NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
101.67 |
102.74 |
1.07 |
1.1% |
101.36 |
| High |
103.50 |
104.00 |
0.50 |
0.5% |
104.85 |
| Low |
100.05 |
102.51 |
2.46 |
2.5% |
100.30 |
| Close |
102.61 |
103.64 |
1.03 |
1.0% |
102.18 |
| Range |
3.45 |
1.49 |
-1.96 |
-56.8% |
4.55 |
| ATR |
2.87 |
2.78 |
-0.10 |
-3.4% |
0.00 |
| Volume |
18,943 |
25,446 |
6,503 |
34.3% |
38,335 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.85 |
107.24 |
104.46 |
|
| R3 |
106.36 |
105.75 |
104.05 |
|
| R2 |
104.87 |
104.87 |
103.91 |
|
| R1 |
104.26 |
104.26 |
103.78 |
104.57 |
| PP |
103.38 |
103.38 |
103.38 |
103.54 |
| S1 |
102.77 |
102.77 |
103.50 |
103.08 |
| S2 |
101.89 |
101.89 |
103.37 |
|
| S3 |
100.40 |
101.28 |
103.23 |
|
| S4 |
98.91 |
99.79 |
102.82 |
|
|
| 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 |
104.00 |
99.76 |
4.24 |
4.1% |
2.22 |
2.1% |
92% |
True |
False |
15,226 |
| 10 |
104.85 |
99.76 |
5.09 |
4.9% |
2.27 |
2.2% |
76% |
False |
False |
13,189 |
| 20 |
104.85 |
96.83 |
8.02 |
7.7% |
2.59 |
2.5% |
85% |
False |
False |
11,440 |
| 40 |
115.57 |
96.04 |
19.53 |
18.8% |
2.89 |
2.8% |
39% |
False |
False |
9,764 |
| 60 |
115.57 |
96.04 |
19.53 |
18.8% |
2.53 |
2.4% |
39% |
False |
False |
9,043 |
| 80 |
115.57 |
95.74 |
19.83 |
19.1% |
2.48 |
2.4% |
40% |
False |
False |
9,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.33 |
|
2.618 |
107.90 |
|
1.618 |
106.41 |
|
1.000 |
105.49 |
|
0.618 |
104.92 |
|
HIGH |
104.00 |
|
0.618 |
103.43 |
|
0.500 |
103.26 |
|
0.382 |
103.08 |
|
LOW |
102.51 |
|
0.618 |
101.59 |
|
1.000 |
101.02 |
|
1.618 |
100.10 |
|
2.618 |
98.61 |
|
4.250 |
96.18 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.51 |
103.05 |
| PP |
103.38 |
102.47 |
| S1 |
103.26 |
101.88 |
|