NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
101.66 |
103.08 |
1.42 |
1.4% |
102.50 |
| High |
103.00 |
103.08 |
0.08 |
0.1% |
105.14 |
| Low |
100.68 |
100.45 |
-0.23 |
-0.2% |
100.45 |
| Close |
102.66 |
102.54 |
-0.12 |
-0.1% |
102.54 |
| Range |
2.32 |
2.63 |
0.31 |
13.4% |
4.69 |
| ATR |
3.23 |
3.19 |
-0.04 |
-1.3% |
0.00 |
| Volume |
50,793 |
62,874 |
12,081 |
23.8% |
199,616 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.91 |
108.86 |
103.99 |
|
| R3 |
107.28 |
106.23 |
103.26 |
|
| R2 |
104.65 |
104.65 |
103.02 |
|
| R1 |
103.60 |
103.60 |
102.78 |
102.81 |
| PP |
102.02 |
102.02 |
102.02 |
101.63 |
| S1 |
100.97 |
100.97 |
102.30 |
100.18 |
| S2 |
99.39 |
99.39 |
102.06 |
|
| S3 |
96.76 |
98.34 |
101.82 |
|
| S4 |
94.13 |
95.71 |
101.09 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.78 |
114.35 |
105.12 |
|
| R3 |
112.09 |
109.66 |
103.83 |
|
| R2 |
107.40 |
107.40 |
103.40 |
|
| R1 |
104.97 |
104.97 |
102.97 |
106.19 |
| PP |
102.71 |
102.71 |
102.71 |
103.32 |
| S1 |
100.28 |
100.28 |
102.11 |
101.50 |
| S2 |
98.02 |
98.02 |
101.68 |
|
| S3 |
93.33 |
95.59 |
101.25 |
|
| S4 |
88.64 |
90.90 |
99.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.14 |
100.45 |
4.69 |
4.6% |
2.54 |
2.5% |
45% |
False |
True |
52,909 |
| 10 |
105.14 |
97.77 |
7.37 |
7.2% |
2.81 |
2.7% |
65% |
False |
False |
47,258 |
| 20 |
106.14 |
95.79 |
10.35 |
10.1% |
3.61 |
3.5% |
65% |
False |
False |
54,256 |
| 40 |
115.50 |
95.79 |
19.71 |
19.2% |
3.33 |
3.2% |
34% |
False |
False |
47,553 |
| 60 |
115.50 |
95.79 |
19.71 |
19.2% |
3.02 |
2.9% |
34% |
False |
False |
44,888 |
| 80 |
115.50 |
95.75 |
19.75 |
19.3% |
2.88 |
2.8% |
34% |
False |
False |
50,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.26 |
|
2.618 |
109.97 |
|
1.618 |
107.34 |
|
1.000 |
105.71 |
|
0.618 |
104.71 |
|
HIGH |
103.08 |
|
0.618 |
102.08 |
|
0.500 |
101.77 |
|
0.382 |
101.45 |
|
LOW |
100.45 |
|
0.618 |
98.82 |
|
1.000 |
97.82 |
|
1.618 |
96.19 |
|
2.618 |
93.56 |
|
4.250 |
89.27 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.28 |
102.78 |
| PP |
102.02 |
102.70 |
| S1 |
101.77 |
102.62 |
|