NYMEX Light Sweet Crude Oil Future August 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 |
101.36 |
100.93 |
-0.43 |
-0.4% |
101.21 |
High |
101.50 |
101.18 |
-0.32 |
-0.3% |
103.90 |
Low |
98.73 |
99.15 |
0.42 |
0.4% |
98.73 |
Close |
100.80 |
99.60 |
-1.20 |
-1.2% |
100.80 |
Range |
2.77 |
2.03 |
-0.74 |
-26.7% |
5.17 |
ATR |
3.33 |
3.23 |
-0.09 |
-2.8% |
0.00 |
Volume |
118,378 |
95,875 |
-22,503 |
-19.0% |
345,175 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.07 |
104.86 |
100.72 |
|
R3 |
104.04 |
102.83 |
100.16 |
|
R2 |
102.01 |
102.01 |
99.97 |
|
R1 |
100.80 |
100.80 |
99.79 |
100.39 |
PP |
99.98 |
99.98 |
99.98 |
99.77 |
S1 |
98.77 |
98.77 |
99.41 |
98.36 |
S2 |
97.95 |
97.95 |
99.23 |
|
S3 |
95.92 |
96.74 |
99.04 |
|
S4 |
93.89 |
94.71 |
98.48 |
|
|
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 |
5.2% |
2.86 |
2.9% |
17% |
False |
False |
88,210 |
10 |
103.90 |
96.79 |
7.11 |
7.1% |
2.81 |
2.8% |
40% |
False |
False |
75,912 |
20 |
105.52 |
95.95 |
9.57 |
9.6% |
3.46 |
3.5% |
38% |
False |
False |
64,184 |
40 |
115.52 |
95.51 |
20.01 |
20.1% |
3.45 |
3.5% |
20% |
False |
False |
47,540 |
60 |
115.52 |
95.51 |
20.01 |
20.1% |
3.03 |
3.0% |
20% |
False |
False |
36,717 |
80 |
115.52 |
93.92 |
21.60 |
21.7% |
2.90 |
2.9% |
26% |
False |
False |
33,015 |
100 |
115.52 |
91.88 |
23.64 |
23.7% |
2.60 |
2.6% |
33% |
False |
False |
29,172 |
120 |
115.52 |
89.80 |
25.72 |
25.8% |
2.39 |
2.4% |
38% |
False |
False |
25,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.81 |
2.618 |
106.49 |
1.618 |
104.46 |
1.000 |
103.21 |
0.618 |
102.43 |
HIGH |
101.18 |
0.618 |
100.40 |
0.500 |
100.17 |
0.382 |
99.93 |
LOW |
99.15 |
0.618 |
97.90 |
1.000 |
97.12 |
1.618 |
95.87 |
2.618 |
93.84 |
4.250 |
90.52 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
100.17 |
100.12 |
PP |
99.98 |
99.94 |
S1 |
99.79 |
99.77 |
|