NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.48 |
100.09 |
-0.39 |
-0.4% |
99.96 |
| High |
101.38 |
100.20 |
-1.18 |
-1.2% |
102.21 |
| Low |
97.69 |
97.63 |
-0.06 |
-0.1% |
96.83 |
| Close |
101.22 |
99.07 |
-2.15 |
-2.1% |
101.22 |
| Range |
3.69 |
2.57 |
-1.12 |
-30.4% |
5.38 |
| ATR |
3.43 |
3.44 |
0.01 |
0.3% |
0.00 |
| Volume |
6,563 |
9,788 |
3,225 |
49.1% |
41,772 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.68 |
105.44 |
100.48 |
|
| R3 |
104.11 |
102.87 |
99.78 |
|
| R2 |
101.54 |
101.54 |
99.54 |
|
| R1 |
100.30 |
100.30 |
99.31 |
99.64 |
| PP |
98.97 |
98.97 |
98.97 |
98.63 |
| S1 |
97.73 |
97.73 |
98.83 |
97.07 |
| S2 |
96.40 |
96.40 |
98.60 |
|
| S3 |
93.83 |
95.16 |
98.36 |
|
| S4 |
91.26 |
92.59 |
97.66 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.23 |
114.10 |
104.18 |
|
| R3 |
110.85 |
108.72 |
102.70 |
|
| R2 |
105.47 |
105.47 |
102.21 |
|
| R1 |
103.34 |
103.34 |
101.71 |
104.41 |
| PP |
100.09 |
100.09 |
100.09 |
100.62 |
| S1 |
97.96 |
97.96 |
100.73 |
99.03 |
| S2 |
94.71 |
94.71 |
100.23 |
|
| S3 |
89.33 |
92.58 |
99.74 |
|
| S4 |
83.95 |
87.20 |
98.26 |
|
|
| 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 |
5.4% |
2.73 |
2.8% |
42% |
False |
False |
8,985 |
| 10 |
105.74 |
96.83 |
8.91 |
9.0% |
3.50 |
3.5% |
25% |
False |
False |
10,647 |
| 20 |
115.57 |
96.04 |
19.53 |
19.7% |
3.63 |
3.7% |
16% |
False |
False |
9,057 |
| 40 |
115.57 |
96.04 |
19.53 |
19.7% |
2.72 |
2.7% |
16% |
False |
False |
8,446 |
| 60 |
115.57 |
96.04 |
19.53 |
19.7% |
2.51 |
2.5% |
16% |
False |
False |
8,323 |
| 80 |
115.57 |
94.96 |
20.61 |
20.8% |
2.34 |
2.4% |
20% |
False |
False |
8,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.12 |
|
2.618 |
106.93 |
|
1.618 |
104.36 |
|
1.000 |
102.77 |
|
0.618 |
101.79 |
|
HIGH |
100.20 |
|
0.618 |
99.22 |
|
0.500 |
98.92 |
|
0.382 |
98.61 |
|
LOW |
97.63 |
|
0.618 |
96.04 |
|
1.000 |
95.06 |
|
1.618 |
93.47 |
|
2.618 |
90.90 |
|
4.250 |
86.71 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.02 |
99.78 |
| PP |
98.97 |
99.54 |
| S1 |
98.92 |
99.31 |
|