NYMEX Light Sweet Crude Oil Future September 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 |
101.09 |
101.72 |
0.63 |
0.6% |
100.32 |
| High |
102.25 |
104.31 |
2.06 |
2.0% |
102.80 |
| Low |
101.08 |
100.65 |
-0.43 |
-0.4% |
97.16 |
| Close |
101.63 |
103.73 |
2.10 |
2.1% |
101.63 |
| Range |
1.17 |
3.66 |
2.49 |
212.8% |
5.64 |
| ATR |
3.36 |
3.38 |
0.02 |
0.6% |
0.00 |
| Volume |
61,152 |
41,037 |
-20,115 |
-32.9% |
218,356 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.88 |
112.46 |
105.74 |
|
| R3 |
110.22 |
108.80 |
104.74 |
|
| R2 |
106.56 |
106.56 |
104.40 |
|
| R1 |
105.14 |
105.14 |
104.07 |
105.85 |
| PP |
102.90 |
102.90 |
102.90 |
103.25 |
| S1 |
101.48 |
101.48 |
103.39 |
102.19 |
| S2 |
99.24 |
99.24 |
103.06 |
|
| S3 |
95.58 |
97.82 |
102.72 |
|
| S4 |
91.92 |
94.16 |
101.72 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.45 |
115.18 |
104.73 |
|
| R3 |
111.81 |
109.54 |
103.18 |
|
| R2 |
106.17 |
106.17 |
102.66 |
|
| R1 |
103.90 |
103.90 |
102.15 |
105.04 |
| PP |
100.53 |
100.53 |
100.53 |
101.10 |
| S1 |
98.26 |
98.26 |
101.11 |
99.40 |
| S2 |
94.89 |
94.89 |
100.60 |
|
| S3 |
89.25 |
92.62 |
100.08 |
|
| S4 |
83.61 |
86.98 |
98.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.31 |
97.48 |
6.83 |
6.6% |
2.76 |
2.7% |
92% |
True |
False |
44,329 |
| 10 |
104.31 |
96.35 |
7.96 |
7.7% |
2.95 |
2.8% |
93% |
True |
False |
38,820 |
| 20 |
114.05 |
95.85 |
18.20 |
17.5% |
4.06 |
3.9% |
43% |
False |
False |
37,100 |
| 40 |
115.63 |
95.85 |
19.78 |
19.1% |
3.19 |
3.1% |
40% |
False |
False |
29,345 |
| 60 |
115.63 |
95.85 |
19.78 |
19.1% |
2.89 |
2.8% |
40% |
False |
False |
24,934 |
| 80 |
115.63 |
94.50 |
21.13 |
20.4% |
2.74 |
2.6% |
44% |
False |
False |
23,107 |
| 100 |
115.63 |
91.94 |
23.69 |
22.8% |
2.47 |
2.4% |
50% |
False |
False |
20,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.87 |
|
2.618 |
113.89 |
|
1.618 |
110.23 |
|
1.000 |
107.97 |
|
0.618 |
106.57 |
|
HIGH |
104.31 |
|
0.618 |
102.91 |
|
0.500 |
102.48 |
|
0.382 |
102.05 |
|
LOW |
100.65 |
|
0.618 |
98.39 |
|
1.000 |
96.99 |
|
1.618 |
94.73 |
|
2.618 |
91.07 |
|
4.250 |
85.10 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.31 |
103.31 |
| PP |
102.90 |
102.90 |
| S1 |
102.48 |
102.48 |
|