NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
102.74 |
103.57 |
0.83 |
0.8% |
102.47 |
| High |
104.00 |
103.57 |
-0.43 |
-0.4% |
104.00 |
| Low |
102.51 |
100.60 |
-1.91 |
-1.9% |
99.76 |
| Close |
103.64 |
101.30 |
-2.34 |
-2.3% |
101.30 |
| Range |
1.49 |
2.97 |
1.48 |
99.3% |
4.24 |
| ATR |
2.78 |
2.79 |
0.02 |
0.7% |
0.00 |
| Volume |
25,446 |
33,956 |
8,510 |
33.4% |
98,105 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.73 |
108.99 |
102.93 |
|
| R3 |
107.76 |
106.02 |
102.12 |
|
| R2 |
104.79 |
104.79 |
101.84 |
|
| R1 |
103.05 |
103.05 |
101.57 |
102.44 |
| PP |
101.82 |
101.82 |
101.82 |
101.52 |
| S1 |
100.08 |
100.08 |
101.03 |
99.47 |
| S2 |
98.85 |
98.85 |
100.76 |
|
| S3 |
95.88 |
97.11 |
100.48 |
|
| S4 |
92.91 |
94.14 |
99.67 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.41 |
112.09 |
103.63 |
|
| R3 |
110.17 |
107.85 |
102.47 |
|
| R2 |
105.93 |
105.93 |
102.08 |
|
| R1 |
103.61 |
103.61 |
101.69 |
102.65 |
| PP |
101.69 |
101.69 |
101.69 |
101.21 |
| S1 |
99.37 |
99.37 |
100.91 |
98.41 |
| S2 |
97.45 |
97.45 |
100.52 |
|
| S3 |
93.21 |
95.13 |
100.13 |
|
| S4 |
88.97 |
90.89 |
98.97 |
|
|
| 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 |
4.2% |
2.35 |
2.3% |
36% |
False |
False |
19,621 |
| 10 |
104.85 |
99.76 |
5.09 |
5.0% |
2.40 |
2.4% |
30% |
False |
False |
15,531 |
| 20 |
104.85 |
96.83 |
8.02 |
7.9% |
2.50 |
2.5% |
56% |
False |
False |
12,332 |
| 40 |
115.57 |
96.04 |
19.53 |
19.3% |
2.93 |
2.9% |
27% |
False |
False |
10,360 |
| 60 |
115.57 |
96.04 |
19.53 |
19.3% |
2.53 |
2.5% |
27% |
False |
False |
9,491 |
| 80 |
115.57 |
95.74 |
19.83 |
19.6% |
2.50 |
2.5% |
28% |
False |
False |
9,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.19 |
|
2.618 |
111.35 |
|
1.618 |
108.38 |
|
1.000 |
106.54 |
|
0.618 |
105.41 |
|
HIGH |
103.57 |
|
0.618 |
102.44 |
|
0.500 |
102.09 |
|
0.382 |
101.73 |
|
LOW |
100.60 |
|
0.618 |
98.76 |
|
1.000 |
97.63 |
|
1.618 |
95.79 |
|
2.618 |
92.82 |
|
4.250 |
87.98 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.09 |
102.03 |
| PP |
101.82 |
101.78 |
| S1 |
101.56 |
101.54 |
|