NYMEX Light Sweet Crude Oil Future September 2011
Trading Metrics calculated at close of trading on 19-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
Open |
98.89 |
100.84 |
1.95 |
2.0% |
100.00 |
High |
101.92 |
101.82 |
-0.10 |
-0.1% |
105.73 |
Low |
98.79 |
99.44 |
0.65 |
0.7% |
96.36 |
Close |
101.16 |
99.67 |
-1.49 |
-1.5% |
100.79 |
Range |
3.13 |
2.38 |
-0.75 |
-24.0% |
9.37 |
ATR |
3.75 |
3.65 |
-0.10 |
-2.6% |
0.00 |
Volume |
34,829 |
38,765 |
3,936 |
11.3% |
199,934 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.45 |
105.94 |
100.98 |
|
R3 |
105.07 |
103.56 |
100.32 |
|
R2 |
102.69 |
102.69 |
100.11 |
|
R1 |
101.18 |
101.18 |
99.89 |
100.75 |
PP |
100.31 |
100.31 |
100.31 |
100.09 |
S1 |
98.80 |
98.80 |
99.45 |
98.37 |
S2 |
97.93 |
97.93 |
99.23 |
|
S3 |
95.55 |
96.42 |
99.02 |
|
S4 |
93.17 |
94.04 |
98.36 |
|
|
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 |
5.6% |
2.88 |
2.9% |
60% |
False |
False |
31,289 |
10 |
105.73 |
95.85 |
9.88 |
9.9% |
4.37 |
4.4% |
39% |
False |
False |
37,519 |
20 |
115.63 |
95.85 |
19.78 |
19.8% |
3.78 |
3.8% |
19% |
False |
False |
30,884 |
40 |
115.63 |
95.85 |
19.78 |
19.8% |
2.94 |
2.9% |
19% |
False |
False |
24,701 |
60 |
115.63 |
95.85 |
19.78 |
19.8% |
2.88 |
2.9% |
19% |
False |
False |
22,774 |
80 |
115.63 |
92.65 |
22.98 |
23.1% |
2.62 |
2.6% |
31% |
False |
False |
20,883 |
100 |
115.63 |
91.94 |
23.69 |
23.8% |
2.37 |
2.4% |
33% |
False |
False |
18,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.94 |
2.618 |
108.05 |
1.618 |
105.67 |
1.000 |
104.20 |
0.618 |
103.29 |
HIGH |
101.82 |
0.618 |
100.91 |
0.500 |
100.63 |
0.382 |
100.35 |
LOW |
99.44 |
0.618 |
97.97 |
1.000 |
97.06 |
1.618 |
95.59 |
2.618 |
93.21 |
4.250 |
89.33 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
100.63 |
99.49 |
PP |
100.31 |
99.31 |
S1 |
99.99 |
99.14 |
|