NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
99.79 |
100.87 |
1.08 |
1.1% |
100.69 |
High |
100.93 |
100.87 |
-0.06 |
-0.1% |
103.39 |
Low |
98.46 |
98.12 |
-0.34 |
-0.3% |
98.12 |
Close |
100.40 |
100.22 |
-0.18 |
-0.2% |
100.22 |
Range |
2.47 |
2.75 |
0.28 |
11.3% |
5.27 |
ATR |
3.42 |
3.37 |
-0.05 |
-1.4% |
0.00 |
Volume |
373,264 |
335,025 |
-38,239 |
-10.2% |
1,270,422 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.99 |
106.85 |
101.73 |
|
R3 |
105.24 |
104.10 |
100.98 |
|
R2 |
102.49 |
102.49 |
100.72 |
|
R1 |
101.35 |
101.35 |
100.47 |
100.55 |
PP |
99.74 |
99.74 |
99.74 |
99.33 |
S1 |
98.60 |
98.60 |
99.97 |
97.80 |
S2 |
96.99 |
96.99 |
99.72 |
|
S3 |
94.24 |
95.85 |
99.46 |
|
S4 |
91.49 |
93.10 |
98.71 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.39 |
113.57 |
103.12 |
|
R3 |
111.12 |
108.30 |
101.67 |
|
R2 |
105.85 |
105.85 |
101.19 |
|
R1 |
103.03 |
103.03 |
100.70 |
101.81 |
PP |
100.58 |
100.58 |
100.58 |
99.96 |
S1 |
97.76 |
97.76 |
99.74 |
96.54 |
S2 |
95.31 |
95.31 |
99.25 |
|
S3 |
90.04 |
92.49 |
98.77 |
|
S4 |
84.77 |
87.22 |
97.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.39 |
98.12 |
5.27 |
5.3% |
2.73 |
2.7% |
40% |
False |
True |
293,121 |
10 |
103.39 |
96.35 |
7.04 |
7.0% |
3.06 |
3.1% |
55% |
False |
False |
310,382 |
20 |
105.16 |
95.18 |
9.98 |
10.0% |
3.78 |
3.8% |
51% |
False |
False |
251,765 |
40 |
115.27 |
95.18 |
20.09 |
20.0% |
3.50 |
3.5% |
25% |
False |
False |
157,971 |
60 |
115.27 |
95.18 |
20.09 |
20.0% |
3.18 |
3.2% |
25% |
False |
False |
116,082 |
80 |
115.27 |
93.10 |
22.17 |
22.1% |
3.05 |
3.0% |
32% |
False |
False |
96,114 |
100 |
115.27 |
91.36 |
23.91 |
23.9% |
2.76 |
2.8% |
37% |
False |
False |
81,480 |
120 |
115.27 |
89.63 |
25.64 |
25.6% |
2.53 |
2.5% |
41% |
False |
False |
69,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.56 |
2.618 |
108.07 |
1.618 |
105.32 |
1.000 |
103.62 |
0.618 |
102.57 |
HIGH |
100.87 |
0.618 |
99.82 |
0.500 |
99.50 |
0.382 |
99.17 |
LOW |
98.12 |
0.618 |
96.42 |
1.000 |
95.37 |
1.618 |
93.67 |
2.618 |
90.92 |
4.250 |
86.43 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
99.98 |
100.72 |
PP |
99.74 |
100.55 |
S1 |
99.50 |
100.39 |
|