NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
102.16 |
102.50 |
0.34 |
0.3% |
100.94 |
| High |
103.16 |
105.14 |
1.98 |
1.9% |
103.50 |
| Low |
101.98 |
101.75 |
-0.23 |
-0.2% |
97.77 |
| Close |
102.56 |
104.57 |
2.01 |
2.0% |
102.56 |
| Range |
1.18 |
3.39 |
2.21 |
187.3% |
5.73 |
| ATR |
3.30 |
3.31 |
0.01 |
0.2% |
0.00 |
| Volume |
64,932 |
41,018 |
-23,914 |
-36.8% |
237,733 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.99 |
112.67 |
106.43 |
|
| R3 |
110.60 |
109.28 |
105.50 |
|
| R2 |
107.21 |
107.21 |
105.19 |
|
| R1 |
105.89 |
105.89 |
104.88 |
106.55 |
| PP |
103.82 |
103.82 |
103.82 |
104.15 |
| S1 |
102.50 |
102.50 |
104.26 |
103.16 |
| S2 |
100.43 |
100.43 |
103.95 |
|
| S3 |
97.04 |
99.11 |
103.64 |
|
| S4 |
93.65 |
95.72 |
102.71 |
|
|
| 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 |
105.14 |
98.77 |
6.37 |
6.1% |
2.52 |
2.4% |
91% |
True |
False |
47,815 |
| 10 |
105.14 |
96.93 |
8.21 |
7.9% |
2.80 |
2.7% |
93% |
True |
False |
46,570 |
| 20 |
113.97 |
95.79 |
18.18 |
17.4% |
4.01 |
3.8% |
48% |
False |
False |
51,931 |
| 40 |
115.50 |
95.79 |
19.71 |
18.8% |
3.22 |
3.1% |
45% |
False |
False |
46,376 |
| 60 |
115.50 |
95.79 |
19.71 |
18.8% |
2.99 |
2.9% |
45% |
False |
False |
45,929 |
| 80 |
115.50 |
95.75 |
19.75 |
18.9% |
2.85 |
2.7% |
45% |
False |
False |
49,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.55 |
|
2.618 |
114.02 |
|
1.618 |
110.63 |
|
1.000 |
108.53 |
|
0.618 |
107.24 |
|
HIGH |
105.14 |
|
0.618 |
103.85 |
|
0.500 |
103.45 |
|
0.382 |
103.04 |
|
LOW |
101.75 |
|
0.618 |
99.65 |
|
1.000 |
98.36 |
|
1.618 |
96.26 |
|
2.618 |
92.87 |
|
4.250 |
87.34 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.20 |
104.17 |
| PP |
103.82 |
103.78 |
| S1 |
103.45 |
103.38 |
|