NYMEX Light Sweet Crude Oil Future October 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 |
98.50 |
99.25 |
0.75 |
0.8% |
100.08 |
| High |
99.16 |
102.14 |
2.98 |
3.0% |
105.81 |
| Low |
96.56 |
99.15 |
2.59 |
2.7% |
96.70 |
| Close |
98.45 |
101.33 |
2.88 |
2.9% |
101.00 |
| Range |
2.60 |
2.99 |
0.39 |
15.0% |
9.11 |
| ATR |
3.56 |
3.57 |
0.01 |
0.3% |
0.00 |
| Volume |
9,999 |
14,041 |
4,042 |
40.4% |
83,550 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.84 |
108.58 |
102.97 |
|
| R3 |
106.85 |
105.59 |
102.15 |
|
| R2 |
103.86 |
103.86 |
101.88 |
|
| R1 |
102.60 |
102.60 |
101.60 |
103.23 |
| PP |
100.87 |
100.87 |
100.87 |
101.19 |
| S1 |
99.61 |
99.61 |
101.06 |
100.24 |
| S2 |
97.88 |
97.88 |
100.78 |
|
| S3 |
94.89 |
96.62 |
100.51 |
|
| S4 |
91.90 |
93.63 |
99.69 |
|
|
| 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 |
102.14 |
96.56 |
5.58 |
5.5% |
3.31 |
3.3% |
85% |
True |
False |
13,671 |
| 10 |
109.94 |
96.56 |
13.38 |
13.2% |
4.97 |
4.9% |
36% |
False |
False |
14,910 |
| 20 |
115.58 |
96.56 |
19.02 |
18.8% |
3.57 |
3.5% |
25% |
False |
False |
12,201 |
| 40 |
115.58 |
96.56 |
19.02 |
18.8% |
2.72 |
2.7% |
25% |
False |
False |
10,689 |
| 60 |
115.58 |
96.56 |
19.02 |
18.8% |
2.67 |
2.6% |
25% |
False |
False |
10,309 |
| 80 |
115.58 |
92.69 |
22.89 |
22.6% |
2.41 |
2.4% |
38% |
False |
False |
10,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.85 |
|
2.618 |
109.97 |
|
1.618 |
106.98 |
|
1.000 |
105.13 |
|
0.618 |
103.99 |
|
HIGH |
102.14 |
|
0.618 |
101.00 |
|
0.500 |
100.65 |
|
0.382 |
100.29 |
|
LOW |
99.15 |
|
0.618 |
97.30 |
|
1.000 |
96.16 |
|
1.618 |
94.31 |
|
2.618 |
91.32 |
|
4.250 |
86.44 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.10 |
100.67 |
| PP |
100.87 |
100.01 |
| S1 |
100.65 |
99.35 |
|