NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
101.24 |
100.16 |
-1.08 |
-1.1% |
99.68 |
| High |
101.90 |
101.24 |
-0.66 |
-0.6% |
101.90 |
| Low |
99.62 |
100.04 |
0.42 |
0.4% |
96.37 |
| Close |
100.23 |
100.59 |
0.36 |
0.4% |
100.59 |
| Range |
2.28 |
1.20 |
-1.08 |
-47.4% |
5.53 |
| ATR |
3.65 |
3.48 |
-0.18 |
-4.8% |
0.00 |
| Volume |
315,437 |
195,187 |
-120,250 |
-38.1% |
1,453,721 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.22 |
103.61 |
101.25 |
|
| R3 |
103.02 |
102.41 |
100.92 |
|
| R2 |
101.82 |
101.82 |
100.81 |
|
| R1 |
101.21 |
101.21 |
100.70 |
101.52 |
| PP |
100.62 |
100.62 |
100.62 |
100.78 |
| S1 |
100.01 |
100.01 |
100.48 |
100.32 |
| S2 |
99.42 |
99.42 |
100.37 |
|
| S3 |
98.22 |
98.81 |
100.26 |
|
| S4 |
97.02 |
97.61 |
99.93 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.21 |
113.93 |
103.63 |
|
| R3 |
110.68 |
108.40 |
102.11 |
|
| R2 |
105.15 |
105.15 |
101.60 |
|
| R1 |
102.87 |
102.87 |
101.10 |
104.01 |
| PP |
99.62 |
99.62 |
99.62 |
100.19 |
| S1 |
97.34 |
97.34 |
100.08 |
98.48 |
| S2 |
94.09 |
94.09 |
99.58 |
|
| S3 |
88.56 |
91.81 |
99.07 |
|
| S4 |
83.03 |
86.28 |
97.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.90 |
96.37 |
5.53 |
5.5% |
2.81 |
2.8% |
76% |
False |
False |
290,744 |
| 10 |
101.90 |
95.54 |
6.36 |
6.3% |
2.97 |
3.0% |
79% |
False |
False |
269,363 |
| 20 |
115.27 |
95.18 |
20.09 |
20.0% |
4.19 |
4.2% |
27% |
False |
False |
201,334 |
| 40 |
115.27 |
95.18 |
20.09 |
20.0% |
3.32 |
3.3% |
27% |
False |
False |
130,171 |
| 60 |
115.27 |
95.18 |
20.09 |
20.0% |
3.12 |
3.1% |
27% |
False |
False |
97,429 |
| 80 |
115.27 |
93.10 |
22.17 |
22.0% |
2.99 |
3.0% |
34% |
False |
False |
81,318 |
| 100 |
115.27 |
91.28 |
23.99 |
23.8% |
2.72 |
2.7% |
39% |
False |
False |
69,683 |
| 120 |
115.27 |
89.17 |
26.10 |
25.9% |
2.47 |
2.5% |
44% |
False |
False |
59,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.34 |
|
2.618 |
104.38 |
|
1.618 |
103.18 |
|
1.000 |
102.44 |
|
0.618 |
101.98 |
|
HIGH |
101.24 |
|
0.618 |
100.78 |
|
0.500 |
100.64 |
|
0.382 |
100.50 |
|
LOW |
100.04 |
|
0.618 |
99.30 |
|
1.000 |
98.84 |
|
1.618 |
98.10 |
|
2.618 |
96.90 |
|
4.250 |
94.94 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.64 |
100.41 |
| PP |
100.62 |
100.23 |
| S1 |
100.61 |
100.05 |
|