NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.15 |
98.50 |
-1.65 |
-1.6% |
100.08 |
| High |
101.08 |
99.16 |
-1.92 |
-1.9% |
105.81 |
| Low |
98.53 |
96.56 |
-1.97 |
-2.0% |
96.70 |
| Close |
98.83 |
98.45 |
-0.38 |
-0.4% |
101.00 |
| Range |
2.55 |
2.60 |
0.05 |
2.0% |
9.11 |
| ATR |
3.63 |
3.56 |
-0.07 |
-2.0% |
0.00 |
| Volume |
10,099 |
9,999 |
-100 |
-1.0% |
83,550 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.86 |
104.75 |
99.88 |
|
| R3 |
103.26 |
102.15 |
99.17 |
|
| R2 |
100.66 |
100.66 |
98.93 |
|
| R1 |
99.55 |
99.55 |
98.69 |
98.81 |
| PP |
98.06 |
98.06 |
98.06 |
97.68 |
| S1 |
96.95 |
96.95 |
98.21 |
96.21 |
| S2 |
95.46 |
95.46 |
97.97 |
|
| S3 |
92.86 |
94.35 |
97.74 |
|
| S4 |
90.26 |
91.75 |
97.02 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.50 |
123.86 |
106.01 |
|
| R3 |
119.39 |
114.75 |
103.51 |
|
| R2 |
110.28 |
110.28 |
102.67 |
|
| R1 |
105.64 |
105.64 |
101.84 |
107.96 |
| PP |
101.17 |
101.17 |
101.17 |
102.33 |
| S1 |
96.53 |
96.53 |
100.16 |
98.85 |
| S2 |
92.06 |
92.06 |
99.33 |
|
| S3 |
82.95 |
87.42 |
98.49 |
|
| S4 |
73.84 |
78.31 |
95.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.81 |
96.56 |
9.25 |
9.4% |
4.10 |
4.2% |
20% |
False |
True |
14,092 |
| 10 |
112.13 |
96.56 |
15.57 |
15.8% |
4.90 |
5.0% |
12% |
False |
True |
14,488 |
| 20 |
115.58 |
96.56 |
19.02 |
19.3% |
3.54 |
3.6% |
10% |
False |
True |
11,918 |
| 40 |
115.58 |
96.56 |
19.02 |
19.3% |
2.69 |
2.7% |
10% |
False |
True |
10,481 |
| 60 |
115.58 |
96.56 |
19.02 |
19.3% |
2.71 |
2.8% |
10% |
False |
True |
10,220 |
| 80 |
115.58 |
92.69 |
22.89 |
23.3% |
2.39 |
2.4% |
25% |
False |
False |
10,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.21 |
|
2.618 |
105.97 |
|
1.618 |
103.37 |
|
1.000 |
101.76 |
|
0.618 |
100.77 |
|
HIGH |
99.16 |
|
0.618 |
98.17 |
|
0.500 |
97.86 |
|
0.382 |
97.55 |
|
LOW |
96.56 |
|
0.618 |
94.95 |
|
1.000 |
93.96 |
|
1.618 |
92.35 |
|
2.618 |
89.75 |
|
4.250 |
85.51 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.25 |
99.27 |
| PP |
98.06 |
99.00 |
| S1 |
97.86 |
98.72 |
|