NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
100.87 |
100.42 |
-0.45 |
-0.4% |
100.69 |
High |
100.87 |
100.68 |
-0.19 |
-0.2% |
103.39 |
Low |
98.12 |
98.55 |
0.43 |
0.4% |
98.12 |
Close |
100.22 |
99.01 |
-1.21 |
-1.2% |
100.22 |
Range |
2.75 |
2.13 |
-0.62 |
-22.5% |
5.27 |
ATR |
3.37 |
3.29 |
-0.09 |
-2.6% |
0.00 |
Volume |
335,025 |
266,853 |
-68,172 |
-20.3% |
1,270,422 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.80 |
104.54 |
100.18 |
|
R3 |
103.67 |
102.41 |
99.60 |
|
R2 |
101.54 |
101.54 |
99.40 |
|
R1 |
100.28 |
100.28 |
99.21 |
99.85 |
PP |
99.41 |
99.41 |
99.41 |
99.20 |
S1 |
98.15 |
98.15 |
98.81 |
97.72 |
S2 |
97.28 |
97.28 |
98.62 |
|
S3 |
95.15 |
96.02 |
98.42 |
|
S4 |
93.02 |
93.89 |
97.84 |
|
|
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% |
2.92 |
2.9% |
17% |
False |
False |
307,455 |
10 |
103.39 |
96.37 |
7.02 |
7.1% |
2.86 |
2.9% |
38% |
False |
False |
299,099 |
20 |
105.16 |
95.54 |
9.62 |
9.7% |
3.50 |
3.5% |
36% |
False |
False |
257,872 |
40 |
115.27 |
95.18 |
20.09 |
20.3% |
3.50 |
3.5% |
19% |
False |
False |
163,275 |
60 |
115.27 |
95.18 |
20.09 |
20.3% |
3.14 |
3.2% |
19% |
False |
False |
119,935 |
80 |
115.27 |
93.10 |
22.17 |
22.4% |
3.06 |
3.1% |
27% |
False |
False |
99,115 |
100 |
115.27 |
91.36 |
23.91 |
24.1% |
2.77 |
2.8% |
32% |
False |
False |
83,956 |
120 |
115.27 |
89.63 |
25.64 |
25.9% |
2.53 |
2.6% |
37% |
False |
False |
71,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.73 |
2.618 |
106.26 |
1.618 |
104.13 |
1.000 |
102.81 |
0.618 |
102.00 |
HIGH |
100.68 |
0.618 |
99.87 |
0.500 |
99.62 |
0.382 |
99.36 |
LOW |
98.55 |
0.618 |
97.23 |
1.000 |
96.42 |
1.618 |
95.10 |
2.618 |
92.97 |
4.250 |
89.50 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
99.62 |
99.53 |
PP |
99.41 |
99.35 |
S1 |
99.21 |
99.18 |
|