NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
101.91 |
102.05 |
0.14 |
0.1% |
100.54 |
| High |
102.58 |
104.59 |
2.01 |
2.0% |
103.09 |
| Low |
101.45 |
101.05 |
-0.40 |
-0.4% |
97.46 |
| Close |
102.00 |
104.09 |
2.09 |
2.0% |
102.00 |
| Range |
1.13 |
3.54 |
2.41 |
213.3% |
5.63 |
| ATR |
3.20 |
3.23 |
0.02 |
0.8% |
0.00 |
| Volume |
29,775 |
15,042 |
-14,733 |
-49.5% |
83,597 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.86 |
112.52 |
106.04 |
|
| R3 |
110.32 |
108.98 |
105.06 |
|
| R2 |
106.78 |
106.78 |
104.74 |
|
| R1 |
105.44 |
105.44 |
104.41 |
106.11 |
| PP |
103.24 |
103.24 |
103.24 |
103.58 |
| S1 |
101.90 |
101.90 |
103.77 |
102.57 |
| S2 |
99.70 |
99.70 |
103.44 |
|
| S3 |
96.16 |
98.36 |
103.12 |
|
| S4 |
92.62 |
94.82 |
102.14 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.74 |
115.50 |
105.10 |
|
| R3 |
112.11 |
109.87 |
103.55 |
|
| R2 |
106.48 |
106.48 |
103.03 |
|
| R1 |
104.24 |
104.24 |
102.52 |
105.36 |
| PP |
100.85 |
100.85 |
100.85 |
101.41 |
| S1 |
98.61 |
98.61 |
101.48 |
99.73 |
| S2 |
95.22 |
95.22 |
100.97 |
|
| S3 |
89.59 |
92.98 |
100.45 |
|
| S4 |
83.96 |
87.35 |
98.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.59 |
97.87 |
6.72 |
6.5% |
2.68 |
2.6% |
93% |
True |
False |
16,760 |
| 10 |
104.59 |
96.56 |
8.03 |
7.7% |
2.78 |
2.7% |
94% |
True |
False |
14,605 |
| 20 |
113.77 |
96.56 |
17.21 |
16.5% |
3.83 |
3.7% |
44% |
False |
False |
14,427 |
| 40 |
115.58 |
96.56 |
19.02 |
18.3% |
2.99 |
2.9% |
40% |
False |
False |
12,074 |
| 60 |
115.58 |
96.56 |
19.02 |
18.3% |
2.72 |
2.6% |
40% |
False |
False |
10,751 |
| 80 |
115.58 |
95.00 |
20.58 |
19.8% |
2.54 |
2.4% |
44% |
False |
False |
10,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.64 |
|
2.618 |
113.86 |
|
1.618 |
110.32 |
|
1.000 |
108.13 |
|
0.618 |
106.78 |
|
HIGH |
104.59 |
|
0.618 |
103.24 |
|
0.500 |
102.82 |
|
0.382 |
102.40 |
|
LOW |
101.05 |
|
0.618 |
98.86 |
|
1.000 |
97.51 |
|
1.618 |
95.32 |
|
2.618 |
91.78 |
|
4.250 |
86.01 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.67 |
103.67 |
| PP |
103.24 |
103.24 |
| S1 |
102.82 |
102.82 |
|