NYMEX Light Sweet Crude Oil Future September 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 |
101.70 |
101.50 |
-0.20 |
-0.2% |
101.72 |
High |
101.86 |
101.76 |
-0.10 |
-0.1% |
104.31 |
Low |
99.26 |
99.68 |
0.42 |
0.4% |
99.26 |
Close |
101.30 |
100.11 |
-1.19 |
-1.2% |
101.30 |
Range |
2.60 |
2.08 |
-0.52 |
-20.0% |
5.05 |
ATR |
3.26 |
3.17 |
-0.08 |
-2.6% |
0.00 |
Volume |
71,572 |
61,075 |
-10,497 |
-14.7% |
215,275 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.76 |
105.51 |
101.25 |
|
R3 |
104.68 |
103.43 |
100.68 |
|
R2 |
102.60 |
102.60 |
100.49 |
|
R1 |
101.35 |
101.35 |
100.30 |
100.94 |
PP |
100.52 |
100.52 |
100.52 |
100.31 |
S1 |
99.27 |
99.27 |
99.92 |
98.86 |
S2 |
98.44 |
98.44 |
99.73 |
|
S3 |
96.36 |
97.19 |
99.54 |
|
S4 |
94.28 |
95.11 |
98.97 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.77 |
114.09 |
104.08 |
|
R3 |
111.72 |
109.04 |
102.69 |
|
R2 |
106.67 |
106.67 |
102.23 |
|
R1 |
103.99 |
103.99 |
101.76 |
102.81 |
PP |
101.62 |
101.62 |
101.62 |
101.03 |
S1 |
98.94 |
98.94 |
100.84 |
97.76 |
S2 |
96.57 |
96.57 |
100.37 |
|
S3 |
91.52 |
93.89 |
99.91 |
|
S4 |
86.47 |
88.84 |
98.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.31 |
99.26 |
5.05 |
5.0% |
2.80 |
2.8% |
17% |
False |
False |
55,270 |
10 |
104.31 |
97.16 |
7.15 |
7.1% |
2.77 |
2.8% |
41% |
False |
False |
49,470 |
20 |
105.73 |
96.35 |
9.38 |
9.4% |
3.39 |
3.4% |
40% |
False |
False |
42,533 |
40 |
115.63 |
95.85 |
19.78 |
19.8% |
3.33 |
3.3% |
22% |
False |
False |
33,796 |
60 |
115.63 |
95.85 |
19.78 |
19.8% |
2.91 |
2.9% |
22% |
False |
False |
27,200 |
80 |
115.63 |
94.50 |
21.13 |
21.1% |
2.80 |
2.8% |
27% |
False |
False |
25,416 |
100 |
115.63 |
92.33 |
23.30 |
23.3% |
2.51 |
2.5% |
33% |
False |
False |
22,712 |
120 |
115.63 |
89.83 |
25.80 |
25.8% |
2.30 |
2.3% |
40% |
False |
False |
19,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.60 |
2.618 |
107.21 |
1.618 |
105.13 |
1.000 |
103.84 |
0.618 |
103.05 |
HIGH |
101.76 |
0.618 |
100.97 |
0.500 |
100.72 |
0.382 |
100.47 |
LOW |
99.68 |
0.618 |
98.39 |
1.000 |
97.60 |
1.618 |
96.31 |
2.618 |
94.23 |
4.250 |
90.84 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
100.72 |
100.59 |
PP |
100.52 |
100.43 |
S1 |
100.31 |
100.27 |
|