NYMEX Light Sweet Crude Oil Future August 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 |
99.38 |
100.22 |
0.84 |
0.8% |
101.21 |
High |
100.29 |
102.41 |
2.12 |
2.1% |
103.90 |
Low |
98.35 |
98.61 |
0.26 |
0.3% |
98.73 |
Close |
99.69 |
101.29 |
1.60 |
1.6% |
100.80 |
Range |
1.94 |
3.80 |
1.86 |
95.9% |
5.17 |
ATR |
3.14 |
3.19 |
0.05 |
1.5% |
0.00 |
Volume |
68,155 |
139,364 |
71,209 |
104.5% |
345,175 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.17 |
110.53 |
103.38 |
|
R3 |
108.37 |
106.73 |
102.34 |
|
R2 |
104.57 |
104.57 |
101.99 |
|
R1 |
102.93 |
102.93 |
101.64 |
103.75 |
PP |
100.77 |
100.77 |
100.77 |
101.18 |
S1 |
99.13 |
99.13 |
100.94 |
99.95 |
S2 |
96.97 |
96.97 |
100.59 |
|
S3 |
93.17 |
95.33 |
100.25 |
|
S4 |
89.37 |
91.53 |
99.20 |
|
|
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 |
102.41 |
98.35 |
4.06 |
4.0% |
2.59 |
2.6% |
72% |
True |
False |
101,087 |
10 |
103.90 |
98.35 |
5.55 |
5.5% |
2.68 |
2.6% |
53% |
False |
False |
86,245 |
20 |
105.52 |
95.95 |
9.57 |
9.4% |
3.26 |
3.2% |
56% |
False |
False |
68,183 |
40 |
115.52 |
95.51 |
20.01 |
19.8% |
3.41 |
3.4% |
29% |
False |
False |
51,242 |
60 |
115.52 |
95.51 |
20.01 |
19.8% |
3.05 |
3.0% |
29% |
False |
False |
39,450 |
80 |
115.52 |
93.92 |
21.60 |
21.3% |
2.94 |
2.9% |
34% |
False |
False |
35,224 |
100 |
115.52 |
91.88 |
23.64 |
23.3% |
2.64 |
2.6% |
40% |
False |
False |
31,083 |
120 |
115.52 |
90.58 |
24.94 |
24.6% |
2.42 |
2.4% |
43% |
False |
False |
26,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.56 |
2.618 |
112.36 |
1.618 |
108.56 |
1.000 |
106.21 |
0.618 |
104.76 |
HIGH |
102.41 |
0.618 |
100.96 |
0.500 |
100.51 |
0.382 |
100.06 |
LOW |
98.61 |
0.618 |
96.26 |
1.000 |
94.81 |
1.618 |
92.46 |
2.618 |
88.66 |
4.250 |
82.46 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
101.03 |
100.99 |
PP |
100.77 |
100.68 |
S1 |
100.51 |
100.38 |
|