NYMEX Light Sweet Crude Oil Future November 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 |
102.47 |
100.50 |
-1.97 |
-1.9% |
101.36 |
High |
102.47 |
101.67 |
-0.80 |
-0.8% |
104.85 |
Low |
100.55 |
99.76 |
-0.79 |
-0.8% |
100.30 |
Close |
100.96 |
101.15 |
0.19 |
0.2% |
102.18 |
Range |
1.92 |
1.91 |
-0.01 |
-0.5% |
4.55 |
ATR |
2.90 |
2.83 |
-0.07 |
-2.4% |
0.00 |
Volume |
10,905 |
8,855 |
-2,050 |
-18.8% |
38,335 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.59 |
105.78 |
102.20 |
|
R3 |
104.68 |
103.87 |
101.68 |
|
R2 |
102.77 |
102.77 |
101.50 |
|
R1 |
101.96 |
101.96 |
101.33 |
102.37 |
PP |
100.86 |
100.86 |
100.86 |
101.06 |
S1 |
100.05 |
100.05 |
100.97 |
100.46 |
S2 |
98.95 |
98.95 |
100.80 |
|
S3 |
97.04 |
98.14 |
100.62 |
|
S4 |
95.13 |
96.23 |
100.10 |
|
|
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 |
99.76 |
5.09 |
5.0% |
2.31 |
2.3% |
27% |
False |
True |
9,866 |
10 |
104.85 |
99.24 |
5.61 |
5.5% |
2.28 |
2.3% |
34% |
False |
False |
10,370 |
20 |
105.74 |
96.83 |
8.91 |
8.8% |
2.89 |
2.9% |
48% |
False |
False |
10,508 |
40 |
115.57 |
96.04 |
19.53 |
19.3% |
2.94 |
2.9% |
26% |
False |
False |
9,118 |
60 |
115.57 |
96.04 |
19.53 |
19.3% |
2.55 |
2.5% |
26% |
False |
False |
8,472 |
80 |
115.57 |
95.74 |
19.83 |
19.6% |
2.46 |
2.4% |
27% |
False |
False |
8,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.79 |
2.618 |
106.67 |
1.618 |
104.76 |
1.000 |
103.58 |
0.618 |
102.85 |
HIGH |
101.67 |
0.618 |
100.94 |
0.500 |
100.72 |
0.382 |
100.49 |
LOW |
99.76 |
0.618 |
98.58 |
1.000 |
97.85 |
1.618 |
96.67 |
2.618 |
94.76 |
4.250 |
91.64 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
101.01 |
101.19 |
PP |
100.86 |
101.18 |
S1 |
100.72 |
101.16 |
|