NYMEX Light Sweet Crude Oil Future January 2012
| 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 |
99.08 |
99.38 |
0.30 |
0.3% |
100.23 |
| High |
99.50 |
102.00 |
2.50 |
2.5% |
105.47 |
| Low |
97.13 |
99.38 |
2.25 |
2.3% |
97.08 |
| Close |
98.84 |
101.52 |
2.68 |
2.7% |
101.21 |
| Range |
2.37 |
2.62 |
0.25 |
10.5% |
8.39 |
| ATR |
3.30 |
3.29 |
-0.01 |
-0.3% |
0.00 |
| Volume |
3,726 |
3,358 |
-368 |
-9.9% |
29,433 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.83 |
107.79 |
102.96 |
|
| R3 |
106.21 |
105.17 |
102.24 |
|
| R2 |
103.59 |
103.59 |
102.00 |
|
| R1 |
102.55 |
102.55 |
101.76 |
103.07 |
| PP |
100.97 |
100.97 |
100.97 |
101.23 |
| S1 |
99.93 |
99.93 |
101.28 |
100.45 |
| S2 |
98.35 |
98.35 |
101.04 |
|
| S3 |
95.73 |
97.31 |
100.80 |
|
| S4 |
93.11 |
94.69 |
100.08 |
|
|
| 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 |
113.14 |
|
2.618 |
108.86 |
|
1.618 |
106.24 |
|
1.000 |
104.62 |
|
0.618 |
103.62 |
|
HIGH |
102.00 |
|
0.618 |
101.00 |
|
0.500 |
100.69 |
|
0.382 |
100.38 |
|
LOW |
99.38 |
|
0.618 |
97.76 |
|
1.000 |
96.76 |
|
1.618 |
95.14 |
|
2.618 |
92.52 |
|
4.250 |
88.25 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.24 |
100.87 |
| PP |
100.97 |
100.22 |
| S1 |
100.69 |
99.57 |
|