NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
99.24 |
100.18 |
0.94 |
0.9% |
99.96 |
| High |
101.35 |
102.96 |
1.61 |
1.6% |
102.21 |
| Low |
99.24 |
99.99 |
0.75 |
0.8% |
96.83 |
| Close |
101.02 |
102.76 |
1.74 |
1.7% |
101.22 |
| Range |
2.11 |
2.97 |
0.86 |
40.8% |
5.38 |
| ATR |
3.35 |
3.33 |
-0.03 |
-0.8% |
0.00 |
| Volume |
8,263 |
7,927 |
-336 |
-4.1% |
41,772 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.81 |
109.76 |
104.39 |
|
| R3 |
107.84 |
106.79 |
103.58 |
|
| R2 |
104.87 |
104.87 |
103.30 |
|
| R1 |
103.82 |
103.82 |
103.03 |
104.35 |
| PP |
101.90 |
101.90 |
101.90 |
102.17 |
| S1 |
100.85 |
100.85 |
102.49 |
101.38 |
| S2 |
98.93 |
98.93 |
102.22 |
|
| S3 |
95.96 |
97.88 |
101.94 |
|
| S4 |
92.99 |
94.91 |
101.13 |
|
|
| 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 |
102.96 |
97.63 |
5.33 |
5.2% |
2.66 |
2.6% |
96% |
True |
False |
8,630 |
| 10 |
102.96 |
96.83 |
6.13 |
6.0% |
2.92 |
2.8% |
97% |
True |
False |
9,690 |
| 20 |
115.57 |
96.04 |
19.53 |
19.0% |
3.74 |
3.6% |
34% |
False |
False |
9,349 |
| 40 |
115.57 |
96.04 |
19.53 |
19.0% |
2.77 |
2.7% |
34% |
False |
False |
8,539 |
| 60 |
115.57 |
96.04 |
19.53 |
19.0% |
2.53 |
2.5% |
34% |
False |
False |
8,305 |
| 80 |
115.57 |
95.74 |
19.83 |
19.3% |
2.35 |
2.3% |
35% |
False |
False |
8,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.58 |
|
2.618 |
110.74 |
|
1.618 |
107.77 |
|
1.000 |
105.93 |
|
0.618 |
104.80 |
|
HIGH |
102.96 |
|
0.618 |
101.83 |
|
0.500 |
101.48 |
|
0.382 |
101.12 |
|
LOW |
99.99 |
|
0.618 |
98.15 |
|
1.000 |
97.02 |
|
1.618 |
95.18 |
|
2.618 |
92.21 |
|
4.250 |
87.37 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.33 |
101.94 |
| PP |
101.90 |
101.12 |
| S1 |
101.48 |
100.30 |
|