NYMEX Light Sweet Crude Oil Future November 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 |
101.10 |
100.48 |
-0.62 |
-0.6% |
99.96 |
| High |
101.92 |
101.38 |
-0.54 |
-0.5% |
102.21 |
| Low |
99.95 |
97.69 |
-2.26 |
-2.3% |
96.83 |
| Close |
100.12 |
101.22 |
1.10 |
1.1% |
101.22 |
| Range |
1.97 |
3.69 |
1.72 |
87.3% |
5.38 |
| ATR |
3.40 |
3.43 |
0.02 |
0.6% |
0.00 |
| Volume |
10,612 |
6,563 |
-4,049 |
-38.2% |
41,772 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.17 |
109.88 |
103.25 |
|
| R3 |
107.48 |
106.19 |
102.23 |
|
| R2 |
103.79 |
103.79 |
101.90 |
|
| R1 |
102.50 |
102.50 |
101.56 |
103.15 |
| PP |
100.10 |
100.10 |
100.10 |
100.42 |
| S1 |
98.81 |
98.81 |
100.88 |
99.46 |
| S2 |
96.41 |
96.41 |
100.54 |
|
| S3 |
92.72 |
95.12 |
100.21 |
|
| S4 |
89.03 |
91.43 |
99.19 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.23 |
114.10 |
104.18 |
|
| R3 |
110.85 |
108.72 |
102.70 |
|
| R2 |
105.47 |
105.47 |
102.21 |
|
| R1 |
103.34 |
103.34 |
101.71 |
104.41 |
| PP |
100.09 |
100.09 |
100.09 |
100.62 |
| S1 |
97.96 |
97.96 |
100.73 |
99.03 |
| S2 |
94.71 |
94.71 |
100.23 |
|
| S3 |
89.33 |
92.58 |
99.74 |
|
| S4 |
83.95 |
87.20 |
98.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.21 |
96.83 |
5.38 |
5.3% |
2.72 |
2.7% |
82% |
False |
False |
8,354 |
| 10 |
105.74 |
96.83 |
8.91 |
8.8% |
3.71 |
3.7% |
49% |
False |
False |
10,829 |
| 20 |
115.57 |
96.04 |
19.53 |
19.3% |
3.60 |
3.6% |
27% |
False |
False |
8,845 |
| 40 |
115.57 |
96.04 |
19.53 |
19.3% |
2.66 |
2.6% |
27% |
False |
False |
8,507 |
| 60 |
115.57 |
96.04 |
19.53 |
19.3% |
2.50 |
2.5% |
27% |
False |
False |
8,445 |
| 80 |
115.57 |
94.60 |
20.97 |
20.7% |
2.32 |
2.3% |
32% |
False |
False |
8,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.06 |
|
2.618 |
111.04 |
|
1.618 |
107.35 |
|
1.000 |
105.07 |
|
0.618 |
103.66 |
|
HIGH |
101.38 |
|
0.618 |
99.97 |
|
0.500 |
99.54 |
|
0.382 |
99.10 |
|
LOW |
97.69 |
|
0.618 |
95.41 |
|
1.000 |
94.00 |
|
1.618 |
91.72 |
|
2.618 |
88.03 |
|
4.250 |
82.01 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.66 |
100.80 |
| PP |
100.10 |
100.37 |
| S1 |
99.54 |
99.95 |
|