NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.54 |
98.38 |
-2.16 |
-2.1% |
100.15 |
| High |
100.54 |
101.21 |
0.67 |
0.7% |
102.14 |
| Low |
97.46 |
97.87 |
0.41 |
0.4% |
96.56 |
| Close |
98.83 |
100.79 |
1.96 |
2.0% |
101.05 |
| Range |
3.08 |
3.34 |
0.26 |
8.4% |
5.58 |
| ATR |
3.48 |
3.47 |
-0.01 |
-0.3% |
0.00 |
| Volume |
14,838 |
12,993 |
-1,845 |
-12.4% |
57,512 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.98 |
108.72 |
102.63 |
|
| R3 |
106.64 |
105.38 |
101.71 |
|
| R2 |
103.30 |
103.30 |
101.40 |
|
| R1 |
102.04 |
102.04 |
101.10 |
102.67 |
| PP |
99.96 |
99.96 |
99.96 |
100.27 |
| S1 |
98.70 |
98.70 |
100.48 |
99.33 |
| S2 |
96.62 |
96.62 |
100.18 |
|
| S3 |
93.28 |
95.36 |
99.87 |
|
| S4 |
89.94 |
92.02 |
98.95 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.66 |
114.43 |
104.12 |
|
| R3 |
111.08 |
108.85 |
102.58 |
|
| R2 |
105.50 |
105.50 |
102.07 |
|
| R1 |
103.27 |
103.27 |
101.56 |
104.39 |
| PP |
99.92 |
99.92 |
99.92 |
100.47 |
| S1 |
97.69 |
97.69 |
100.54 |
98.81 |
| S2 |
94.34 |
94.34 |
100.03 |
|
| S3 |
88.76 |
92.11 |
99.52 |
|
| S4 |
83.18 |
86.53 |
97.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.14 |
97.46 |
4.68 |
4.6% |
3.03 |
3.0% |
71% |
False |
False |
13,049 |
| 10 |
105.81 |
96.56 |
9.25 |
9.2% |
3.56 |
3.5% |
46% |
False |
False |
13,570 |
| 20 |
115.58 |
96.56 |
19.02 |
18.9% |
3.82 |
3.8% |
22% |
False |
False |
13,045 |
| 40 |
115.58 |
96.56 |
19.02 |
18.9% |
2.89 |
2.9% |
22% |
False |
False |
11,145 |
| 60 |
115.58 |
96.56 |
19.02 |
18.9% |
2.66 |
2.6% |
22% |
False |
False |
10,192 |
| 80 |
115.58 |
95.00 |
20.58 |
20.4% |
2.48 |
2.5% |
28% |
False |
False |
10,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.41 |
|
2.618 |
109.95 |
|
1.618 |
106.61 |
|
1.000 |
104.55 |
|
0.618 |
103.27 |
|
HIGH |
101.21 |
|
0.618 |
99.93 |
|
0.500 |
99.54 |
|
0.382 |
99.15 |
|
LOW |
97.87 |
|
0.618 |
95.81 |
|
1.000 |
94.53 |
|
1.618 |
92.47 |
|
2.618 |
89.13 |
|
4.250 |
83.68 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.37 |
100.31 |
| PP |
99.96 |
99.82 |
| S1 |
99.54 |
99.34 |
|