NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
101.14 |
100.35 |
-0.79 |
-0.8% |
100.23 |
| High |
102.04 |
101.42 |
-0.62 |
-0.6% |
105.47 |
| Low |
99.48 |
98.80 |
-0.68 |
-0.7% |
97.08 |
| Close |
101.21 |
99.17 |
-2.04 |
-2.0% |
101.21 |
| Range |
2.56 |
2.62 |
0.06 |
2.3% |
8.39 |
| ATR |
3.43 |
3.37 |
-0.06 |
-1.7% |
0.00 |
| Volume |
4,897 |
3,250 |
-1,647 |
-33.6% |
29,433 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.66 |
106.03 |
100.61 |
|
| R3 |
105.04 |
103.41 |
99.89 |
|
| R2 |
102.42 |
102.42 |
99.65 |
|
| R1 |
100.79 |
100.79 |
99.41 |
100.30 |
| PP |
99.80 |
99.80 |
99.80 |
99.55 |
| S1 |
98.17 |
98.17 |
98.93 |
97.68 |
| S2 |
97.18 |
97.18 |
98.69 |
|
| S3 |
94.56 |
95.55 |
98.45 |
|
| S4 |
91.94 |
92.93 |
97.73 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.42 |
122.21 |
105.82 |
|
| R3 |
118.03 |
113.82 |
103.52 |
|
| R2 |
109.64 |
109.64 |
102.75 |
|
| R1 |
105.43 |
105.43 |
101.98 |
107.54 |
| PP |
101.25 |
101.25 |
101.25 |
102.31 |
| S1 |
97.04 |
97.04 |
100.44 |
99.15 |
| S2 |
92.86 |
92.86 |
99.67 |
|
| S3 |
84.47 |
88.65 |
98.90 |
|
| S4 |
76.08 |
80.26 |
96.60 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.56 |
|
2.618 |
108.28 |
|
1.618 |
105.66 |
|
1.000 |
104.04 |
|
0.618 |
103.04 |
|
HIGH |
101.42 |
|
0.618 |
100.42 |
|
0.500 |
100.11 |
|
0.382 |
99.80 |
|
LOW |
98.80 |
|
0.618 |
97.18 |
|
1.000 |
96.18 |
|
1.618 |
94.56 |
|
2.618 |
91.94 |
|
4.250 |
87.67 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.11 |
99.56 |
| PP |
99.80 |
99.43 |
| S1 |
99.48 |
99.30 |
|