NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
99.06 |
99.68 |
0.62 |
0.6% |
99.96 |
| High |
100.42 |
100.04 |
-0.38 |
-0.4% |
101.42 |
| Low |
96.35 |
96.37 |
0.02 |
0.0% |
95.54 |
| Close |
100.10 |
97.70 |
-2.40 |
-2.4% |
100.10 |
| Range |
4.07 |
3.67 |
-0.40 |
-9.8% |
5.88 |
| ATR |
3.81 |
3.81 |
-0.01 |
-0.2% |
0.00 |
| Volume |
379,682 |
280,602 |
-99,080 |
-26.1% |
1,239,915 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.05 |
107.04 |
99.72 |
|
| R3 |
105.38 |
103.37 |
98.71 |
|
| R2 |
101.71 |
101.71 |
98.37 |
|
| R1 |
99.70 |
99.70 |
98.04 |
98.87 |
| PP |
98.04 |
98.04 |
98.04 |
97.62 |
| S1 |
96.03 |
96.03 |
97.36 |
95.20 |
| S2 |
94.37 |
94.37 |
97.03 |
|
| S3 |
90.70 |
92.36 |
96.69 |
|
| S4 |
87.03 |
88.69 |
95.68 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.66 |
114.26 |
103.33 |
|
| R3 |
110.78 |
108.38 |
101.72 |
|
| R2 |
104.90 |
104.90 |
101.18 |
|
| R1 |
102.50 |
102.50 |
100.64 |
103.70 |
| PP |
99.02 |
99.02 |
99.02 |
99.62 |
| S1 |
96.62 |
96.62 |
99.56 |
97.82 |
| S2 |
93.14 |
93.14 |
99.02 |
|
| S3 |
87.26 |
90.74 |
98.48 |
|
| S4 |
81.38 |
84.86 |
96.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.42 |
95.54 |
5.88 |
6.0% |
3.32 |
3.4% |
37% |
False |
False |
278,225 |
| 10 |
105.16 |
95.54 |
9.62 |
9.8% |
3.91 |
4.0% |
22% |
False |
False |
228,360 |
| 20 |
115.27 |
95.18 |
20.09 |
20.6% |
4.09 |
4.2% |
13% |
False |
False |
155,161 |
| 40 |
115.27 |
95.18 |
20.09 |
20.6% |
3.27 |
3.3% |
13% |
False |
False |
104,245 |
| 60 |
115.27 |
95.18 |
20.09 |
20.6% |
3.14 |
3.2% |
13% |
False |
False |
79,847 |
| 80 |
115.27 |
93.05 |
22.22 |
22.7% |
2.95 |
3.0% |
21% |
False |
False |
68,509 |
| 100 |
115.27 |
91.28 |
23.99 |
24.6% |
2.69 |
2.8% |
27% |
False |
False |
58,247 |
| 120 |
115.27 |
86.78 |
28.49 |
29.2% |
2.43 |
2.5% |
38% |
False |
False |
49,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.64 |
|
2.618 |
109.65 |
|
1.618 |
105.98 |
|
1.000 |
103.71 |
|
0.618 |
102.31 |
|
HIGH |
100.04 |
|
0.618 |
98.64 |
|
0.500 |
98.21 |
|
0.382 |
97.77 |
|
LOW |
96.37 |
|
0.618 |
94.10 |
|
1.000 |
92.70 |
|
1.618 |
90.43 |
|
2.618 |
86.76 |
|
4.250 |
80.77 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.21 |
98.80 |
| PP |
98.04 |
98.43 |
| S1 |
97.87 |
98.07 |
|