NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.03 |
97.97 |
-2.06 |
-2.1% |
99.86 |
| High |
100.34 |
100.54 |
0.20 |
0.2% |
101.72 |
| Low |
96.79 |
97.13 |
0.34 |
0.4% |
95.95 |
| Close |
98.14 |
100.06 |
1.92 |
2.0% |
100.48 |
| Range |
3.55 |
3.41 |
-0.14 |
-3.9% |
5.77 |
| ATR |
3.75 |
3.73 |
-0.02 |
-0.7% |
0.00 |
| Volume |
54,049 |
50,132 |
-3,917 |
-7.2% |
219,525 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.47 |
108.18 |
101.94 |
|
| R3 |
106.06 |
104.77 |
101.00 |
|
| R2 |
102.65 |
102.65 |
100.69 |
|
| R1 |
101.36 |
101.36 |
100.37 |
102.01 |
| PP |
99.24 |
99.24 |
99.24 |
99.57 |
| S1 |
97.95 |
97.95 |
99.75 |
98.60 |
| S2 |
95.83 |
95.83 |
99.43 |
|
| S3 |
92.42 |
94.54 |
99.12 |
|
| S4 |
89.01 |
91.13 |
98.18 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.69 |
114.36 |
103.65 |
|
| R3 |
110.92 |
108.59 |
102.07 |
|
| R2 |
105.15 |
105.15 |
101.54 |
|
| R1 |
102.82 |
102.82 |
101.01 |
103.99 |
| PP |
99.38 |
99.38 |
99.38 |
99.97 |
| S1 |
97.05 |
97.05 |
99.95 |
98.22 |
| S2 |
93.61 |
93.61 |
99.42 |
|
| S3 |
87.84 |
91.28 |
98.89 |
|
| S4 |
82.07 |
85.51 |
97.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.72 |
96.75 |
4.97 |
5.0% |
3.39 |
3.4% |
67% |
False |
False |
50,307 |
| 10 |
105.52 |
95.95 |
9.57 |
9.6% |
3.84 |
3.8% |
43% |
False |
False |
50,121 |
| 20 |
115.52 |
95.51 |
20.01 |
20.0% |
4.15 |
4.1% |
23% |
False |
False |
45,961 |
| 40 |
115.52 |
95.51 |
20.01 |
20.0% |
3.24 |
3.2% |
23% |
False |
False |
34,358 |
| 60 |
115.52 |
95.51 |
20.01 |
20.0% |
3.01 |
3.0% |
23% |
False |
False |
28,773 |
| 80 |
115.52 |
93.92 |
21.60 |
21.6% |
2.78 |
2.8% |
28% |
False |
False |
26,549 |
| 100 |
115.52 |
91.78 |
23.74 |
23.7% |
2.54 |
2.5% |
35% |
False |
False |
23,298 |
| 120 |
115.52 |
88.53 |
26.99 |
27.0% |
2.29 |
2.3% |
43% |
False |
False |
20,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.03 |
|
2.618 |
109.47 |
|
1.618 |
106.06 |
|
1.000 |
103.95 |
|
0.618 |
102.65 |
|
HIGH |
100.54 |
|
0.618 |
99.24 |
|
0.500 |
98.84 |
|
0.382 |
98.43 |
|
LOW |
97.13 |
|
0.618 |
95.02 |
|
1.000 |
93.72 |
|
1.618 |
91.61 |
|
2.618 |
88.20 |
|
4.250 |
82.64 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.65 |
99.63 |
| PP |
99.24 |
99.20 |
| S1 |
98.84 |
98.77 |
|