NYMEX Light Sweet Crude Oil Future December 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 |
98.86 |
99.66 |
0.80 |
0.8% |
100.24 |
| High |
99.70 |
102.32 |
2.62 |
2.6% |
106.14 |
| Low |
96.93 |
99.29 |
2.36 |
2.4% |
96.86 |
| Close |
98.79 |
101.52 |
2.73 |
2.8% |
101.23 |
| Range |
2.77 |
3.03 |
0.26 |
9.4% |
9.28 |
| ATR |
3.78 |
3.76 |
-0.02 |
-0.5% |
0.00 |
| Volume |
47,357 |
49,378 |
2,021 |
4.3% |
332,358 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.13 |
108.86 |
103.19 |
|
| R3 |
107.10 |
105.83 |
102.35 |
|
| R2 |
104.07 |
104.07 |
102.08 |
|
| R1 |
102.80 |
102.80 |
101.80 |
103.44 |
| PP |
101.04 |
101.04 |
101.04 |
101.36 |
| S1 |
99.77 |
99.77 |
101.24 |
100.41 |
| S2 |
98.01 |
98.01 |
100.96 |
|
| S3 |
94.98 |
96.74 |
100.69 |
|
| S4 |
91.95 |
93.71 |
99.85 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.25 |
124.52 |
106.33 |
|
| R3 |
119.97 |
115.24 |
103.78 |
|
| R2 |
110.69 |
110.69 |
102.93 |
|
| R1 |
105.96 |
105.96 |
102.08 |
108.33 |
| PP |
101.41 |
101.41 |
101.41 |
102.59 |
| S1 |
96.68 |
96.68 |
100.38 |
99.05 |
| S2 |
92.13 |
92.13 |
99.53 |
|
| S3 |
82.85 |
87.40 |
98.68 |
|
| S4 |
73.57 |
78.12 |
96.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.32 |
96.86 |
5.46 |
5.4% |
3.38 |
3.3% |
85% |
True |
False |
54,726 |
| 10 |
110.42 |
95.79 |
14.63 |
14.4% |
5.28 |
5.2% |
39% |
False |
False |
60,184 |
| 20 |
115.50 |
95.79 |
19.71 |
19.4% |
3.84 |
3.8% |
29% |
False |
False |
47,804 |
| 40 |
115.50 |
95.79 |
19.71 |
19.4% |
3.00 |
3.0% |
29% |
False |
False |
44,704 |
| 60 |
115.50 |
95.79 |
19.71 |
19.4% |
3.02 |
3.0% |
29% |
False |
False |
50,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.20 |
|
2.618 |
110.25 |
|
1.618 |
107.22 |
|
1.000 |
105.35 |
|
0.618 |
104.19 |
|
HIGH |
102.32 |
|
0.618 |
101.16 |
|
0.500 |
100.81 |
|
0.382 |
100.45 |
|
LOW |
99.29 |
|
0.618 |
97.42 |
|
1.000 |
96.26 |
|
1.618 |
94.39 |
|
2.618 |
91.36 |
|
4.250 |
86.41 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.28 |
100.89 |
| PP |
101.04 |
100.26 |
| S1 |
100.81 |
99.63 |
|