NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-May-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-May-2011 | 
                    26-May-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.69 | 
                        101.74 | 
                        2.05 | 
                        2.1% | 
                        99.86 | 
                     
                    
                        | High | 
                        102.10 | 
                        102.37 | 
                        0.27 | 
                        0.3% | 
                        101.72 | 
                     
                    
                        | Low | 
                        98.66 | 
                        100.18 | 
                        1.52 | 
                        1.5% | 
                        95.95 | 
                     
                    
                        | Close | 
                        101.82 | 
                        100.82 | 
                        -1.00 | 
                        -1.0% | 
                        100.48 | 
                     
                    
                        | Range | 
                        3.44 | 
                        2.19 | 
                        -1.25 | 
                        -36.3% | 
                        5.77 | 
                     
                    
                        | ATR | 
                        3.71 | 
                        3.60 | 
                        -0.11 | 
                        -2.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        63,694 | 
                        61,461 | 
                        -2,233 | 
                        -3.5% | 
                        219,525 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.69 | 
                106.45 | 
                102.02 | 
                 | 
             
            
                | R3 | 
                105.50 | 
                104.26 | 
                101.42 | 
                 | 
             
            
                | R2 | 
                103.31 | 
                103.31 | 
                101.22 | 
                 | 
             
            
                | R1 | 
                102.07 | 
                102.07 | 
                101.02 | 
                101.60 | 
             
            
                | PP | 
                101.12 | 
                101.12 | 
                101.12 | 
                100.89 | 
             
            
                | S1 | 
                99.88 | 
                99.88 | 
                100.62 | 
                99.41 | 
             
            
                | S2 | 
                98.93 | 
                98.93 | 
                100.42 | 
                 | 
             
            
                | S3 | 
                96.74 | 
                97.69 | 
                100.22 | 
                 | 
             
            
                | S4 | 
                94.55 | 
                95.50 | 
                99.62 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                102.37 | 
                96.75 | 
                5.62 | 
                5.6% | 
                3.33 | 
                3.3% | 
                72% | 
                True | 
                False | 
                54,673 | 
                 
                
                | 10 | 
                102.37 | 
                95.95 | 
                6.42 | 
                6.4% | 
                3.16 | 
                3.1% | 
                76% | 
                True | 
                False | 
                50,197 | 
                 
                
                | 20 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.8% | 
                4.18 | 
                4.1% | 
                27% | 
                False | 
                False | 
                48,697 | 
                 
                
                | 40 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.8% | 
                3.29 | 
                3.3% | 
                27% | 
                False | 
                False | 
                36,993 | 
                 
                
                | 60 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.8% | 
                3.01 | 
                3.0% | 
                27% | 
                False | 
                False | 
                30,233 | 
                 
                
                | 80 | 
                115.52 | 
                93.92 | 
                21.60 | 
                21.4% | 
                2.81 | 
                2.8% | 
                32% | 
                False | 
                False | 
                27,558 | 
                 
                
                | 100 | 
                115.52 | 
                91.78 | 
                23.74 | 
                23.5% | 
                2.56 | 
                2.5% | 
                38% | 
                False | 
                False | 
                24,460 | 
                 
                
                | 120 | 
                115.52 | 
                89.40 | 
                26.12 | 
                25.9% | 
                2.32 | 
                2.3% | 
                44% | 
                False | 
                False | 
                21,157 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            111.68 | 
         
        
            | 
2.618             | 
            108.10 | 
         
        
            | 
1.618             | 
            105.91 | 
         
        
            | 
1.000             | 
            104.56 | 
         
        
            | 
0.618             | 
            103.72 | 
         
        
            | 
HIGH             | 
            102.37 | 
         
        
            | 
0.618             | 
            101.53 | 
         
        
            | 
0.500             | 
            101.28 | 
         
        
            | 
0.382             | 
            101.02 | 
         
        
            | 
LOW             | 
            100.18 | 
         
        
            | 
0.618             | 
            98.83 | 
         
        
            | 
1.000             | 
            97.99 | 
         
        
            | 
1.618             | 
            96.64 | 
         
        
            | 
2.618             | 
            94.45 | 
         
        
            | 
4.250             | 
            90.87 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-May-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                101.28 | 
                                100.46 | 
                             
                            
                                | PP | 
                                101.12 | 
                                100.11 | 
                             
                            
                                | S1 | 
                                100.97 | 
                                99.75 | 
                             
             
         |