NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
98.38 |
100.20 |
1.82 |
1.8% |
100.15 |
| High |
101.21 |
102.75 |
1.54 |
1.5% |
102.14 |
| Low |
97.87 |
99.40 |
1.53 |
1.6% |
96.56 |
| Close |
100.79 |
102.54 |
1.75 |
1.7% |
101.05 |
| Range |
3.34 |
3.35 |
0.01 |
0.3% |
5.58 |
| ATR |
3.47 |
3.46 |
-0.01 |
-0.3% |
0.00 |
| Volume |
12,993 |
13,489 |
496 |
3.8% |
57,512 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.61 |
110.43 |
104.38 |
|
| R3 |
108.26 |
107.08 |
103.46 |
|
| R2 |
104.91 |
104.91 |
103.15 |
|
| R1 |
103.73 |
103.73 |
102.85 |
104.32 |
| PP |
101.56 |
101.56 |
101.56 |
101.86 |
| S1 |
100.38 |
100.38 |
102.23 |
100.97 |
| S2 |
98.21 |
98.21 |
101.93 |
|
| S3 |
94.86 |
97.03 |
101.62 |
|
| S4 |
91.51 |
93.68 |
100.70 |
|
|
| 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 |
102.75 |
97.46 |
5.29 |
5.2% |
3.10 |
3.0% |
96% |
True |
False |
12,938 |
| 10 |
102.75 |
96.56 |
6.19 |
6.0% |
3.21 |
3.1% |
97% |
True |
False |
13,305 |
| 20 |
115.58 |
96.56 |
19.02 |
18.5% |
3.87 |
3.8% |
31% |
False |
False |
13,191 |
| 40 |
115.58 |
96.56 |
19.02 |
18.5% |
2.93 |
2.9% |
31% |
False |
False |
11,305 |
| 60 |
115.58 |
96.56 |
19.02 |
18.5% |
2.68 |
2.6% |
31% |
False |
False |
10,268 |
| 80 |
115.58 |
95.00 |
20.58 |
20.1% |
2.50 |
2.4% |
37% |
False |
False |
10,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.99 |
|
2.618 |
111.52 |
|
1.618 |
108.17 |
|
1.000 |
106.10 |
|
0.618 |
104.82 |
|
HIGH |
102.75 |
|
0.618 |
101.47 |
|
0.500 |
101.08 |
|
0.382 |
100.68 |
|
LOW |
99.40 |
|
0.618 |
97.33 |
|
1.000 |
96.05 |
|
1.618 |
93.98 |
|
2.618 |
90.63 |
|
4.250 |
85.16 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.05 |
101.73 |
| PP |
101.56 |
100.92 |
| S1 |
101.08 |
100.11 |
|