NYMEX Light Sweet Crude Oil Future September 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 |
103.63 |
100.76 |
-2.87 |
-2.8% |
100.32 |
High |
104.31 |
101.92 |
-2.39 |
-2.3% |
102.80 |
Low |
100.93 |
99.62 |
-1.31 |
-1.3% |
97.16 |
Close |
101.33 |
101.49 |
0.16 |
0.2% |
101.63 |
Range |
3.38 |
2.30 |
-1.08 |
-32.0% |
5.64 |
ATR |
3.38 |
3.31 |
-0.08 |
-2.3% |
0.00 |
Volume |
52,992 |
49,674 |
-3,318 |
-6.3% |
218,356 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.91 |
107.00 |
102.76 |
|
R3 |
105.61 |
104.70 |
102.12 |
|
R2 |
103.31 |
103.31 |
101.91 |
|
R1 |
102.40 |
102.40 |
101.70 |
102.86 |
PP |
101.01 |
101.01 |
101.01 |
101.24 |
S1 |
100.10 |
100.10 |
101.28 |
100.56 |
S2 |
98.71 |
98.71 |
101.07 |
|
S3 |
96.41 |
97.80 |
100.86 |
|
S4 |
94.11 |
95.50 |
100.23 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.45 |
115.18 |
104.73 |
|
R3 |
111.81 |
109.54 |
103.18 |
|
R2 |
106.17 |
106.17 |
102.66 |
|
R1 |
103.90 |
103.90 |
102.15 |
105.04 |
PP |
100.53 |
100.53 |
100.53 |
101.10 |
S1 |
98.26 |
98.26 |
101.11 |
99.40 |
S2 |
94.89 |
94.89 |
100.60 |
|
S3 |
89.25 |
92.62 |
100.08 |
|
S4 |
83.61 |
86.98 |
98.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.31 |
99.62 |
4.69 |
4.6% |
2.53 |
2.5% |
40% |
False |
True |
49,407 |
10 |
104.31 |
97.13 |
7.18 |
7.1% |
2.94 |
2.9% |
61% |
False |
False |
43,071 |
20 |
110.27 |
95.85 |
14.42 |
14.2% |
4.08 |
4.0% |
39% |
False |
False |
40,098 |
40 |
115.63 |
95.85 |
19.78 |
19.5% |
3.29 |
3.2% |
29% |
False |
False |
31,178 |
60 |
115.63 |
95.85 |
19.78 |
19.5% |
2.91 |
2.9% |
29% |
False |
False |
25,684 |
80 |
115.63 |
94.50 |
21.13 |
20.8% |
2.77 |
2.7% |
33% |
False |
False |
24,048 |
100 |
115.63 |
92.33 |
23.30 |
23.0% |
2.50 |
2.5% |
39% |
False |
False |
21,552 |
120 |
115.63 |
89.83 |
25.80 |
25.4% |
2.27 |
2.2% |
45% |
False |
False |
18,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.70 |
2.618 |
107.94 |
1.618 |
105.64 |
1.000 |
104.22 |
0.618 |
103.34 |
HIGH |
101.92 |
0.618 |
101.04 |
0.500 |
100.77 |
0.382 |
100.50 |
LOW |
99.62 |
0.618 |
98.20 |
1.000 |
97.32 |
1.618 |
95.90 |
2.618 |
93.60 |
4.250 |
89.85 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
101.25 |
101.97 |
PP |
101.01 |
101.81 |
S1 |
100.77 |
101.65 |
|