NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
101.12 |
102.35 |
1.23 |
1.2% |
102.05 |
| High |
103.17 |
103.76 |
0.59 |
0.6% |
104.65 |
| Low |
99.64 |
102.23 |
2.59 |
2.6% |
99.81 |
| Close |
102.22 |
103.31 |
1.09 |
1.1% |
101.76 |
| Range |
3.53 |
1.53 |
-2.00 |
-56.7% |
4.84 |
| ATR |
2.99 |
2.88 |
-0.10 |
-3.5% |
0.00 |
| Volume |
26,989 |
40,354 |
13,365 |
49.5% |
83,062 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.69 |
107.03 |
104.15 |
|
| R3 |
106.16 |
105.50 |
103.73 |
|
| R2 |
104.63 |
104.63 |
103.59 |
|
| R1 |
103.97 |
103.97 |
103.45 |
104.30 |
| PP |
103.10 |
103.10 |
103.10 |
103.27 |
| S1 |
102.44 |
102.44 |
103.17 |
102.77 |
| S2 |
101.57 |
101.57 |
103.03 |
|
| S3 |
100.04 |
100.91 |
102.89 |
|
| S4 |
98.51 |
99.38 |
102.47 |
|
|
| 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 |
103.76 |
99.38 |
4.38 |
4.2% |
2.24 |
2.2% |
90% |
True |
False |
28,920 |
| 10 |
104.65 |
99.38 |
5.27 |
5.1% |
2.36 |
2.3% |
75% |
False |
False |
23,201 |
| 20 |
104.65 |
96.56 |
8.09 |
7.8% |
2.78 |
2.7% |
83% |
False |
False |
18,253 |
| 40 |
115.58 |
96.56 |
19.02 |
18.4% |
3.06 |
3.0% |
35% |
False |
False |
14,830 |
| 60 |
115.58 |
96.56 |
19.02 |
18.4% |
2.68 |
2.6% |
35% |
False |
False |
12,659 |
| 80 |
115.58 |
95.00 |
20.58 |
19.9% |
2.63 |
2.5% |
40% |
False |
False |
11,951 |
| 100 |
115.58 |
92.69 |
22.89 |
22.2% |
2.38 |
2.3% |
46% |
False |
False |
11,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.26 |
|
2.618 |
107.77 |
|
1.618 |
106.24 |
|
1.000 |
105.29 |
|
0.618 |
104.71 |
|
HIGH |
103.76 |
|
0.618 |
103.18 |
|
0.500 |
103.00 |
|
0.382 |
102.81 |
|
LOW |
102.23 |
|
0.618 |
101.28 |
|
1.000 |
100.70 |
|
1.618 |
99.75 |
|
2.618 |
98.22 |
|
4.250 |
95.73 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.21 |
102.73 |
| PP |
103.10 |
102.15 |
| S1 |
103.00 |
101.57 |
|