NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 02-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
103.22 |
100.35 |
-2.87 |
-2.8% |
100.03 |
High |
103.88 |
101.45 |
-2.43 |
-2.3% |
102.37 |
Low |
100.43 |
99.06 |
-1.37 |
-1.4% |
96.79 |
Close |
100.86 |
101.00 |
0.14 |
0.1% |
101.16 |
Range |
3.45 |
2.39 |
-1.06 |
-30.7% |
5.58 |
ATR |
3.44 |
3.37 |
-0.08 |
-2.2% |
0.00 |
Volume |
88,914 |
83,667 |
-5,247 |
-5.9% |
318,071 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.67 |
106.73 |
102.31 |
|
R3 |
105.28 |
104.34 |
101.66 |
|
R2 |
102.89 |
102.89 |
101.44 |
|
R1 |
101.95 |
101.95 |
101.22 |
102.42 |
PP |
100.50 |
100.50 |
100.50 |
100.74 |
S1 |
99.56 |
99.56 |
100.78 |
100.03 |
S2 |
98.11 |
98.11 |
100.56 |
|
S3 |
95.72 |
97.17 |
100.34 |
|
S4 |
93.33 |
94.78 |
99.69 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.85 |
114.58 |
104.23 |
|
R3 |
111.27 |
109.00 |
102.69 |
|
R2 |
105.69 |
105.69 |
102.18 |
|
R1 |
103.42 |
103.42 |
101.67 |
104.56 |
PP |
100.11 |
100.11 |
100.11 |
100.67 |
S1 |
97.84 |
97.84 |
100.65 |
98.98 |
S2 |
94.53 |
94.53 |
100.14 |
|
S3 |
88.95 |
92.26 |
99.63 |
|
S4 |
83.37 |
86.68 |
98.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.90 |
99.06 |
4.84 |
4.8% |
2.57 |
2.5% |
40% |
False |
True |
75,398 |
10 |
103.90 |
96.75 |
7.15 |
7.1% |
2.98 |
3.0% |
59% |
False |
False |
64,308 |
20 |
110.10 |
95.51 |
14.59 |
14.4% |
4.15 |
4.1% |
38% |
False |
False |
58,763 |
40 |
115.52 |
95.51 |
20.01 |
19.8% |
3.41 |
3.4% |
27% |
False |
False |
43,187 |
60 |
115.52 |
95.51 |
20.01 |
19.8% |
3.05 |
3.0% |
27% |
False |
False |
33,901 |
80 |
115.52 |
93.92 |
21.60 |
21.4% |
2.87 |
2.8% |
33% |
False |
False |
30,696 |
100 |
115.52 |
91.88 |
23.64 |
23.4% |
2.58 |
2.6% |
39% |
False |
False |
27,275 |
120 |
115.52 |
89.48 |
26.04 |
25.8% |
2.37 |
2.3% |
44% |
False |
False |
23,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.61 |
2.618 |
107.71 |
1.618 |
105.32 |
1.000 |
103.84 |
0.618 |
102.93 |
HIGH |
101.45 |
0.618 |
100.54 |
0.500 |
100.26 |
0.382 |
99.97 |
LOW |
99.06 |
0.618 |
97.58 |
1.000 |
96.67 |
1.618 |
95.19 |
2.618 |
92.80 |
4.250 |
88.90 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
100.75 |
101.48 |
PP |
100.50 |
101.32 |
S1 |
100.26 |
101.16 |
|