NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
102.93 |
102.16 |
-0.77 |
-0.7% |
100.94 |
| High |
103.50 |
103.16 |
-0.34 |
-0.3% |
103.50 |
| Low |
101.62 |
101.98 |
0.36 |
0.4% |
97.77 |
| Close |
102.24 |
102.56 |
0.32 |
0.3% |
102.56 |
| Range |
1.88 |
1.18 |
-0.70 |
-37.2% |
5.73 |
| ATR |
3.47 |
3.30 |
-0.16 |
-4.7% |
0.00 |
| Volume |
54,197 |
64,932 |
10,735 |
19.8% |
237,733 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.11 |
105.51 |
103.21 |
|
| R3 |
104.93 |
104.33 |
102.88 |
|
| R2 |
103.75 |
103.75 |
102.78 |
|
| R1 |
103.15 |
103.15 |
102.67 |
103.45 |
| PP |
102.57 |
102.57 |
102.57 |
102.72 |
| S1 |
101.97 |
101.97 |
102.45 |
102.27 |
| S2 |
101.39 |
101.39 |
102.34 |
|
| S3 |
100.21 |
100.79 |
102.24 |
|
| S4 |
99.03 |
99.61 |
101.91 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.47 |
116.24 |
105.71 |
|
| R3 |
112.74 |
110.51 |
104.14 |
|
| R2 |
107.01 |
107.01 |
103.61 |
|
| R1 |
104.78 |
104.78 |
103.09 |
105.90 |
| PP |
101.28 |
101.28 |
101.28 |
101.83 |
| S1 |
99.05 |
99.05 |
102.03 |
100.17 |
| S2 |
95.55 |
95.55 |
101.51 |
|
| S3 |
89.82 |
93.32 |
100.98 |
|
| S4 |
84.09 |
87.59 |
99.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.50 |
97.77 |
5.73 |
5.6% |
2.53 |
2.5% |
84% |
False |
False |
47,546 |
| 10 |
103.50 |
96.93 |
6.57 |
6.4% |
2.74 |
2.7% |
86% |
False |
False |
46,013 |
| 20 |
115.50 |
95.79 |
19.71 |
19.2% |
4.03 |
3.9% |
34% |
False |
False |
51,185 |
| 40 |
115.50 |
95.79 |
19.71 |
19.2% |
3.17 |
3.1% |
34% |
False |
False |
46,375 |
| 60 |
115.50 |
95.79 |
19.71 |
19.2% |
2.96 |
2.9% |
34% |
False |
False |
46,074 |
| 80 |
115.50 |
95.75 |
19.75 |
19.3% |
2.83 |
2.8% |
34% |
False |
False |
50,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.18 |
|
2.618 |
106.25 |
|
1.618 |
105.07 |
|
1.000 |
104.34 |
|
0.618 |
103.89 |
|
HIGH |
103.16 |
|
0.618 |
102.71 |
|
0.500 |
102.57 |
|
0.382 |
102.43 |
|
LOW |
101.98 |
|
0.618 |
101.25 |
|
1.000 |
100.80 |
|
1.618 |
100.07 |
|
2.618 |
98.89 |
|
4.250 |
96.97 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.57 |
102.27 |
| PP |
102.57 |
101.98 |
| S1 |
102.56 |
101.69 |
|