NYMEX Light Sweet Crude Oil Future October 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 |
99.25 |
101.15 |
1.90 |
1.9% |
100.08 |
| High |
102.14 |
101.90 |
-0.24 |
-0.2% |
105.81 |
| Low |
99.15 |
99.73 |
0.58 |
0.6% |
96.70 |
| Close |
101.33 |
99.93 |
-1.40 |
-1.4% |
101.00 |
| Range |
2.99 |
2.17 |
-0.82 |
-27.4% |
9.11 |
| ATR |
3.57 |
3.47 |
-0.10 |
-2.8% |
0.00 |
| Volume |
14,041 |
12,532 |
-1,509 |
-10.7% |
83,550 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.03 |
105.65 |
101.12 |
|
| R3 |
104.86 |
103.48 |
100.53 |
|
| R2 |
102.69 |
102.69 |
100.33 |
|
| R1 |
101.31 |
101.31 |
100.13 |
100.92 |
| PP |
100.52 |
100.52 |
100.52 |
100.32 |
| S1 |
99.14 |
99.14 |
99.73 |
98.75 |
| S2 |
98.35 |
98.35 |
99.53 |
|
| S3 |
96.18 |
96.97 |
99.33 |
|
| S4 |
94.01 |
94.80 |
98.74 |
|
|
| 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 |
5.6% |
2.74 |
2.7% |
60% |
False |
False |
12,193 |
| 10 |
105.81 |
96.56 |
9.25 |
9.3% |
4.14 |
4.1% |
36% |
False |
False |
14,858 |
| 20 |
115.58 |
96.56 |
19.02 |
19.0% |
3.56 |
3.6% |
18% |
False |
False |
12,312 |
| 40 |
115.58 |
96.56 |
19.02 |
19.0% |
2.73 |
2.7% |
18% |
False |
False |
10,884 |
| 60 |
115.58 |
96.56 |
19.02 |
19.0% |
2.66 |
2.7% |
18% |
False |
False |
10,267 |
| 80 |
115.58 |
92.98 |
22.60 |
22.6% |
2.42 |
2.4% |
31% |
False |
False |
10,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.12 |
|
2.618 |
107.58 |
|
1.618 |
105.41 |
|
1.000 |
104.07 |
|
0.618 |
103.24 |
|
HIGH |
101.90 |
|
0.618 |
101.07 |
|
0.500 |
100.82 |
|
0.382 |
100.56 |
|
LOW |
99.73 |
|
0.618 |
98.39 |
|
1.000 |
97.56 |
|
1.618 |
96.22 |
|
2.618 |
94.05 |
|
4.250 |
90.51 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.82 |
99.74 |
| PP |
100.52 |
99.54 |
| S1 |
100.23 |
99.35 |
|