NYMEX Light Sweet Crude Oil Future August 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 |
99.86 |
97.79 |
-2.07 |
-2.1% |
98.71 |
| High |
100.50 |
98.70 |
-1.80 |
-1.8% |
105.52 |
| Low |
97.79 |
95.95 |
-1.84 |
-1.9% |
96.03 |
| Close |
98.25 |
97.84 |
-0.41 |
-0.4% |
100.48 |
| Range |
2.71 |
2.75 |
0.04 |
1.5% |
9.49 |
| ATR |
3.91 |
3.83 |
-0.08 |
-2.1% |
0.00 |
| Volume |
39,968 |
32,201 |
-7,767 |
-19.4% |
305,037 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.75 |
104.54 |
99.35 |
|
| R3 |
103.00 |
101.79 |
98.60 |
|
| R2 |
100.25 |
100.25 |
98.34 |
|
| R1 |
99.04 |
99.04 |
98.09 |
99.65 |
| PP |
97.50 |
97.50 |
97.50 |
97.80 |
| S1 |
96.29 |
96.29 |
97.59 |
96.90 |
| S2 |
94.75 |
94.75 |
97.34 |
|
| S3 |
92.00 |
93.54 |
97.08 |
|
| S4 |
89.25 |
90.79 |
96.33 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.15 |
124.30 |
105.70 |
|
| R3 |
119.66 |
114.81 |
103.09 |
|
| R2 |
110.17 |
110.17 |
102.22 |
|
| R1 |
105.32 |
105.32 |
101.35 |
107.75 |
| PP |
100.68 |
100.68 |
100.68 |
101.89 |
| S1 |
95.83 |
95.83 |
99.61 |
98.26 |
| S2 |
91.19 |
91.19 |
98.74 |
|
| S3 |
81.70 |
86.34 |
97.87 |
|
| S4 |
72.21 |
76.85 |
95.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.52 |
95.95 |
9.57 |
9.8% |
4.28 |
4.4% |
20% |
False |
True |
49,935 |
| 10 |
111.99 |
95.51 |
16.48 |
16.8% |
5.25 |
5.4% |
14% |
False |
False |
51,217 |
| 20 |
115.52 |
95.51 |
20.01 |
20.5% |
3.89 |
4.0% |
12% |
False |
False |
39,240 |
| 40 |
115.52 |
95.51 |
20.01 |
20.5% |
3.04 |
3.1% |
12% |
False |
False |
29,927 |
| 60 |
115.52 |
95.51 |
20.01 |
20.5% |
3.04 |
3.1% |
12% |
False |
False |
27,076 |
| 80 |
115.52 |
91.88 |
23.64 |
24.2% |
2.68 |
2.7% |
25% |
False |
False |
24,405 |
| 100 |
115.52 |
91.78 |
23.74 |
24.3% |
2.42 |
2.5% |
26% |
False |
False |
20,952 |
| 120 |
115.52 |
84.20 |
31.32 |
32.0% |
2.22 |
2.3% |
44% |
False |
False |
18,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.39 |
|
2.618 |
105.90 |
|
1.618 |
103.15 |
|
1.000 |
101.45 |
|
0.618 |
100.40 |
|
HIGH |
98.70 |
|
0.618 |
97.65 |
|
0.500 |
97.33 |
|
0.382 |
97.00 |
|
LOW |
95.95 |
|
0.618 |
94.25 |
|
1.000 |
93.20 |
|
1.618 |
91.50 |
|
2.618 |
88.75 |
|
4.250 |
84.26 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.67 |
98.75 |
| PP |
97.50 |
98.44 |
| S1 |
97.33 |
98.14 |
|