NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
102.50 |
104.60 |
2.10 |
2.0% |
100.94 |
| High |
105.14 |
105.10 |
-0.04 |
0.0% |
103.50 |
| Low |
101.75 |
101.90 |
0.15 |
0.1% |
97.77 |
| Close |
104.57 |
102.28 |
-2.29 |
-2.2% |
102.56 |
| Range |
3.39 |
3.20 |
-0.19 |
-5.6% |
5.73 |
| ATR |
3.31 |
3.30 |
-0.01 |
-0.2% |
0.00 |
| Volume |
41,018 |
44,931 |
3,913 |
9.5% |
237,733 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.69 |
110.69 |
104.04 |
|
| R3 |
109.49 |
107.49 |
103.16 |
|
| R2 |
106.29 |
106.29 |
102.87 |
|
| R1 |
104.29 |
104.29 |
102.57 |
103.69 |
| PP |
103.09 |
103.09 |
103.09 |
102.80 |
| S1 |
101.09 |
101.09 |
101.99 |
100.49 |
| S2 |
99.89 |
99.89 |
101.69 |
|
| S3 |
96.69 |
97.89 |
101.40 |
|
| S4 |
93.49 |
94.69 |
100.52 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.47 |
116.24 |
105.71 |
|
| R3 |
112.74 |
110.51 |
104.14 |
|
| R2 |
107.01 |
107.01 |
103.61 |
|
| R1 |
104.78 |
104.78 |
103.09 |
105.90 |
| PP |
101.28 |
101.28 |
101.28 |
101.83 |
| S1 |
99.05 |
99.05 |
102.03 |
100.17 |
| S2 |
95.55 |
95.55 |
101.51 |
|
| S3 |
89.82 |
93.32 |
100.98 |
|
| S4 |
84.09 |
87.59 |
99.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.14 |
99.87 |
5.27 |
5.2% |
2.58 |
2.5% |
46% |
False |
False |
49,262 |
| 10 |
105.14 |
97.77 |
7.37 |
7.2% |
2.85 |
2.8% |
61% |
False |
False |
46,328 |
| 20 |
112.16 |
95.79 |
16.37 |
16.0% |
4.04 |
3.9% |
40% |
False |
False |
52,679 |
| 40 |
115.50 |
95.79 |
19.71 |
19.3% |
3.27 |
3.2% |
33% |
False |
False |
46,578 |
| 60 |
115.50 |
95.79 |
19.71 |
19.3% |
3.00 |
2.9% |
33% |
False |
False |
45,462 |
| 80 |
115.50 |
95.75 |
19.75 |
19.3% |
2.86 |
2.8% |
33% |
False |
False |
49,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.70 |
|
2.618 |
113.48 |
|
1.618 |
110.28 |
|
1.000 |
108.30 |
|
0.618 |
107.08 |
|
HIGH |
105.10 |
|
0.618 |
103.88 |
|
0.500 |
103.50 |
|
0.382 |
103.12 |
|
LOW |
101.90 |
|
0.618 |
99.92 |
|
1.000 |
98.70 |
|
1.618 |
96.72 |
|
2.618 |
93.52 |
|
4.250 |
88.30 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.50 |
103.45 |
| PP |
103.09 |
103.06 |
| S1 |
102.69 |
102.67 |
|