NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
101.30 |
102.12 |
0.82 |
0.8% |
102.05 |
| High |
102.33 |
102.12 |
-0.21 |
-0.2% |
104.65 |
| Low |
100.00 |
99.81 |
-0.19 |
-0.2% |
99.81 |
| Close |
101.95 |
101.76 |
-0.19 |
-0.2% |
101.76 |
| Range |
2.33 |
2.31 |
-0.02 |
-0.9% |
4.84 |
| ATR |
3.17 |
3.11 |
-0.06 |
-1.9% |
0.00 |
| Volume |
15,183 |
37,921 |
22,738 |
149.8% |
83,062 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.16 |
107.27 |
103.03 |
|
| R3 |
105.85 |
104.96 |
102.40 |
|
| R2 |
103.54 |
103.54 |
102.18 |
|
| R1 |
102.65 |
102.65 |
101.97 |
101.94 |
| PP |
101.23 |
101.23 |
101.23 |
100.88 |
| S1 |
100.34 |
100.34 |
101.55 |
99.63 |
| S2 |
98.92 |
98.92 |
101.34 |
|
| S3 |
96.61 |
98.03 |
101.12 |
|
| S4 |
94.30 |
95.72 |
100.49 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.59 |
114.02 |
104.42 |
|
| R3 |
111.75 |
109.18 |
103.09 |
|
| R2 |
106.91 |
106.91 |
102.65 |
|
| R1 |
104.34 |
104.34 |
102.20 |
103.21 |
| PP |
102.07 |
102.07 |
102.07 |
101.51 |
| S1 |
99.50 |
99.50 |
101.32 |
98.37 |
| S2 |
97.23 |
97.23 |
100.87 |
|
| S3 |
92.39 |
94.66 |
100.43 |
|
| S4 |
87.55 |
89.82 |
99.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.65 |
99.81 |
4.84 |
4.8% |
2.53 |
2.5% |
40% |
False |
True |
22,567 |
| 10 |
104.65 |
97.46 |
7.19 |
7.1% |
2.80 |
2.8% |
60% |
False |
False |
17,750 |
| 20 |
105.81 |
96.56 |
9.25 |
9.1% |
3.47 |
3.4% |
56% |
False |
False |
16,304 |
| 40 |
115.58 |
96.56 |
19.02 |
18.7% |
3.11 |
3.1% |
27% |
False |
False |
13,132 |
| 60 |
115.58 |
96.56 |
19.02 |
18.7% |
2.75 |
2.7% |
27% |
False |
False |
11,344 |
| 80 |
115.58 |
95.00 |
20.58 |
20.2% |
2.58 |
2.5% |
33% |
False |
False |
11,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.94 |
|
2.618 |
108.17 |
|
1.618 |
105.86 |
|
1.000 |
104.43 |
|
0.618 |
103.55 |
|
HIGH |
102.12 |
|
0.618 |
101.24 |
|
0.500 |
100.97 |
|
0.382 |
100.69 |
|
LOW |
99.81 |
|
0.618 |
98.38 |
|
1.000 |
97.50 |
|
1.618 |
96.07 |
|
2.618 |
93.76 |
|
4.250 |
89.99 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.50 |
102.23 |
| PP |
101.23 |
102.07 |
| S1 |
100.97 |
101.92 |
|