NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.72 |
101.21 |
0.49 |
0.5% |
100.03 |
| High |
101.78 |
103.90 |
2.12 |
2.1% |
102.37 |
| Low |
100.62 |
100.23 |
-0.39 |
-0.4% |
96.79 |
| Close |
101.16 |
103.27 |
2.11 |
2.1% |
101.16 |
| Range |
1.16 |
3.67 |
2.51 |
216.4% |
5.58 |
| ATR |
3.43 |
3.44 |
0.02 |
0.5% |
0.00 |
| Volume |
88,735 |
54,216 |
-34,519 |
-38.9% |
318,071 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.48 |
112.04 |
105.29 |
|
| R3 |
109.81 |
108.37 |
104.28 |
|
| R2 |
106.14 |
106.14 |
103.94 |
|
| R1 |
104.70 |
104.70 |
103.61 |
105.42 |
| PP |
102.47 |
102.47 |
102.47 |
102.83 |
| S1 |
101.03 |
101.03 |
102.93 |
101.75 |
| S2 |
98.80 |
98.80 |
102.60 |
|
| S3 |
95.13 |
97.36 |
102.26 |
|
| S4 |
91.46 |
93.69 |
101.25 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.85 |
114.58 |
104.23 |
|
| R3 |
111.27 |
109.00 |
102.69 |
|
| R2 |
105.69 |
105.69 |
102.18 |
|
| R1 |
103.42 |
103.42 |
101.67 |
104.56 |
| PP |
100.11 |
100.11 |
100.11 |
100.67 |
| S1 |
97.84 |
97.84 |
100.65 |
98.98 |
| S2 |
94.53 |
94.53 |
100.14 |
|
| S3 |
88.95 |
92.26 |
99.63 |
|
| S4 |
83.37 |
86.68 |
98.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.90 |
97.13 |
6.77 |
6.6% |
2.77 |
2.7% |
91% |
True |
False |
63,647 |
| 10 |
103.90 |
95.95 |
7.95 |
7.7% |
3.02 |
2.9% |
92% |
True |
False |
55,184 |
| 20 |
113.91 |
95.51 |
18.40 |
17.8% |
4.13 |
4.0% |
42% |
False |
False |
52,888 |
| 40 |
115.52 |
95.51 |
20.01 |
19.4% |
3.32 |
3.2% |
39% |
False |
False |
39,653 |
| 60 |
115.52 |
95.51 |
20.01 |
19.4% |
3.03 |
2.9% |
39% |
False |
False |
32,035 |
| 80 |
115.52 |
93.92 |
21.60 |
20.9% |
2.85 |
2.8% |
43% |
False |
False |
28,892 |
| 100 |
115.52 |
91.78 |
23.74 |
23.0% |
2.55 |
2.5% |
48% |
False |
False |
25,766 |
| 120 |
115.52 |
89.40 |
26.12 |
25.3% |
2.34 |
2.3% |
53% |
False |
False |
22,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.50 |
|
2.618 |
113.51 |
|
1.618 |
109.84 |
|
1.000 |
107.57 |
|
0.618 |
106.17 |
|
HIGH |
103.90 |
|
0.618 |
102.50 |
|
0.500 |
102.07 |
|
0.382 |
101.63 |
|
LOW |
100.23 |
|
0.618 |
97.96 |
|
1.000 |
96.56 |
|
1.618 |
94.29 |
|
2.618 |
90.62 |
|
4.250 |
84.63 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.87 |
102.86 |
| PP |
102.47 |
102.45 |
| S1 |
102.07 |
102.04 |
|