NYMEX Light Sweet Crude Oil Future November 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 |
101.26 |
102.62 |
1.36 |
1.3% |
101.36 |
| High |
102.62 |
102.62 |
0.00 |
0.0% |
104.85 |
| Low |
100.44 |
100.30 |
-0.14 |
-0.1% |
100.30 |
| Close |
102.34 |
102.18 |
-0.16 |
-0.2% |
102.18 |
| Range |
2.18 |
2.32 |
0.14 |
6.4% |
4.55 |
| ATR |
3.03 |
2.98 |
-0.05 |
-1.7% |
0.00 |
| Volume |
9,632 |
11,983 |
2,351 |
24.4% |
38,335 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.66 |
107.74 |
103.46 |
|
| R3 |
106.34 |
105.42 |
102.82 |
|
| R2 |
104.02 |
104.02 |
102.61 |
|
| R1 |
103.10 |
103.10 |
102.39 |
102.40 |
| PP |
101.70 |
101.70 |
101.70 |
101.35 |
| S1 |
100.78 |
100.78 |
101.97 |
100.08 |
| S2 |
99.38 |
99.38 |
101.75 |
|
| S3 |
97.06 |
98.46 |
101.54 |
|
| S4 |
94.74 |
96.14 |
100.90 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.09 |
113.69 |
104.68 |
|
| R3 |
111.54 |
109.14 |
103.43 |
|
| R2 |
106.99 |
106.99 |
103.01 |
|
| R1 |
104.59 |
104.59 |
102.60 |
105.79 |
| PP |
102.44 |
102.44 |
102.44 |
103.05 |
| S1 |
100.04 |
100.04 |
101.76 |
101.24 |
| S2 |
97.89 |
97.89 |
101.35 |
|
| S3 |
93.34 |
95.49 |
100.93 |
|
| S4 |
88.79 |
90.94 |
99.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.85 |
100.30 |
4.55 |
4.5% |
2.44 |
2.4% |
41% |
False |
True |
11,442 |
| 10 |
104.85 |
97.63 |
7.22 |
7.1% |
2.52 |
2.5% |
63% |
False |
False |
10,029 |
| 20 |
105.74 |
96.04 |
9.70 |
9.5% |
3.31 |
3.2% |
63% |
False |
False |
10,700 |
| 40 |
115.57 |
96.04 |
19.53 |
19.1% |
2.95 |
2.9% |
31% |
False |
False |
9,005 |
| 60 |
115.57 |
96.04 |
19.53 |
19.1% |
2.59 |
2.5% |
31% |
False |
False |
8,436 |
| 80 |
115.57 |
95.74 |
19.83 |
19.4% |
2.43 |
2.4% |
32% |
False |
False |
8,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.48 |
|
2.618 |
108.69 |
|
1.618 |
106.37 |
|
1.000 |
104.94 |
|
0.618 |
104.05 |
|
HIGH |
102.62 |
|
0.618 |
101.73 |
|
0.500 |
101.46 |
|
0.382 |
101.19 |
|
LOW |
100.30 |
|
0.618 |
98.87 |
|
1.000 |
97.98 |
|
1.618 |
96.55 |
|
2.618 |
94.23 |
|
4.250 |
90.44 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.94 |
102.58 |
| PP |
101.70 |
102.44 |
| S1 |
101.46 |
102.31 |
|