NYMEX Light Sweet Crude Oil Future August 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 |
100.35 |
101.36 |
1.01 |
1.0% |
101.21 |
High |
101.45 |
101.50 |
0.05 |
0.0% |
103.90 |
Low |
99.06 |
98.73 |
-0.33 |
-0.3% |
98.73 |
Close |
101.00 |
100.80 |
-0.20 |
-0.2% |
100.80 |
Range |
2.39 |
2.77 |
0.38 |
15.9% |
5.17 |
ATR |
3.37 |
3.33 |
-0.04 |
-1.3% |
0.00 |
Volume |
83,667 |
118,378 |
34,711 |
41.5% |
345,175 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.65 |
107.50 |
102.32 |
|
R3 |
105.88 |
104.73 |
101.56 |
|
R2 |
103.11 |
103.11 |
101.31 |
|
R1 |
101.96 |
101.96 |
101.05 |
101.15 |
PP |
100.34 |
100.34 |
100.34 |
99.94 |
S1 |
99.19 |
99.19 |
100.55 |
98.38 |
S2 |
97.57 |
97.57 |
100.29 |
|
S3 |
94.80 |
96.42 |
100.04 |
|
S4 |
92.03 |
93.65 |
99.28 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.65 |
113.90 |
103.64 |
|
R3 |
111.48 |
108.73 |
102.22 |
|
R2 |
106.31 |
106.31 |
101.75 |
|
R1 |
103.56 |
103.56 |
101.27 |
102.35 |
PP |
101.14 |
101.14 |
101.14 |
100.54 |
S1 |
98.39 |
98.39 |
100.33 |
97.18 |
S2 |
95.97 |
95.97 |
99.85 |
|
S3 |
90.80 |
93.22 |
99.38 |
|
S4 |
85.63 |
88.05 |
97.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.90 |
98.73 |
5.17 |
5.1% |
2.69 |
2.7% |
40% |
False |
True |
86,782 |
10 |
103.90 |
96.75 |
7.15 |
7.1% |
3.01 |
3.0% |
57% |
False |
False |
70,727 |
20 |
105.52 |
95.51 |
10.01 |
9.9% |
3.74 |
3.7% |
53% |
False |
False |
62,320 |
40 |
115.52 |
95.51 |
20.01 |
19.9% |
3.45 |
3.4% |
26% |
False |
False |
45,647 |
60 |
115.52 |
95.51 |
20.01 |
19.9% |
3.07 |
3.0% |
26% |
False |
False |
35,447 |
80 |
115.52 |
93.92 |
21.60 |
21.4% |
2.88 |
2.9% |
32% |
False |
False |
32,030 |
100 |
115.52 |
91.88 |
23.64 |
23.5% |
2.60 |
2.6% |
38% |
False |
False |
28,333 |
120 |
115.52 |
89.80 |
25.72 |
25.5% |
2.38 |
2.4% |
43% |
False |
False |
24,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.27 |
2.618 |
108.75 |
1.618 |
105.98 |
1.000 |
104.27 |
0.618 |
103.21 |
HIGH |
101.50 |
0.618 |
100.44 |
0.500 |
100.12 |
0.382 |
99.79 |
LOW |
98.73 |
0.618 |
97.02 |
1.000 |
95.96 |
1.618 |
94.25 |
2.618 |
91.48 |
4.250 |
86.96 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
100.57 |
101.31 |
PP |
100.34 |
101.14 |
S1 |
100.12 |
100.97 |
|