NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
102.62 |
102.47 |
-0.15 |
-0.1% |
101.36 |
| High |
102.62 |
102.47 |
-0.15 |
-0.1% |
104.85 |
| Low |
100.30 |
100.55 |
0.25 |
0.2% |
100.30 |
| Close |
102.18 |
100.96 |
-1.22 |
-1.2% |
102.18 |
| Range |
2.32 |
1.92 |
-0.40 |
-17.2% |
4.55 |
| ATR |
2.98 |
2.90 |
-0.08 |
-2.5% |
0.00 |
| Volume |
11,983 |
10,905 |
-1,078 |
-9.0% |
38,335 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.09 |
105.94 |
102.02 |
|
| R3 |
105.17 |
104.02 |
101.49 |
|
| R2 |
103.25 |
103.25 |
101.31 |
|
| R1 |
102.10 |
102.10 |
101.14 |
101.72 |
| PP |
101.33 |
101.33 |
101.33 |
101.13 |
| S1 |
100.18 |
100.18 |
100.78 |
99.80 |
| S2 |
99.41 |
99.41 |
100.61 |
|
| S3 |
97.49 |
98.26 |
100.43 |
|
| S4 |
95.57 |
96.34 |
99.90 |
|
|
| 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% |
2.61 |
2.6% |
15% |
False |
False |
9,848 |
| 10 |
104.85 |
97.63 |
7.22 |
7.2% |
2.35 |
2.3% |
46% |
False |
False |
10,463 |
| 20 |
105.74 |
96.83 |
8.91 |
8.8% |
3.03 |
3.0% |
46% |
False |
False |
10,646 |
| 40 |
115.57 |
96.04 |
19.53 |
19.3% |
2.95 |
2.9% |
25% |
False |
False |
9,135 |
| 60 |
115.57 |
96.04 |
19.53 |
19.3% |
2.56 |
2.5% |
25% |
False |
False |
8,480 |
| 80 |
115.57 |
95.74 |
19.83 |
19.6% |
2.45 |
2.4% |
26% |
False |
False |
8,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.63 |
|
2.618 |
107.50 |
|
1.618 |
105.58 |
|
1.000 |
104.39 |
|
0.618 |
103.66 |
|
HIGH |
102.47 |
|
0.618 |
101.74 |
|
0.500 |
101.51 |
|
0.382 |
101.28 |
|
LOW |
100.55 |
|
0.618 |
99.36 |
|
1.000 |
98.63 |
|
1.618 |
97.44 |
|
2.618 |
95.52 |
|
4.250 |
92.39 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.51 |
101.46 |
| PP |
101.33 |
101.29 |
| S1 |
101.14 |
101.13 |
|