NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
100.50 |
101.67 |
1.17 |
1.2% |
101.36 |
| High |
101.67 |
103.50 |
1.83 |
1.8% |
104.85 |
| Low |
99.76 |
100.05 |
0.29 |
0.3% |
100.30 |
| Close |
101.15 |
102.61 |
1.46 |
1.4% |
102.18 |
| Range |
1.91 |
3.45 |
1.54 |
80.6% |
4.55 |
| ATR |
2.83 |
2.87 |
0.04 |
1.6% |
0.00 |
| Volume |
8,855 |
18,943 |
10,088 |
113.9% |
38,335 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.40 |
110.96 |
104.51 |
|
| R3 |
108.95 |
107.51 |
103.56 |
|
| R2 |
105.50 |
105.50 |
103.24 |
|
| R1 |
104.06 |
104.06 |
102.93 |
104.78 |
| PP |
102.05 |
102.05 |
102.05 |
102.42 |
| S1 |
100.61 |
100.61 |
102.29 |
101.33 |
| S2 |
98.60 |
98.60 |
101.98 |
|
| S3 |
95.15 |
97.16 |
101.66 |
|
| S4 |
91.70 |
93.71 |
100.71 |
|
|
| 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 |
103.50 |
99.76 |
3.74 |
3.6% |
2.36 |
2.3% |
76% |
True |
False |
12,063 |
| 10 |
104.85 |
99.76 |
5.09 |
5.0% |
2.41 |
2.4% |
56% |
False |
False |
11,438 |
| 20 |
105.74 |
96.83 |
8.91 |
8.7% |
2.87 |
2.8% |
65% |
False |
False |
10,732 |
| 40 |
115.57 |
96.04 |
19.53 |
19.0% |
2.94 |
2.9% |
34% |
False |
False |
9,367 |
| 60 |
115.57 |
96.04 |
19.53 |
19.0% |
2.58 |
2.5% |
34% |
False |
False |
8,672 |
| 80 |
115.57 |
95.74 |
19.83 |
19.3% |
2.49 |
2.4% |
35% |
False |
False |
8,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.16 |
|
2.618 |
112.53 |
|
1.618 |
109.08 |
|
1.000 |
106.95 |
|
0.618 |
105.63 |
|
HIGH |
103.50 |
|
0.618 |
102.18 |
|
0.500 |
101.78 |
|
0.382 |
101.37 |
|
LOW |
100.05 |
|
0.618 |
97.92 |
|
1.000 |
96.60 |
|
1.618 |
94.47 |
|
2.618 |
91.02 |
|
4.250 |
85.39 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.33 |
102.28 |
| PP |
102.05 |
101.96 |
| S1 |
101.78 |
101.63 |
|