NYMEX Light Sweet Crude Oil Future September 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 |
101.50 |
99.95 |
-1.55 |
-1.5% |
101.72 |
High |
101.76 |
100.81 |
-0.95 |
-0.9% |
104.31 |
Low |
99.68 |
98.89 |
-0.79 |
-0.8% |
99.26 |
Close |
100.11 |
100.23 |
0.12 |
0.1% |
101.30 |
Range |
2.08 |
1.92 |
-0.16 |
-7.7% |
5.05 |
ATR |
3.17 |
3.08 |
-0.09 |
-2.8% |
0.00 |
Volume |
61,075 |
37,966 |
-23,109 |
-37.8% |
215,275 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.74 |
104.90 |
101.29 |
|
R3 |
103.82 |
102.98 |
100.76 |
|
R2 |
101.90 |
101.90 |
100.58 |
|
R1 |
101.06 |
101.06 |
100.41 |
101.48 |
PP |
99.98 |
99.98 |
99.98 |
100.19 |
S1 |
99.14 |
99.14 |
100.05 |
99.56 |
S2 |
98.06 |
98.06 |
99.88 |
|
S3 |
96.14 |
97.22 |
99.70 |
|
S4 |
94.22 |
95.30 |
99.17 |
|
|
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 |
98.89 |
5.42 |
5.4% |
2.46 |
2.5% |
25% |
False |
True |
54,655 |
10 |
104.31 |
97.48 |
6.83 |
6.8% |
2.61 |
2.6% |
40% |
False |
False |
49,492 |
20 |
105.73 |
96.35 |
9.38 |
9.4% |
3.21 |
3.2% |
41% |
False |
False |
42,275 |
40 |
115.63 |
95.85 |
19.78 |
19.7% |
3.33 |
3.3% |
22% |
False |
False |
34,230 |
60 |
115.63 |
95.85 |
19.78 |
19.7% |
2.89 |
2.9% |
22% |
False |
False |
27,556 |
80 |
115.63 |
94.50 |
21.13 |
21.1% |
2.81 |
2.8% |
27% |
False |
False |
25,749 |
100 |
115.63 |
92.33 |
23.30 |
23.2% |
2.52 |
2.5% |
34% |
False |
False |
23,022 |
120 |
115.63 |
89.83 |
25.80 |
25.7% |
2.31 |
2.3% |
40% |
False |
False |
20,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.97 |
2.618 |
105.84 |
1.618 |
103.92 |
1.000 |
102.73 |
0.618 |
102.00 |
HIGH |
100.81 |
0.618 |
100.08 |
0.500 |
99.85 |
0.382 |
99.62 |
LOW |
98.89 |
0.618 |
97.70 |
1.000 |
96.97 |
1.618 |
95.78 |
2.618 |
93.86 |
4.250 |
90.73 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
100.10 |
100.38 |
PP |
99.98 |
100.33 |
S1 |
99.85 |
100.28 |
|