NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
100.94 |
99.20 |
-1.74 |
-1.7% |
101.04 |
High |
101.20 |
101.65 |
0.45 |
0.4% |
102.32 |
Low |
97.77 |
98.77 |
1.00 |
1.0% |
96.93 |
Close |
99.27 |
101.21 |
1.94 |
2.0% |
101.36 |
Range |
3.43 |
2.88 |
-0.55 |
-16.0% |
5.39 |
ATR |
3.67 |
3.61 |
-0.06 |
-1.5% |
0.00 |
Volume |
39,672 |
37,698 |
-1,974 |
-5.0% |
222,403 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.18 |
108.08 |
102.79 |
|
R3 |
106.30 |
105.20 |
102.00 |
|
R2 |
103.42 |
103.42 |
101.74 |
|
R1 |
102.32 |
102.32 |
101.47 |
102.87 |
PP |
100.54 |
100.54 |
100.54 |
100.82 |
S1 |
99.44 |
99.44 |
100.95 |
99.99 |
S2 |
97.66 |
97.66 |
100.68 |
|
S3 |
94.78 |
96.56 |
100.42 |
|
S4 |
91.90 |
93.68 |
99.63 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.37 |
114.26 |
104.32 |
|
R3 |
110.98 |
108.87 |
102.84 |
|
R2 |
105.59 |
105.59 |
102.35 |
|
R1 |
103.48 |
103.48 |
101.85 |
104.54 |
PP |
100.20 |
100.20 |
100.20 |
100.73 |
S1 |
98.09 |
98.09 |
100.87 |
99.15 |
S2 |
94.81 |
94.81 |
100.37 |
|
S3 |
89.42 |
92.70 |
99.88 |
|
S4 |
84.03 |
87.31 |
98.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.32 |
97.77 |
4.55 |
4.5% |
3.11 |
3.1% |
76% |
False |
False |
43,393 |
10 |
106.14 |
96.86 |
9.28 |
9.2% |
3.67 |
3.6% |
47% |
False |
False |
49,401 |
20 |
115.50 |
95.79 |
19.71 |
19.5% |
4.04 |
4.0% |
27% |
False |
False |
49,321 |
40 |
115.50 |
95.79 |
19.71 |
19.5% |
3.16 |
3.1% |
27% |
False |
False |
44,875 |
60 |
115.50 |
95.79 |
19.71 |
19.5% |
2.99 |
3.0% |
27% |
False |
False |
46,432 |
80 |
115.50 |
95.75 |
19.75 |
19.5% |
2.81 |
2.8% |
28% |
False |
False |
50,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.89 |
2.618 |
109.19 |
1.618 |
106.31 |
1.000 |
104.53 |
0.618 |
103.43 |
HIGH |
101.65 |
0.618 |
100.55 |
0.500 |
100.21 |
0.382 |
99.87 |
LOW |
98.77 |
0.618 |
96.99 |
1.000 |
95.89 |
1.618 |
94.11 |
2.618 |
91.23 |
4.250 |
86.53 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
100.88 |
100.72 |
PP |
100.54 |
100.24 |
S1 |
100.21 |
99.75 |
|