NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.84 |
99.85 |
-0.99 |
-1.0% |
100.39 |
| High |
101.82 |
101.10 |
-0.72 |
-0.7% |
101.92 |
| Low |
99.44 |
97.13 |
-2.31 |
-2.3% |
96.35 |
| Close |
99.67 |
100.82 |
1.15 |
1.2% |
100.82 |
| Range |
2.38 |
3.97 |
1.59 |
66.8% |
5.57 |
| ATR |
3.65 |
3.67 |
0.02 |
0.6% |
0.00 |
| Volume |
38,765 |
29,891 |
-8,874 |
-22.9% |
156,037 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.59 |
110.18 |
103.00 |
|
| R3 |
107.62 |
106.21 |
101.91 |
|
| R2 |
103.65 |
103.65 |
101.55 |
|
| R1 |
102.24 |
102.24 |
101.18 |
102.95 |
| PP |
99.68 |
99.68 |
99.68 |
100.04 |
| S1 |
98.27 |
98.27 |
100.46 |
98.98 |
| S2 |
95.71 |
95.71 |
100.09 |
|
| S3 |
91.74 |
94.30 |
99.73 |
|
| S4 |
87.77 |
90.33 |
98.64 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.41 |
114.18 |
103.88 |
|
| R3 |
110.84 |
108.61 |
102.35 |
|
| R2 |
105.27 |
105.27 |
101.84 |
|
| R1 |
103.04 |
103.04 |
101.33 |
104.16 |
| PP |
99.70 |
99.70 |
99.70 |
100.25 |
| S1 |
97.47 |
97.47 |
100.31 |
98.59 |
| S2 |
94.13 |
94.13 |
99.80 |
|
| S3 |
88.56 |
91.90 |
99.29 |
|
| S4 |
82.99 |
86.33 |
97.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.92 |
96.35 |
5.57 |
5.5% |
2.98 |
3.0% |
80% |
False |
False |
31,207 |
| 10 |
105.73 |
96.35 |
9.38 |
9.3% |
4.00 |
4.0% |
48% |
False |
False |
35,597 |
| 20 |
115.63 |
95.85 |
19.78 |
19.6% |
3.91 |
3.9% |
25% |
False |
False |
31,249 |
| 40 |
115.63 |
95.85 |
19.78 |
19.6% |
3.00 |
3.0% |
25% |
False |
False |
25,046 |
| 60 |
115.63 |
95.85 |
19.78 |
19.6% |
2.83 |
2.8% |
25% |
False |
False |
22,646 |
| 80 |
115.63 |
93.84 |
21.79 |
21.6% |
2.65 |
2.6% |
32% |
False |
False |
21,157 |
| 100 |
115.63 |
91.94 |
23.69 |
23.5% |
2.40 |
2.4% |
37% |
False |
False |
18,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.97 |
|
2.618 |
111.49 |
|
1.618 |
107.52 |
|
1.000 |
105.07 |
|
0.618 |
103.55 |
|
HIGH |
101.10 |
|
0.618 |
99.58 |
|
0.500 |
99.12 |
|
0.382 |
98.65 |
|
LOW |
97.13 |
|
0.618 |
94.68 |
|
1.000 |
93.16 |
|
1.618 |
90.71 |
|
2.618 |
86.74 |
|
4.250 |
80.26 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.25 |
100.39 |
| PP |
99.68 |
99.96 |
| S1 |
99.12 |
99.53 |
|