NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
102.99 |
102.32 |
-0.67 |
-0.7% |
100.09 |
| High |
103.13 |
102.91 |
-0.22 |
-0.2% |
103.13 |
| Low |
101.47 |
101.84 |
0.37 |
0.4% |
97.63 |
| Close |
102.00 |
102.31 |
0.31 |
0.3% |
102.31 |
| Range |
1.66 |
1.07 |
-0.59 |
-35.5% |
5.50 |
| ATR |
3.21 |
3.06 |
-0.15 |
-4.8% |
0.00 |
| Volume |
10,539 |
18,876 |
8,337 |
79.1% |
55,393 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.56 |
105.01 |
102.90 |
|
| R3 |
104.49 |
103.94 |
102.60 |
|
| R2 |
103.42 |
103.42 |
102.51 |
|
| R1 |
102.87 |
102.87 |
102.41 |
102.61 |
| PP |
102.35 |
102.35 |
102.35 |
102.23 |
| S1 |
101.80 |
101.80 |
102.21 |
101.54 |
| S2 |
101.28 |
101.28 |
102.11 |
|
| S3 |
100.21 |
100.73 |
102.02 |
|
| S4 |
99.14 |
99.66 |
101.72 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.52 |
115.42 |
105.34 |
|
| R3 |
112.02 |
109.92 |
103.82 |
|
| R2 |
106.52 |
106.52 |
103.32 |
|
| R1 |
104.42 |
104.42 |
102.81 |
105.47 |
| PP |
101.02 |
101.02 |
101.02 |
101.55 |
| S1 |
98.92 |
98.92 |
101.81 |
99.97 |
| S2 |
95.52 |
95.52 |
101.30 |
|
| S3 |
90.02 |
93.42 |
100.80 |
|
| S4 |
84.52 |
87.92 |
99.29 |
|
|
| 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% |
2.08 |
2.0% |
85% |
False |
False |
11,078 |
| 10 |
103.13 |
96.83 |
6.30 |
6.2% |
2.40 |
2.3% |
87% |
False |
False |
9,716 |
| 20 |
115.57 |
96.04 |
19.53 |
19.1% |
3.70 |
3.6% |
32% |
False |
False |
10,046 |
| 40 |
115.57 |
96.04 |
19.53 |
19.1% |
2.78 |
2.7% |
32% |
False |
False |
8,667 |
| 60 |
115.57 |
96.04 |
19.53 |
19.1% |
2.51 |
2.5% |
32% |
False |
False |
8,453 |
| 80 |
115.57 |
95.74 |
19.83 |
19.4% |
2.36 |
2.3% |
33% |
False |
False |
8,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.46 |
|
2.618 |
105.71 |
|
1.618 |
104.64 |
|
1.000 |
103.98 |
|
0.618 |
103.57 |
|
HIGH |
102.91 |
|
0.618 |
102.50 |
|
0.500 |
102.38 |
|
0.382 |
102.25 |
|
LOW |
101.84 |
|
0.618 |
101.18 |
|
1.000 |
100.77 |
|
1.618 |
100.11 |
|
2.618 |
99.04 |
|
4.250 |
97.29 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.38 |
102.06 |
| PP |
102.35 |
101.81 |
| S1 |
102.33 |
101.56 |
|