NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 08-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
98.82 |
99.58 |
0.76 |
0.8% |
100.69 |
High |
99.75 |
101.89 |
2.14 |
2.1% |
103.39 |
Low |
97.74 |
98.02 |
0.28 |
0.3% |
98.12 |
Close |
99.09 |
100.74 |
1.65 |
1.7% |
100.22 |
Range |
2.01 |
3.87 |
1.86 |
92.5% |
5.27 |
ATR |
3.19 |
3.24 |
0.05 |
1.5% |
0.00 |
Volume |
376,801 |
454,043 |
77,242 |
20.5% |
1,270,422 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.83 |
110.15 |
102.87 |
|
R3 |
107.96 |
106.28 |
101.80 |
|
R2 |
104.09 |
104.09 |
101.45 |
|
R1 |
102.41 |
102.41 |
101.09 |
103.25 |
PP |
100.22 |
100.22 |
100.22 |
100.64 |
S1 |
98.54 |
98.54 |
100.39 |
99.38 |
S2 |
96.35 |
96.35 |
100.03 |
|
S3 |
92.48 |
94.67 |
99.68 |
|
S4 |
88.61 |
90.80 |
98.61 |
|
|
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 |
101.89 |
97.74 |
4.15 |
4.1% |
2.65 |
2.6% |
72% |
True |
False |
361,197 |
10 |
103.39 |
97.74 |
5.65 |
5.6% |
2.74 |
2.7% |
53% |
False |
False |
321,806 |
20 |
105.16 |
95.54 |
9.62 |
9.5% |
3.30 |
3.3% |
54% |
False |
False |
281,415 |
40 |
115.27 |
95.18 |
20.09 |
19.9% |
3.46 |
3.4% |
28% |
False |
False |
180,783 |
60 |
115.27 |
95.18 |
20.09 |
19.9% |
3.13 |
3.1% |
28% |
False |
False |
132,542 |
80 |
115.27 |
93.10 |
22.17 |
22.0% |
3.10 |
3.1% |
34% |
False |
False |
108,657 |
100 |
115.27 |
91.36 |
23.91 |
23.7% |
2.80 |
2.8% |
39% |
False |
False |
91,935 |
120 |
115.27 |
90.36 |
24.91 |
24.7% |
2.56 |
2.5% |
42% |
False |
False |
78,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.34 |
2.618 |
112.02 |
1.618 |
108.15 |
1.000 |
105.76 |
0.618 |
104.28 |
HIGH |
101.89 |
0.618 |
100.41 |
0.500 |
99.96 |
0.382 |
99.50 |
LOW |
98.02 |
0.618 |
95.63 |
1.000 |
94.15 |
1.618 |
91.76 |
2.618 |
87.89 |
4.250 |
81.57 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
100.48 |
100.43 |
PP |
100.22 |
100.12 |
S1 |
99.96 |
99.82 |
|