NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
101.40 |
99.96 |
-1.44 |
-1.4% |
100.19 |
| High |
102.10 |
101.18 |
-0.92 |
-0.9% |
105.74 |
| Low |
99.00 |
98.65 |
-0.35 |
-0.4% |
96.88 |
| Close |
101.14 |
99.01 |
-2.13 |
-2.1% |
101.14 |
| Range |
3.10 |
2.53 |
-0.57 |
-18.4% |
8.86 |
| ATR |
3.67 |
3.59 |
-0.08 |
-2.2% |
0.00 |
| Volume |
13,044 |
6,631 |
-6,413 |
-49.2% |
66,521 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.20 |
105.64 |
100.40 |
|
| R3 |
104.67 |
103.11 |
99.71 |
|
| R2 |
102.14 |
102.14 |
99.47 |
|
| R1 |
100.58 |
100.58 |
99.24 |
100.10 |
| PP |
99.61 |
99.61 |
99.61 |
99.37 |
| S1 |
98.05 |
98.05 |
98.78 |
97.57 |
| S2 |
97.08 |
97.08 |
98.55 |
|
| S3 |
94.55 |
95.52 |
98.31 |
|
| S4 |
92.02 |
92.99 |
97.62 |
|
|
| 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 |
8.9% |
4.27 |
4.3% |
24% |
False |
False |
12,309 |
| 10 |
113.86 |
96.04 |
17.82 |
18.0% |
4.89 |
4.9% |
17% |
False |
False |
10,558 |
| 20 |
115.57 |
96.04 |
19.53 |
19.7% |
3.45 |
3.5% |
15% |
False |
False |
8,317 |
| 40 |
115.57 |
96.04 |
19.53 |
19.7% |
2.53 |
2.6% |
15% |
False |
False |
8,313 |
| 60 |
115.57 |
95.86 |
19.71 |
19.9% |
2.56 |
2.6% |
16% |
False |
False |
8,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.93 |
|
2.618 |
107.80 |
|
1.618 |
105.27 |
|
1.000 |
103.71 |
|
0.618 |
102.74 |
|
HIGH |
101.18 |
|
0.618 |
100.21 |
|
0.500 |
99.92 |
|
0.382 |
99.62 |
|
LOW |
98.65 |
|
0.618 |
97.09 |
|
1.000 |
96.12 |
|
1.618 |
94.56 |
|
2.618 |
92.03 |
|
4.250 |
87.90 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.92 |
99.49 |
| PP |
99.61 |
99.33 |
| S1 |
99.31 |
99.17 |
|