NYMEX Light Sweet Crude Oil Future September 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 |
99.95 |
100.85 |
0.90 |
0.9% |
101.72 |
High |
100.81 |
102.80 |
1.99 |
2.0% |
104.31 |
Low |
98.89 |
99.16 |
0.27 |
0.3% |
99.26 |
Close |
100.23 |
101.78 |
1.55 |
1.5% |
101.30 |
Range |
1.92 |
3.64 |
1.72 |
89.6% |
5.05 |
ATR |
3.08 |
3.12 |
0.04 |
1.3% |
0.00 |
Volume |
37,966 |
72,519 |
34,553 |
91.0% |
215,275 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.17 |
110.61 |
103.78 |
|
R3 |
108.53 |
106.97 |
102.78 |
|
R2 |
104.89 |
104.89 |
102.45 |
|
R1 |
103.33 |
103.33 |
102.11 |
104.11 |
PP |
101.25 |
101.25 |
101.25 |
101.64 |
S1 |
99.69 |
99.69 |
101.45 |
100.47 |
S2 |
97.61 |
97.61 |
101.11 |
|
S3 |
93.97 |
96.05 |
100.78 |
|
S4 |
90.33 |
92.41 |
99.78 |
|
|
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 |
102.80 |
98.89 |
3.91 |
3.8% |
2.51 |
2.5% |
74% |
True |
False |
58,561 |
10 |
104.31 |
98.89 |
5.42 |
5.3% |
2.63 |
2.6% |
53% |
False |
False |
53,139 |
20 |
105.73 |
96.35 |
9.38 |
9.2% |
3.20 |
3.1% |
58% |
False |
False |
43,762 |
40 |
115.63 |
95.85 |
19.78 |
19.4% |
3.33 |
3.3% |
30% |
False |
False |
35,457 |
60 |
115.63 |
95.85 |
19.78 |
19.4% |
2.91 |
2.9% |
30% |
False |
False |
28,496 |
80 |
115.63 |
94.50 |
21.13 |
20.8% |
2.84 |
2.8% |
34% |
False |
False |
26,418 |
100 |
115.63 |
92.33 |
23.30 |
22.9% |
2.55 |
2.5% |
41% |
False |
False |
23,656 |
120 |
115.63 |
90.73 |
24.90 |
24.5% |
2.32 |
2.3% |
44% |
False |
False |
20,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.27 |
2.618 |
112.33 |
1.618 |
108.69 |
1.000 |
106.44 |
0.618 |
105.05 |
HIGH |
102.80 |
0.618 |
101.41 |
0.500 |
100.98 |
0.382 |
100.55 |
LOW |
99.16 |
0.618 |
96.91 |
1.000 |
95.52 |
1.618 |
93.27 |
2.618 |
89.63 |
4.250 |
83.69 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
101.51 |
101.47 |
PP |
101.25 |
101.16 |
S1 |
100.98 |
100.85 |
|