NYMEX Light Sweet Crude Oil Future December 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 |
101.04 |
98.86 |
-2.18 |
-2.2% |
100.24 |
| High |
101.43 |
99.70 |
-1.73 |
-1.7% |
106.14 |
| Low |
98.70 |
96.93 |
-1.77 |
-1.8% |
96.86 |
| Close |
99.14 |
98.79 |
-0.35 |
-0.4% |
101.23 |
| Range |
2.73 |
2.77 |
0.04 |
1.5% |
9.28 |
| ATR |
3.86 |
3.78 |
-0.08 |
-2.0% |
0.00 |
| Volume |
35,447 |
47,357 |
11,910 |
33.6% |
332,358 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.78 |
105.56 |
100.31 |
|
| R3 |
104.01 |
102.79 |
99.55 |
|
| R2 |
101.24 |
101.24 |
99.30 |
|
| R1 |
100.02 |
100.02 |
99.04 |
99.25 |
| PP |
98.47 |
98.47 |
98.47 |
98.09 |
| S1 |
97.25 |
97.25 |
98.54 |
96.48 |
| S2 |
95.70 |
95.70 |
98.28 |
|
| S3 |
92.93 |
94.48 |
98.03 |
|
| S4 |
90.16 |
91.71 |
97.27 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.25 |
124.52 |
106.33 |
|
| R3 |
119.97 |
115.24 |
103.78 |
|
| R2 |
110.69 |
110.69 |
102.93 |
|
| R1 |
105.96 |
105.96 |
102.08 |
108.33 |
| PP |
101.41 |
101.41 |
101.41 |
102.59 |
| S1 |
96.68 |
96.68 |
100.38 |
99.05 |
| S2 |
92.13 |
92.13 |
99.53 |
|
| S3 |
82.85 |
87.40 |
98.68 |
|
| S4 |
73.57 |
78.12 |
96.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.14 |
96.86 |
9.28 |
9.4% |
4.24 |
4.3% |
21% |
False |
False |
55,408 |
| 10 |
112.16 |
95.79 |
16.37 |
16.6% |
5.23 |
5.3% |
18% |
False |
False |
59,030 |
| 20 |
115.50 |
95.79 |
19.71 |
20.0% |
3.83 |
3.9% |
15% |
False |
False |
47,002 |
| 40 |
115.50 |
95.79 |
19.71 |
20.0% |
2.98 |
3.0% |
15% |
False |
False |
44,126 |
| 60 |
115.50 |
95.79 |
19.71 |
20.0% |
3.06 |
3.1% |
15% |
False |
False |
50,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.47 |
|
2.618 |
106.95 |
|
1.618 |
104.18 |
|
1.000 |
102.47 |
|
0.618 |
101.41 |
|
HIGH |
99.70 |
|
0.618 |
98.64 |
|
0.500 |
98.32 |
|
0.382 |
97.99 |
|
LOW |
96.93 |
|
0.618 |
95.22 |
|
1.000 |
94.16 |
|
1.618 |
92.45 |
|
2.618 |
89.68 |
|
4.250 |
85.16 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.63 |
99.50 |
| PP |
98.47 |
99.26 |
| S1 |
98.32 |
99.03 |
|