NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.18 |
102.99 |
2.81 |
2.8% |
99.96 |
| High |
102.96 |
103.13 |
0.17 |
0.2% |
102.21 |
| Low |
99.99 |
101.47 |
1.48 |
1.5% |
96.83 |
| Close |
102.76 |
102.00 |
-0.76 |
-0.7% |
101.22 |
| Range |
2.97 |
1.66 |
-1.31 |
-44.1% |
5.38 |
| ATR |
3.33 |
3.21 |
-0.12 |
-3.6% |
0.00 |
| Volume |
7,927 |
10,539 |
2,612 |
33.0% |
41,772 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.18 |
106.25 |
102.91 |
|
| R3 |
105.52 |
104.59 |
102.46 |
|
| R2 |
103.86 |
103.86 |
102.30 |
|
| R1 |
102.93 |
102.93 |
102.15 |
102.57 |
| PP |
102.20 |
102.20 |
102.20 |
102.02 |
| S1 |
101.27 |
101.27 |
101.85 |
100.91 |
| S2 |
100.54 |
100.54 |
101.70 |
|
| S3 |
98.88 |
99.61 |
101.54 |
|
| S4 |
97.22 |
97.95 |
101.09 |
|
|
| 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 |
103.13 |
97.63 |
5.50 |
5.4% |
2.60 |
2.5% |
79% |
True |
False |
8,616 |
| 10 |
103.13 |
96.83 |
6.30 |
6.2% |
2.60 |
2.6% |
82% |
True |
False |
9,133 |
| 20 |
115.57 |
96.04 |
19.53 |
19.1% |
3.72 |
3.6% |
31% |
False |
False |
9,429 |
| 40 |
115.57 |
96.04 |
19.53 |
19.1% |
2.79 |
2.7% |
31% |
False |
False |
8,649 |
| 60 |
115.57 |
96.04 |
19.53 |
19.1% |
2.52 |
2.5% |
31% |
False |
False |
8,317 |
| 80 |
115.57 |
95.74 |
19.83 |
19.4% |
2.36 |
2.3% |
32% |
False |
False |
8,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.19 |
|
2.618 |
107.48 |
|
1.618 |
105.82 |
|
1.000 |
104.79 |
|
0.618 |
104.16 |
|
HIGH |
103.13 |
|
0.618 |
102.50 |
|
0.500 |
102.30 |
|
0.382 |
102.10 |
|
LOW |
101.47 |
|
0.618 |
100.44 |
|
1.000 |
99.81 |
|
1.618 |
98.78 |
|
2.618 |
97.12 |
|
4.250 |
94.42 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.30 |
101.73 |
| PP |
102.20 |
101.46 |
| S1 |
102.10 |
101.19 |
|