NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
98.88 |
99.75 |
0.87 |
0.9% |
100.19 |
High |
99.30 |
102.21 |
2.91 |
2.9% |
105.74 |
Low |
96.83 |
99.25 |
2.42 |
2.5% |
96.88 |
Close |
98.64 |
101.44 |
2.80 |
2.8% |
101.14 |
Range |
2.47 |
2.96 |
0.49 |
19.8% |
8.86 |
ATR |
3.51 |
3.52 |
0.00 |
0.1% |
0.00 |
Volume |
9,845 |
8,121 |
-1,724 |
-17.5% |
66,521 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.85 |
108.60 |
103.07 |
|
R3 |
106.89 |
105.64 |
102.25 |
|
R2 |
103.93 |
103.93 |
101.98 |
|
R1 |
102.68 |
102.68 |
101.71 |
103.31 |
PP |
100.97 |
100.97 |
100.97 |
101.28 |
S1 |
99.72 |
99.72 |
101.17 |
100.35 |
S2 |
98.01 |
98.01 |
100.90 |
|
S3 |
95.05 |
96.76 |
100.63 |
|
S4 |
92.09 |
93.80 |
99.81 |
|
|
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 |
102.21 |
96.83 |
5.38 |
5.3% |
3.19 |
3.1% |
86% |
True |
False |
10,749 |
10 |
109.93 |
96.04 |
13.89 |
13.7% |
4.94 |
4.9% |
39% |
False |
False |
11,258 |
20 |
115.57 |
96.04 |
19.53 |
19.3% |
3.49 |
3.4% |
28% |
False |
False |
8,614 |
40 |
115.57 |
96.04 |
19.53 |
19.3% |
2.58 |
2.5% |
28% |
False |
False |
8,420 |
60 |
115.57 |
96.04 |
19.53 |
19.3% |
2.54 |
2.5% |
28% |
False |
False |
8,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.79 |
2.618 |
109.96 |
1.618 |
107.00 |
1.000 |
105.17 |
0.618 |
104.04 |
HIGH |
102.21 |
0.618 |
101.08 |
0.500 |
100.73 |
0.382 |
100.38 |
LOW |
99.25 |
0.618 |
97.42 |
1.000 |
96.29 |
1.618 |
94.46 |
2.618 |
91.50 |
4.250 |
86.67 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
101.20 |
100.80 |
PP |
100.97 |
100.16 |
S1 |
100.73 |
99.52 |
|