NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
99.35 |
100.15 |
0.80 |
0.8% |
100.08 |
| High |
101.98 |
101.08 |
-0.90 |
-0.9% |
105.81 |
| Low |
98.61 |
98.53 |
-0.08 |
-0.1% |
96.70 |
| Close |
101.00 |
98.83 |
-2.17 |
-2.1% |
101.00 |
| Range |
3.37 |
2.55 |
-0.82 |
-24.3% |
9.11 |
| ATR |
3.71 |
3.63 |
-0.08 |
-2.2% |
0.00 |
| Volume |
14,297 |
10,099 |
-4,198 |
-29.4% |
83,550 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.13 |
105.53 |
100.23 |
|
| R3 |
104.58 |
102.98 |
99.53 |
|
| R2 |
102.03 |
102.03 |
99.30 |
|
| R1 |
100.43 |
100.43 |
99.06 |
99.96 |
| PP |
99.48 |
99.48 |
99.48 |
99.24 |
| S1 |
97.88 |
97.88 |
98.60 |
97.41 |
| S2 |
96.93 |
96.93 |
98.36 |
|
| S3 |
94.38 |
95.33 |
98.13 |
|
| S4 |
91.83 |
92.78 |
97.43 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.50 |
123.86 |
106.01 |
|
| R3 |
119.39 |
114.75 |
103.51 |
|
| R2 |
110.28 |
110.28 |
102.67 |
|
| R1 |
105.64 |
105.64 |
101.84 |
107.96 |
| PP |
101.17 |
101.17 |
101.17 |
102.33 |
| S1 |
96.53 |
96.53 |
100.16 |
98.85 |
| S2 |
92.06 |
92.06 |
99.33 |
|
| S3 |
82.95 |
87.42 |
98.49 |
|
| S4 |
73.84 |
78.31 |
95.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.81 |
96.70 |
9.11 |
9.2% |
4.35 |
4.4% |
23% |
False |
False |
15,637 |
| 10 |
113.77 |
96.70 |
17.07 |
17.3% |
4.89 |
4.9% |
12% |
False |
False |
14,250 |
| 20 |
115.58 |
96.70 |
18.88 |
19.1% |
3.55 |
3.6% |
11% |
False |
False |
11,947 |
| 40 |
115.58 |
96.70 |
18.88 |
19.1% |
2.66 |
2.7% |
11% |
False |
False |
10,507 |
| 60 |
115.58 |
95.63 |
19.95 |
20.2% |
2.69 |
2.7% |
16% |
False |
False |
10,234 |
| 80 |
115.58 |
92.69 |
22.89 |
23.2% |
2.37 |
2.4% |
27% |
False |
False |
9,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.92 |
|
2.618 |
107.76 |
|
1.618 |
105.21 |
|
1.000 |
103.63 |
|
0.618 |
102.66 |
|
HIGH |
101.08 |
|
0.618 |
100.11 |
|
0.500 |
99.81 |
|
0.382 |
99.50 |
|
LOW |
98.53 |
|
0.618 |
96.95 |
|
1.000 |
95.98 |
|
1.618 |
94.40 |
|
2.618 |
91.85 |
|
4.250 |
87.69 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.81 |
99.34 |
| PP |
99.48 |
99.17 |
| S1 |
99.16 |
99.00 |
|