NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
100.42 |
98.82 |
-1.60 |
-1.6% |
100.69 |
High |
100.68 |
99.75 |
-0.93 |
-0.9% |
103.39 |
Low |
98.55 |
97.74 |
-0.81 |
-0.8% |
98.12 |
Close |
99.01 |
99.09 |
0.08 |
0.1% |
100.22 |
Range |
2.13 |
2.01 |
-0.12 |
-5.6% |
5.27 |
ATR |
3.29 |
3.19 |
-0.09 |
-2.8% |
0.00 |
Volume |
266,853 |
376,801 |
109,948 |
41.2% |
1,270,422 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.89 |
104.00 |
100.20 |
|
R3 |
102.88 |
101.99 |
99.64 |
|
R2 |
100.87 |
100.87 |
99.46 |
|
R1 |
99.98 |
99.98 |
99.27 |
100.43 |
PP |
98.86 |
98.86 |
98.86 |
99.08 |
S1 |
97.97 |
97.97 |
98.91 |
98.42 |
S2 |
96.85 |
96.85 |
98.72 |
|
S3 |
94.84 |
95.96 |
98.54 |
|
S4 |
92.83 |
93.95 |
97.98 |
|
|
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 |
103.31 |
97.74 |
5.57 |
5.6% |
2.56 |
2.6% |
24% |
False |
True |
340,364 |
10 |
103.39 |
96.61 |
6.78 |
6.8% |
2.70 |
2.7% |
37% |
False |
False |
308,719 |
20 |
105.16 |
95.54 |
9.62 |
9.7% |
3.30 |
3.3% |
37% |
False |
False |
268,540 |
40 |
115.27 |
95.18 |
20.09 |
20.3% |
3.47 |
3.5% |
19% |
False |
False |
171,075 |
60 |
115.27 |
95.18 |
20.09 |
20.3% |
3.11 |
3.1% |
19% |
False |
False |
125,492 |
80 |
115.27 |
93.10 |
22.17 |
22.4% |
3.07 |
3.1% |
27% |
False |
False |
103,382 |
100 |
115.27 |
91.36 |
23.91 |
24.1% |
2.77 |
2.8% |
32% |
False |
False |
87,586 |
120 |
115.27 |
89.63 |
25.64 |
25.9% |
2.54 |
2.6% |
37% |
False |
False |
74,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.29 |
2.618 |
105.01 |
1.618 |
103.00 |
1.000 |
101.76 |
0.618 |
100.99 |
HIGH |
99.75 |
0.618 |
98.98 |
0.500 |
98.75 |
0.382 |
98.51 |
LOW |
97.74 |
0.618 |
96.50 |
1.000 |
95.73 |
1.618 |
94.49 |
2.618 |
92.48 |
4.250 |
89.20 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
98.98 |
99.31 |
PP |
98.86 |
99.23 |
S1 |
98.75 |
99.16 |
|