NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
102.05 |
104.15 |
2.10 |
2.1% |
100.54 |
| High |
104.59 |
104.65 |
0.06 |
0.1% |
103.09 |
| Low |
101.05 |
101.30 |
0.25 |
0.2% |
97.46 |
| Close |
104.09 |
101.72 |
-2.37 |
-2.3% |
102.00 |
| Range |
3.54 |
3.35 |
-0.19 |
-5.4% |
5.63 |
| ATR |
3.23 |
3.23 |
0.01 |
0.3% |
0.00 |
| Volume |
15,042 |
14,916 |
-126 |
-0.8% |
83,597 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.61 |
110.51 |
103.56 |
|
| R3 |
109.26 |
107.16 |
102.64 |
|
| R2 |
105.91 |
105.91 |
102.33 |
|
| R1 |
103.81 |
103.81 |
102.03 |
103.19 |
| PP |
102.56 |
102.56 |
102.56 |
102.24 |
| S1 |
100.46 |
100.46 |
101.41 |
99.84 |
| S2 |
99.21 |
99.21 |
101.11 |
|
| S3 |
95.86 |
97.11 |
100.80 |
|
| S4 |
92.51 |
93.76 |
99.88 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.74 |
115.50 |
105.10 |
|
| R3 |
112.11 |
109.87 |
103.55 |
|
| R2 |
106.48 |
106.48 |
103.03 |
|
| R1 |
104.24 |
104.24 |
102.52 |
105.36 |
| PP |
100.85 |
100.85 |
100.85 |
101.41 |
| S1 |
98.61 |
98.61 |
101.48 |
99.73 |
| S2 |
95.22 |
95.22 |
100.97 |
|
| S3 |
89.59 |
92.98 |
100.45 |
|
| S4 |
83.96 |
87.35 |
98.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.65 |
99.40 |
5.25 |
5.2% |
2.68 |
2.6% |
44% |
True |
False |
17,144 |
| 10 |
104.65 |
97.46 |
7.19 |
7.1% |
2.86 |
2.8% |
59% |
True |
False |
15,096 |
| 20 |
112.13 |
96.56 |
15.57 |
15.3% |
3.88 |
3.8% |
33% |
False |
False |
14,792 |
| 40 |
115.58 |
96.56 |
19.02 |
18.7% |
3.05 |
3.0% |
27% |
False |
False |
12,219 |
| 60 |
115.58 |
96.56 |
19.02 |
18.7% |
2.73 |
2.7% |
27% |
False |
False |
10,796 |
| 80 |
115.58 |
95.00 |
20.58 |
20.2% |
2.56 |
2.5% |
33% |
False |
False |
10,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.89 |
|
2.618 |
113.42 |
|
1.618 |
110.07 |
|
1.000 |
108.00 |
|
0.618 |
106.72 |
|
HIGH |
104.65 |
|
0.618 |
103.37 |
|
0.500 |
102.98 |
|
0.382 |
102.58 |
|
LOW |
101.30 |
|
0.618 |
99.23 |
|
1.000 |
97.95 |
|
1.618 |
95.88 |
|
2.618 |
92.53 |
|
4.250 |
87.06 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.98 |
102.85 |
| PP |
102.56 |
102.47 |
| S1 |
102.14 |
102.10 |
|