NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.05 |
100.39 |
0.34 |
0.3% |
100.00 |
| High |
101.85 |
100.83 |
-1.02 |
-1.0% |
105.73 |
| Low |
98.34 |
98.12 |
-0.22 |
-0.2% |
96.36 |
| Close |
100.79 |
98.59 |
-2.20 |
-2.2% |
100.79 |
| Range |
3.51 |
2.71 |
-0.80 |
-22.8% |
9.37 |
| ATR |
3.92 |
3.83 |
-0.09 |
-2.2% |
0.00 |
| Volume |
30,301 |
27,227 |
-3,074 |
-10.1% |
199,934 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.31 |
105.66 |
100.08 |
|
| R3 |
104.60 |
102.95 |
99.34 |
|
| R2 |
101.89 |
101.89 |
99.09 |
|
| R1 |
100.24 |
100.24 |
98.84 |
99.71 |
| PP |
99.18 |
99.18 |
99.18 |
98.92 |
| S1 |
97.53 |
97.53 |
98.34 |
97.00 |
| S2 |
96.47 |
96.47 |
98.09 |
|
| S3 |
93.76 |
94.82 |
97.84 |
|
| S4 |
91.05 |
92.11 |
97.10 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.07 |
124.30 |
105.94 |
|
| R3 |
119.70 |
114.93 |
103.37 |
|
| R2 |
110.33 |
110.33 |
102.51 |
|
| R1 |
105.56 |
105.56 |
101.65 |
107.95 |
| PP |
100.96 |
100.96 |
100.96 |
102.15 |
| S1 |
96.19 |
96.19 |
99.93 |
98.58 |
| S2 |
91.59 |
91.59 |
99.07 |
|
| S3 |
82.22 |
86.82 |
98.21 |
|
| S4 |
72.85 |
77.45 |
95.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.73 |
96.36 |
9.37 |
9.5% |
4.46 |
4.5% |
24% |
False |
False |
36,806 |
| 10 |
114.05 |
95.85 |
18.20 |
18.5% |
5.17 |
5.2% |
15% |
False |
False |
35,380 |
| 20 |
115.63 |
95.85 |
19.78 |
20.1% |
3.81 |
3.9% |
14% |
False |
False |
29,014 |
| 40 |
115.63 |
95.85 |
19.78 |
20.1% |
2.88 |
2.9% |
14% |
False |
False |
23,089 |
| 60 |
115.63 |
95.05 |
20.58 |
20.9% |
2.92 |
3.0% |
17% |
False |
False |
22,142 |
| 80 |
115.63 |
92.33 |
23.30 |
23.6% |
2.56 |
2.6% |
27% |
False |
False |
20,079 |
| 100 |
115.63 |
91.94 |
23.69 |
24.0% |
2.31 |
2.3% |
28% |
False |
False |
17,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.35 |
|
2.618 |
107.92 |
|
1.618 |
105.21 |
|
1.000 |
103.54 |
|
0.618 |
102.50 |
|
HIGH |
100.83 |
|
0.618 |
99.79 |
|
0.500 |
99.48 |
|
0.382 |
99.16 |
|
LOW |
98.12 |
|
0.618 |
96.45 |
|
1.000 |
95.41 |
|
1.618 |
93.74 |
|
2.618 |
91.03 |
|
4.250 |
86.60 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.48 |
99.11 |
| PP |
99.18 |
98.93 |
| S1 |
98.89 |
98.76 |
|