NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
101.05 |
101.40 |
0.35 |
0.3% |
100.19 |
| High |
101.75 |
102.10 |
0.35 |
0.3% |
105.74 |
| Low |
96.88 |
99.00 |
2.12 |
2.2% |
96.88 |
| Close |
100.42 |
101.14 |
0.72 |
0.7% |
101.14 |
| Range |
4.87 |
3.10 |
-1.77 |
-36.3% |
8.86 |
| ATR |
3.72 |
3.67 |
-0.04 |
-1.2% |
0.00 |
| Volume |
16,108 |
13,044 |
-3,064 |
-19.0% |
66,521 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.05 |
108.69 |
102.85 |
|
| R3 |
106.95 |
105.59 |
101.99 |
|
| R2 |
103.85 |
103.85 |
101.71 |
|
| R1 |
102.49 |
102.49 |
101.42 |
101.62 |
| PP |
100.75 |
100.75 |
100.75 |
100.31 |
| S1 |
99.39 |
99.39 |
100.86 |
98.52 |
| S2 |
97.65 |
97.65 |
100.57 |
|
| S3 |
94.55 |
96.29 |
100.29 |
|
| S4 |
91.45 |
93.19 |
99.44 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.83 |
123.35 |
106.01 |
|
| R3 |
118.97 |
114.49 |
103.58 |
|
| R2 |
110.11 |
110.11 |
102.76 |
|
| R1 |
105.63 |
105.63 |
101.95 |
107.87 |
| PP |
101.25 |
101.25 |
101.25 |
102.38 |
| S1 |
96.77 |
96.77 |
100.33 |
99.01 |
| S2 |
92.39 |
92.39 |
99.52 |
|
| S3 |
83.53 |
87.91 |
98.70 |
|
| S4 |
74.67 |
79.05 |
96.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.74 |
96.88 |
8.86 |
8.8% |
4.69 |
4.6% |
48% |
False |
False |
13,304 |
| 10 |
115.57 |
96.04 |
19.53 |
19.3% |
4.99 |
4.9% |
26% |
False |
False |
10,377 |
| 20 |
115.57 |
96.04 |
19.53 |
19.3% |
3.44 |
3.4% |
26% |
False |
False |
8,543 |
| 40 |
115.57 |
96.04 |
19.53 |
19.3% |
2.54 |
2.5% |
26% |
False |
False |
8,229 |
| 60 |
115.57 |
95.74 |
19.83 |
19.6% |
2.54 |
2.5% |
27% |
False |
False |
8,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.28 |
|
2.618 |
110.22 |
|
1.618 |
107.12 |
|
1.000 |
105.20 |
|
0.618 |
104.02 |
|
HIGH |
102.10 |
|
0.618 |
100.92 |
|
0.500 |
100.55 |
|
0.382 |
100.18 |
|
LOW |
99.00 |
|
0.618 |
97.08 |
|
1.000 |
95.90 |
|
1.618 |
93.98 |
|
2.618 |
90.88 |
|
4.250 |
85.83 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.94 |
101.31 |
| PP |
100.75 |
101.25 |
| S1 |
100.55 |
101.20 |
|