NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
99.66 |
101.27 |
1.61 |
1.6% |
100.24 |
| High |
102.32 |
102.21 |
-0.11 |
-0.1% |
106.14 |
| Low |
99.29 |
99.98 |
0.69 |
0.7% |
96.86 |
| Close |
101.52 |
100.28 |
-1.24 |
-1.2% |
101.23 |
| Range |
3.03 |
2.23 |
-0.80 |
-26.4% |
9.28 |
| ATR |
3.76 |
3.65 |
-0.11 |
-2.9% |
0.00 |
| Volume |
49,378 |
54,981 |
5,603 |
11.3% |
332,358 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.51 |
106.13 |
101.51 |
|
| R3 |
105.28 |
103.90 |
100.89 |
|
| R2 |
103.05 |
103.05 |
100.69 |
|
| R1 |
101.67 |
101.67 |
100.48 |
101.25 |
| PP |
100.82 |
100.82 |
100.82 |
100.61 |
| S1 |
99.44 |
99.44 |
100.08 |
99.02 |
| S2 |
98.59 |
98.59 |
99.87 |
|
| S3 |
96.36 |
97.21 |
99.67 |
|
| S4 |
94.13 |
94.98 |
99.05 |
|
|
| 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 |
102.32 |
96.93 |
5.39 |
5.4% |
2.81 |
2.8% |
62% |
False |
False |
49,898 |
| 10 |
106.14 |
95.79 |
10.35 |
10.3% |
4.40 |
4.4% |
43% |
False |
False |
61,254 |
| 20 |
115.50 |
95.79 |
19.71 |
19.7% |
3.79 |
3.8% |
23% |
False |
False |
48,772 |
| 40 |
115.50 |
95.79 |
19.71 |
19.7% |
3.01 |
3.0% |
23% |
False |
False |
45,233 |
| 60 |
115.50 |
95.79 |
19.71 |
19.7% |
3.00 |
3.0% |
23% |
False |
False |
49,644 |
| 80 |
115.50 |
93.64 |
21.86 |
21.8% |
2.76 |
2.8% |
30% |
False |
False |
51,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.69 |
|
2.618 |
108.05 |
|
1.618 |
105.82 |
|
1.000 |
104.44 |
|
0.618 |
103.59 |
|
HIGH |
102.21 |
|
0.618 |
101.36 |
|
0.500 |
101.10 |
|
0.382 |
100.83 |
|
LOW |
99.98 |
|
0.618 |
98.60 |
|
1.000 |
97.75 |
|
1.618 |
96.37 |
|
2.618 |
94.14 |
|
4.250 |
90.50 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.10 |
100.06 |
| PP |
100.82 |
99.84 |
| S1 |
100.55 |
99.63 |
|