NYMEX Light Sweet Crude Oil Future November 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 |
101.36 |
104.68 |
3.32 |
3.3% |
100.09 |
| High |
104.81 |
104.85 |
0.04 |
0.0% |
103.13 |
| Low |
101.36 |
101.65 |
0.29 |
0.3% |
97.63 |
| Close |
104.36 |
102.03 |
-2.33 |
-2.2% |
102.31 |
| Range |
3.45 |
3.20 |
-0.25 |
-7.2% |
5.50 |
| ATR |
3.08 |
3.09 |
0.01 |
0.3% |
0.00 |
| Volume |
8,762 |
7,958 |
-804 |
-9.2% |
55,393 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.44 |
110.44 |
103.79 |
|
| R3 |
109.24 |
107.24 |
102.91 |
|
| R2 |
106.04 |
106.04 |
102.62 |
|
| R1 |
104.04 |
104.04 |
102.32 |
103.44 |
| PP |
102.84 |
102.84 |
102.84 |
102.55 |
| S1 |
100.84 |
100.84 |
101.74 |
100.24 |
| S2 |
99.64 |
99.64 |
101.44 |
|
| S3 |
96.44 |
97.64 |
101.15 |
|
| S4 |
93.24 |
94.44 |
100.27 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.52 |
115.42 |
105.34 |
|
| R3 |
112.02 |
109.92 |
103.82 |
|
| R2 |
106.52 |
106.52 |
103.32 |
|
| R1 |
104.42 |
104.42 |
102.81 |
105.47 |
| PP |
101.02 |
101.02 |
101.02 |
101.55 |
| S1 |
98.92 |
98.92 |
101.81 |
99.97 |
| S2 |
95.52 |
95.52 |
101.30 |
|
| S3 |
90.02 |
93.42 |
100.80 |
|
| S4 |
84.52 |
87.92 |
99.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.85 |
99.99 |
4.86 |
4.8% |
2.47 |
2.4% |
42% |
True |
False |
10,812 |
| 10 |
104.85 |
97.63 |
7.22 |
7.1% |
2.57 |
2.5% |
61% |
True |
False |
9,740 |
| 20 |
112.05 |
96.04 |
16.01 |
15.7% |
3.73 |
3.7% |
37% |
False |
False |
10,331 |
| 40 |
115.57 |
96.04 |
19.53 |
19.1% |
2.88 |
2.8% |
31% |
False |
False |
8,732 |
| 60 |
115.57 |
96.04 |
19.53 |
19.1% |
2.56 |
2.5% |
31% |
False |
False |
8,385 |
| 80 |
115.57 |
95.74 |
19.83 |
19.4% |
2.41 |
2.4% |
32% |
False |
False |
8,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.45 |
|
2.618 |
113.23 |
|
1.618 |
110.03 |
|
1.000 |
108.05 |
|
0.618 |
106.83 |
|
HIGH |
104.85 |
|
0.618 |
103.63 |
|
0.500 |
103.25 |
|
0.382 |
102.87 |
|
LOW |
101.65 |
|
0.618 |
99.67 |
|
1.000 |
98.45 |
|
1.618 |
96.47 |
|
2.618 |
93.27 |
|
4.250 |
88.05 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.25 |
103.11 |
| PP |
102.84 |
102.75 |
| S1 |
102.44 |
102.39 |
|