NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
100.09 |
99.24 |
-0.85 |
-0.8% |
99.96 |
| High |
100.20 |
101.35 |
1.15 |
1.1% |
102.21 |
| Low |
97.63 |
99.24 |
1.61 |
1.6% |
96.83 |
| Close |
99.07 |
101.02 |
1.95 |
2.0% |
101.22 |
| Range |
2.57 |
2.11 |
-0.46 |
-17.9% |
5.38 |
| ATR |
3.44 |
3.35 |
-0.08 |
-2.4% |
0.00 |
| Volume |
9,788 |
8,263 |
-1,525 |
-15.6% |
41,772 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.87 |
106.05 |
102.18 |
|
| R3 |
104.76 |
103.94 |
101.60 |
|
| R2 |
102.65 |
102.65 |
101.41 |
|
| R1 |
101.83 |
101.83 |
101.21 |
102.24 |
| PP |
100.54 |
100.54 |
100.54 |
100.74 |
| S1 |
99.72 |
99.72 |
100.83 |
100.13 |
| S2 |
98.43 |
98.43 |
100.63 |
|
| S3 |
96.32 |
97.61 |
100.44 |
|
| S4 |
94.21 |
95.50 |
99.86 |
|
|
| 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 |
97.63 |
4.58 |
4.5% |
2.66 |
2.6% |
74% |
False |
False |
8,669 |
| 10 |
105.74 |
96.83 |
8.91 |
8.8% |
3.32 |
3.3% |
47% |
False |
False |
10,026 |
| 20 |
115.57 |
96.04 |
19.53 |
19.3% |
3.71 |
3.7% |
25% |
False |
False |
9,217 |
| 40 |
115.57 |
96.04 |
19.53 |
19.3% |
2.74 |
2.7% |
25% |
False |
False |
8,499 |
| 60 |
115.57 |
96.04 |
19.53 |
19.3% |
2.51 |
2.5% |
25% |
False |
False |
8,322 |
| 80 |
115.57 |
95.74 |
19.83 |
19.6% |
2.34 |
2.3% |
27% |
False |
False |
8,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.32 |
|
2.618 |
106.87 |
|
1.618 |
104.76 |
|
1.000 |
103.46 |
|
0.618 |
102.65 |
|
HIGH |
101.35 |
|
0.618 |
100.54 |
|
0.500 |
100.30 |
|
0.382 |
100.05 |
|
LOW |
99.24 |
|
0.618 |
97.94 |
|
1.000 |
97.13 |
|
1.618 |
95.83 |
|
2.618 |
93.72 |
|
4.250 |
90.27 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.78 |
100.52 |
| PP |
100.54 |
100.01 |
| S1 |
100.30 |
99.51 |
|