NYMEX Light Sweet Crude Oil Future October 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 |
102.10 |
100.31 |
-1.79 |
-1.8% |
102.05 |
| High |
102.10 |
101.22 |
-0.88 |
-0.9% |
104.65 |
| Low |
100.11 |
99.38 |
-0.73 |
-0.7% |
99.81 |
| Close |
100.56 |
100.71 |
0.15 |
0.1% |
101.76 |
| Range |
1.99 |
1.84 |
-0.15 |
-7.5% |
4.84 |
| ATR |
3.03 |
2.94 |
-0.08 |
-2.8% |
0.00 |
| Volume |
22,916 |
16,420 |
-6,496 |
-28.3% |
83,062 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.96 |
105.17 |
101.72 |
|
| R3 |
104.12 |
103.33 |
101.22 |
|
| R2 |
102.28 |
102.28 |
101.05 |
|
| R1 |
101.49 |
101.49 |
100.88 |
101.89 |
| PP |
100.44 |
100.44 |
100.44 |
100.63 |
| S1 |
99.65 |
99.65 |
100.54 |
100.05 |
| S2 |
98.60 |
98.60 |
100.37 |
|
| S3 |
96.76 |
97.81 |
100.20 |
|
| S4 |
94.92 |
95.97 |
99.70 |
|
|
| 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 |
99.38 |
5.27 |
5.2% |
2.36 |
2.3% |
25% |
False |
True |
21,471 |
| 10 |
104.65 |
97.87 |
6.78 |
6.7% |
2.52 |
2.5% |
42% |
False |
False |
19,115 |
| 20 |
105.81 |
96.56 |
9.25 |
9.2% |
3.07 |
3.0% |
45% |
False |
False |
16,579 |
| 40 |
115.58 |
96.56 |
19.02 |
18.9% |
3.12 |
3.1% |
22% |
False |
False |
13,682 |
| 60 |
115.58 |
96.56 |
19.02 |
18.9% |
2.70 |
2.7% |
22% |
False |
False |
11,713 |
| 80 |
115.58 |
95.00 |
20.58 |
20.4% |
2.60 |
2.6% |
28% |
False |
False |
11,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.04 |
|
2.618 |
106.04 |
|
1.618 |
104.20 |
|
1.000 |
103.06 |
|
0.618 |
102.36 |
|
HIGH |
101.22 |
|
0.618 |
100.52 |
|
0.500 |
100.30 |
|
0.382 |
100.08 |
|
LOW |
99.38 |
|
0.618 |
98.24 |
|
1.000 |
97.54 |
|
1.618 |
96.40 |
|
2.618 |
94.56 |
|
4.250 |
91.56 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.57 |
100.75 |
| PP |
100.44 |
100.74 |
| S1 |
100.30 |
100.72 |
|