NYMEX Light Sweet Crude Oil Future July 2011
| 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 |
99.29 |
99.96 |
0.67 |
0.7% |
98.53 |
| High |
101.21 |
100.12 |
-1.09 |
-1.1% |
105.16 |
| Low |
97.60 |
97.39 |
-0.21 |
-0.2% |
95.78 |
| Close |
100.12 |
97.85 |
-2.27 |
-2.3% |
100.12 |
| Range |
3.61 |
2.73 |
-0.88 |
-24.4% |
9.38 |
| ATR |
4.05 |
3.96 |
-0.09 |
-2.3% |
0.00 |
| Volume |
217,844 |
129,392 |
-88,452 |
-40.6% |
926,548 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.64 |
104.98 |
99.35 |
|
| R3 |
103.91 |
102.25 |
98.60 |
|
| R2 |
101.18 |
101.18 |
98.35 |
|
| R1 |
99.52 |
99.52 |
98.10 |
98.99 |
| PP |
98.45 |
98.45 |
98.45 |
98.19 |
| S1 |
96.79 |
96.79 |
97.60 |
96.26 |
| S2 |
95.72 |
95.72 |
97.35 |
|
| S3 |
92.99 |
94.06 |
97.10 |
|
| S4 |
90.26 |
91.33 |
96.35 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.49 |
123.69 |
105.28 |
|
| R3 |
119.11 |
114.31 |
102.70 |
|
| R2 |
109.73 |
109.73 |
101.84 |
|
| R1 |
104.93 |
104.93 |
100.98 |
107.33 |
| PP |
100.35 |
100.35 |
100.35 |
101.56 |
| S1 |
95.55 |
95.55 |
99.26 |
97.95 |
| S2 |
90.97 |
90.97 |
98.40 |
|
| S3 |
81.59 |
86.17 |
97.54 |
|
| S4 |
72.21 |
76.79 |
94.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.16 |
95.78 |
9.38 |
9.6% |
4.50 |
4.6% |
22% |
False |
False |
178,496 |
| 10 |
113.69 |
95.18 |
18.51 |
18.9% |
5.29 |
5.4% |
14% |
False |
False |
141,347 |
| 20 |
115.27 |
95.18 |
20.09 |
20.5% |
3.94 |
4.0% |
13% |
False |
False |
98,677 |
| 40 |
115.27 |
95.18 |
20.09 |
20.5% |
3.08 |
3.2% |
13% |
False |
False |
73,104 |
| 60 |
115.27 |
93.64 |
21.63 |
22.1% |
3.23 |
3.3% |
19% |
False |
False |
60,874 |
| 80 |
115.27 |
91.36 |
23.91 |
24.4% |
2.83 |
2.9% |
27% |
False |
False |
52,514 |
| 100 |
115.27 |
91.28 |
23.99 |
24.5% |
2.56 |
2.6% |
27% |
False |
False |
44,557 |
| 120 |
115.27 |
83.16 |
32.11 |
32.8% |
2.35 |
2.4% |
46% |
False |
False |
38,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.72 |
|
2.618 |
107.27 |
|
1.618 |
104.54 |
|
1.000 |
102.85 |
|
0.618 |
101.81 |
|
HIGH |
100.12 |
|
0.618 |
99.08 |
|
0.500 |
98.76 |
|
0.382 |
98.43 |
|
LOW |
97.39 |
|
0.618 |
95.70 |
|
1.000 |
94.66 |
|
1.618 |
92.97 |
|
2.618 |
90.24 |
|
4.250 |
85.79 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.76 |
98.50 |
| PP |
98.45 |
98.28 |
| S1 |
98.15 |
98.07 |
|