NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
99.36 |
96.98 |
-2.38 |
-2.4% |
98.11 |
| High |
99.65 |
97.81 |
-1.84 |
-1.8% |
104.60 |
| Low |
96.83 |
95.02 |
-1.81 |
-1.9% |
95.25 |
| Close |
97.37 |
96.91 |
-0.46 |
-0.5% |
99.65 |
| Range |
2.82 |
2.79 |
-0.03 |
-1.1% |
9.35 |
| ATR |
4.00 |
3.92 |
-0.09 |
-2.2% |
0.00 |
| Volume |
292,713 |
354,159 |
61,446 |
21.0% |
2,139,498 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.95 |
103.72 |
98.44 |
|
| R3 |
102.16 |
100.93 |
97.68 |
|
| R2 |
99.37 |
99.37 |
97.42 |
|
| R1 |
98.14 |
98.14 |
97.17 |
97.36 |
| PP |
96.58 |
96.58 |
96.58 |
96.19 |
| S1 |
95.35 |
95.35 |
96.65 |
94.57 |
| S2 |
93.79 |
93.79 |
96.40 |
|
| S3 |
91.00 |
92.56 |
96.14 |
|
| S4 |
88.21 |
89.77 |
95.38 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.88 |
123.12 |
104.79 |
|
| R3 |
118.53 |
113.77 |
102.22 |
|
| R2 |
109.18 |
109.18 |
101.36 |
|
| R1 |
104.42 |
104.42 |
100.51 |
106.80 |
| PP |
99.83 |
99.83 |
99.83 |
101.03 |
| S1 |
95.07 |
95.07 |
98.79 |
97.45 |
| S2 |
90.48 |
90.48 |
97.94 |
|
| S3 |
81.13 |
85.72 |
97.08 |
|
| S4 |
71.78 |
76.37 |
94.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.60 |
95.02 |
9.58 |
9.9% |
4.31 |
4.4% |
20% |
False |
True |
389,187 |
| 10 |
111.22 |
94.63 |
16.59 |
17.1% |
5.30 |
5.5% |
14% |
False |
False |
432,042 |
| 20 |
114.83 |
94.63 |
20.20 |
20.8% |
3.95 |
4.1% |
11% |
False |
False |
346,914 |
| 40 |
114.83 |
94.63 |
20.20 |
20.8% |
3.18 |
3.3% |
11% |
False |
False |
235,868 |
| 60 |
114.83 |
93.75 |
21.08 |
21.8% |
3.37 |
3.5% |
15% |
False |
False |
184,351 |
| 80 |
114.83 |
90.50 |
24.33 |
25.1% |
2.99 |
3.1% |
26% |
False |
False |
159,900 |
| 100 |
114.83 |
90.50 |
24.33 |
25.1% |
2.73 |
2.8% |
26% |
False |
False |
136,900 |
| 120 |
114.83 |
83.20 |
31.63 |
32.6% |
2.55 |
2.6% |
43% |
False |
False |
119,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.67 |
|
2.618 |
105.11 |
|
1.618 |
102.32 |
|
1.000 |
100.60 |
|
0.618 |
99.53 |
|
HIGH |
97.81 |
|
0.618 |
96.74 |
|
0.500 |
96.42 |
|
0.382 |
96.09 |
|
LOW |
95.02 |
|
0.618 |
93.30 |
|
1.000 |
92.23 |
|
1.618 |
90.51 |
|
2.618 |
87.72 |
|
4.250 |
83.16 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.75 |
97.86 |
| PP |
96.58 |
97.54 |
| S1 |
96.42 |
97.23 |
|