NYMEX Light Sweet Crude Oil Future September 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 |
100.03 |
102.23 |
2.20 |
2.2% |
100.39 |
High |
102.46 |
102.80 |
0.34 |
0.3% |
101.92 |
Low |
99.07 |
100.66 |
1.59 |
1.6% |
96.35 |
Close |
102.24 |
101.32 |
-0.92 |
-0.9% |
100.82 |
Range |
3.39 |
2.14 |
-1.25 |
-36.9% |
5.57 |
ATR |
3.64 |
3.53 |
-0.11 |
-2.9% |
0.00 |
Volume |
41,221 |
42,183 |
962 |
2.3% |
156,037 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.01 |
106.81 |
102.50 |
|
R3 |
105.87 |
104.67 |
101.91 |
|
R2 |
103.73 |
103.73 |
101.71 |
|
R1 |
102.53 |
102.53 |
101.52 |
102.06 |
PP |
101.59 |
101.59 |
101.59 |
101.36 |
S1 |
100.39 |
100.39 |
101.12 |
99.92 |
S2 |
99.45 |
99.45 |
100.93 |
|
S3 |
97.31 |
98.25 |
100.73 |
|
S4 |
95.17 |
96.11 |
100.14 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.41 |
114.18 |
103.88 |
|
R3 |
110.84 |
108.61 |
102.35 |
|
R2 |
105.27 |
105.27 |
101.84 |
|
R1 |
103.04 |
103.04 |
101.33 |
104.16 |
PP |
99.70 |
99.70 |
99.70 |
100.25 |
S1 |
97.47 |
97.47 |
100.31 |
98.59 |
S2 |
94.13 |
94.13 |
99.80 |
|
S3 |
88.56 |
91.90 |
99.29 |
|
S4 |
82.99 |
86.33 |
97.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.80 |
97.13 |
5.67 |
5.6% |
3.30 |
3.3% |
74% |
True |
False |
37,419 |
10 |
102.80 |
96.35 |
6.45 |
6.4% |
3.09 |
3.0% |
77% |
True |
False |
34,354 |
20 |
115.63 |
95.85 |
19.78 |
19.5% |
4.10 |
4.1% |
28% |
False |
False |
34,514 |
40 |
115.63 |
95.85 |
19.78 |
19.5% |
3.16 |
3.1% |
28% |
False |
False |
27,585 |
60 |
115.63 |
95.85 |
19.78 |
19.5% |
2.88 |
2.8% |
28% |
False |
False |
23,861 |
80 |
115.63 |
94.50 |
21.13 |
20.9% |
2.71 |
2.7% |
32% |
False |
False |
22,249 |
100 |
115.63 |
91.94 |
23.69 |
23.4% |
2.47 |
2.4% |
40% |
False |
False |
19,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.90 |
2.618 |
108.40 |
1.618 |
106.26 |
1.000 |
104.94 |
0.618 |
104.12 |
HIGH |
102.80 |
0.618 |
101.98 |
0.500 |
101.73 |
0.382 |
101.48 |
LOW |
100.66 |
0.618 |
99.34 |
1.000 |
98.52 |
1.618 |
97.20 |
2.618 |
95.06 |
4.250 |
91.57 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
101.73 |
100.93 |
PP |
101.59 |
100.53 |
S1 |
101.46 |
100.14 |
|