89 |
0.72 |
0.7% |
100.00 |
High |
99.04 |
101.92 |
2.88 |
2.9% |
105.73 |
Low |
96.35 |
98.79 |
2.44 |
2.5% |
96.36 |
Close |
98.19 |
101.16 |
2.97 |
3.0% |
100.79 |
Range |
2.69 |
3.13 |
0.44 |
16.4% |
9.37 |
ATR |
3.75 |
3.75 |
0.00 |
0.0% |
0.00 |
Volume |
25,325 |
34,829 |
9,504 |
37.5% |
199,934 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.01 |
108.72 |
102.88 |
|
R3 |
106.88 |
105.59 |
102.02 |
|
R2 |
103.75 |
103.75 |
101.73 |
|
R1 |
102.46 |
102.46 |
101.45 |
103.11 |
PP |
100.62 |
100.62 |
100.62 |
100.95 |
S1 |
99.33 |
99.33 |
100.87 |
99.98 |
S2 |
97.49 |
97.49 |
100.59 |
|
S3 |
94.36 |
96.20 |
100.30 |
|
S4 |
91.23 |
93.07 |
99.44 |
|
|
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 |
101.92 |
96.35 |
5.57 |
5.5% |
3.46 |
3.4% |
86% |
True |
False |
32,698 |
10 |
110.27 |
95.85 |
14.42 |
14.3% |
5.22 |
5.2% |
37% |
False |
False |
37,125 |
20 |
115.63 |
95.85 |
19.78 |
19.6% |
3.83 |
3.8% |
27% |
False |
False |
30,226 |
40 |
115.63 |
95.85 |
19.78 |
19.6% |
2.92 |
2.9% |
27% |
False |
False |
24,064 |
60 |
115.63 |
95.85 |
19.78 |
19.6% |
2.90 |
2.9% |
27% |
False |
False |
22,608 |
80 |
115.63 |
92.33 |
23.30 |
23.0% |
2.61 |
2.6% |
38% |
False |
False |
20,571 |
100 |
115.63 |
91.94 |
23.69 |
23.4% |
2.35 |
2.3% |
39% |
False |
False |
17,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.22 |
2.618 |
110.11 |
1.618 |
106.98 |
1.000 |
105.05 |
0.618 |
103.85 |
HIGH |
101.92 |
0.618 |
100.72 |
0.500 |
100.36 |
0.382 |
99.99 |
LOW |
98.79 |
0.618 |
96.86 |
1.000 |
95.66 |
1.618 |
93.73 |
2.618 |
90.60 |
4.250 |
85.49 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
100.89 |
100.49 |
PP |
100.62 |
99.81 |
S1 |
100.36 |
99.14 |
|