NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
97.54 |
99.27 |
1.73 |
1.8% |
99.96 |
| High |
100.08 |
101.63 |
1.55 |
1.5% |
101.42 |
| Low |
96.61 |
98.20 |
1.59 |
1.6% |
95.54 |
| Close |
99.59 |
101.32 |
1.73 |
1.7% |
100.10 |
| Range |
3.47 |
3.43 |
-0.04 |
-1.2% |
5.88 |
| ATR |
3.78 |
3.76 |
-0.03 |
-0.7% |
0.00 |
| Volume |
323,171 |
339,324 |
16,153 |
5.0% |
1,239,915 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.67 |
109.43 |
103.21 |
|
| R3 |
107.24 |
106.00 |
102.26 |
|
| R2 |
103.81 |
103.81 |
101.95 |
|
| R1 |
102.57 |
102.57 |
101.63 |
103.19 |
| PP |
100.38 |
100.38 |
100.38 |
100.70 |
| S1 |
99.14 |
99.14 |
101.01 |
99.76 |
| S2 |
96.95 |
96.95 |
100.69 |
|
| S3 |
93.52 |
95.71 |
100.38 |
|
| S4 |
90.09 |
92.28 |
99.43 |
|
|
| 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 |
101.63 |
96.35 |
5.28 |
5.2% |
3.45 |
3.4% |
94% |
True |
False |
322,783 |
| 10 |
101.63 |
95.54 |
6.09 |
6.0% |
3.51 |
3.5% |
95% |
True |
False |
260,132 |
| 20 |
115.27 |
95.18 |
20.09 |
19.8% |
4.23 |
4.2% |
31% |
False |
False |
182,940 |
| 40 |
115.27 |
95.18 |
20.09 |
19.8% |
3.33 |
3.3% |
31% |
False |
False |
119,369 |
| 60 |
115.27 |
95.18 |
20.09 |
19.8% |
3.15 |
3.1% |
31% |
False |
False |
89,870 |
| 80 |
115.27 |
93.10 |
22.17 |
21.9% |
2.97 |
2.9% |
37% |
False |
False |
75,620 |
| 100 |
115.27 |
91.28 |
23.99 |
23.7% |
2.72 |
2.7% |
42% |
False |
False |
64,684 |
| 120 |
115.27 |
89.01 |
26.26 |
25.9% |
2.46 |
2.4% |
47% |
False |
False |
55,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.21 |
|
2.618 |
110.61 |
|
1.618 |
107.18 |
|
1.000 |
105.06 |
|
0.618 |
103.75 |
|
HIGH |
101.63 |
|
0.618 |
100.32 |
|
0.500 |
99.92 |
|
0.382 |
99.51 |
|
LOW |
98.20 |
|
0.618 |
96.08 |
|
1.000 |
94.77 |
|
1.618 |
92.65 |
|
2.618 |
89.22 |
|
4.250 |
83.62 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.85 |
100.55 |
| PP |
100.38 |
99.77 |
| S1 |
99.92 |
99.00 |
|