NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.44 |
100.54 |
0.10 |
0.1% |
100.15 |
| High |
101.18 |
100.54 |
-0.64 |
-0.6% |
102.14 |
| Low |
97.60 |
97.46 |
-0.14 |
-0.1% |
96.56 |
| Close |
101.05 |
98.83 |
-2.22 |
-2.2% |
101.05 |
| Range |
3.58 |
3.08 |
-0.50 |
-14.0% |
5.58 |
| ATR |
3.48 |
3.48 |
0.01 |
0.2% |
0.00 |
| Volume |
10,841 |
14,838 |
3,997 |
36.9% |
57,512 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.18 |
106.59 |
100.52 |
|
| R3 |
105.10 |
103.51 |
99.68 |
|
| R2 |
102.02 |
102.02 |
99.39 |
|
| R1 |
100.43 |
100.43 |
99.11 |
99.69 |
| PP |
98.94 |
98.94 |
98.94 |
98.57 |
| S1 |
97.35 |
97.35 |
98.55 |
96.61 |
| S2 |
95.86 |
95.86 |
98.27 |
|
| S3 |
92.78 |
94.27 |
97.98 |
|
| S4 |
89.70 |
91.19 |
97.14 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.66 |
114.43 |
104.12 |
|
| R3 |
111.08 |
108.85 |
102.58 |
|
| R2 |
105.50 |
105.50 |
102.07 |
|
| R1 |
103.27 |
103.27 |
101.56 |
104.39 |
| PP |
99.92 |
99.92 |
99.92 |
100.47 |
| S1 |
97.69 |
97.69 |
100.54 |
98.81 |
| S2 |
94.34 |
94.34 |
100.03 |
|
| S3 |
88.76 |
92.11 |
99.52 |
|
| S4 |
83.18 |
86.53 |
97.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.14 |
96.56 |
5.58 |
5.6% |
2.88 |
2.9% |
41% |
False |
False |
12,450 |
| 10 |
105.81 |
96.56 |
9.25 |
9.4% |
3.62 |
3.7% |
25% |
False |
False |
14,043 |
| 20 |
115.58 |
96.56 |
19.02 |
19.2% |
3.73 |
3.8% |
12% |
False |
False |
12,783 |
| 40 |
115.58 |
96.56 |
19.02 |
19.2% |
2.85 |
2.9% |
12% |
False |
False |
11,000 |
| 60 |
115.58 |
96.56 |
19.02 |
19.2% |
2.64 |
2.7% |
12% |
False |
False |
10,099 |
| 80 |
115.58 |
94.55 |
21.03 |
21.3% |
2.47 |
2.5% |
20% |
False |
False |
10,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.63 |
|
2.618 |
108.60 |
|
1.618 |
105.52 |
|
1.000 |
103.62 |
|
0.618 |
102.44 |
|
HIGH |
100.54 |
|
0.618 |
99.36 |
|
0.500 |
99.00 |
|
0.382 |
98.64 |
|
LOW |
97.46 |
|
0.618 |
95.56 |
|
1.000 |
94.38 |
|
1.618 |
92.48 |
|
2.618 |
89.40 |
|
4.250 |
84.37 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.00 |
99.68 |
| PP |
98.94 |
99.40 |
| S1 |
98.89 |
99.11 |
|