NYMEX Light Sweet Crude Oil Future August 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 |
100.93 |
99.38 |
-1.55 |
-1.5% |
101.21 |
High |
101.18 |
100.29 |
-0.89 |
-0.9% |
103.90 |
Low |
99.15 |
98.35 |
-0.80 |
-0.8% |
98.73 |
Close |
99.60 |
99.69 |
0.09 |
0.1% |
100.80 |
Range |
2.03 |
1.94 |
-0.09 |
-4.4% |
5.17 |
ATR |
3.23 |
3.14 |
-0.09 |
-2.9% |
0.00 |
Volume |
95,875 |
68,155 |
-27,720 |
-28.9% |
345,175 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.26 |
104.42 |
100.76 |
|
R3 |
103.32 |
102.48 |
100.22 |
|
R2 |
101.38 |
101.38 |
100.05 |
|
R1 |
100.54 |
100.54 |
99.87 |
100.96 |
PP |
99.44 |
99.44 |
99.44 |
99.66 |
S1 |
98.60 |
98.60 |
99.51 |
99.02 |
S2 |
97.50 |
97.50 |
99.33 |
|
S3 |
95.56 |
96.66 |
99.16 |
|
S4 |
93.62 |
94.72 |
98.62 |
|
|
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 |
103.88 |
98.35 |
5.53 |
5.5% |
2.52 |
2.5% |
24% |
False |
True |
90,997 |
10 |
103.90 |
97.13 |
6.77 |
6.8% |
2.65 |
2.7% |
38% |
False |
False |
77,322 |
20 |
105.52 |
95.95 |
9.57 |
9.6% |
3.26 |
3.3% |
39% |
False |
False |
64,630 |
40 |
115.52 |
95.51 |
20.01 |
20.1% |
3.42 |
3.4% |
21% |
False |
False |
48,555 |
60 |
115.52 |
95.51 |
20.01 |
20.1% |
3.02 |
3.0% |
21% |
False |
False |
37,428 |
80 |
115.52 |
93.92 |
21.60 |
21.7% |
2.91 |
2.9% |
27% |
False |
False |
33,673 |
100 |
115.52 |
91.88 |
23.64 |
23.7% |
2.61 |
2.6% |
33% |
False |
False |
29,795 |
120 |
115.52 |
89.80 |
25.72 |
25.8% |
2.40 |
2.4% |
38% |
False |
False |
25,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.54 |
2.618 |
105.37 |
1.618 |
103.43 |
1.000 |
102.23 |
0.618 |
101.49 |
HIGH |
100.29 |
0.618 |
99.55 |
0.500 |
99.32 |
0.382 |
99.09 |
LOW |
98.35 |
0.618 |
97.15 |
1.000 |
96.41 |
1.618 |
95.21 |
2.618 |
93.27 |
4.250 |
90.11 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
99.57 |
99.93 |
PP |
99.44 |
99.85 |
S1 |
99.32 |
99.77 |
|