NYMEX Light Sweet Crude Oil Future December 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 |
101.05 |
102.00 |
0.95 |
0.9% |
102.50 |
| High |
102.06 |
103.80 |
1.74 |
1.7% |
105.14 |
| Low |
100.15 |
100.40 |
0.25 |
0.2% |
100.45 |
| Close |
101.51 |
102.91 |
1.40 |
1.4% |
102.54 |
| Range |
1.91 |
3.40 |
1.49 |
78.0% |
4.69 |
| ATR |
3.01 |
3.03 |
0.03 |
0.9% |
0.00 |
| Volume |
33,103 |
62,291 |
29,188 |
88.2% |
199,616 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.57 |
111.14 |
104.78 |
|
| R3 |
109.17 |
107.74 |
103.85 |
|
| R2 |
105.77 |
105.77 |
103.53 |
|
| R1 |
104.34 |
104.34 |
103.22 |
105.06 |
| PP |
102.37 |
102.37 |
102.37 |
102.73 |
| S1 |
100.94 |
100.94 |
102.60 |
101.66 |
| S2 |
98.97 |
98.97 |
102.29 |
|
| S3 |
95.57 |
97.54 |
101.98 |
|
| S4 |
92.17 |
94.14 |
101.04 |
|
|
| 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 |
103.80 |
100.15 |
3.65 |
3.5% |
2.42 |
2.4% |
76% |
True |
False |
53,376 |
| 10 |
105.14 |
99.87 |
5.27 |
5.1% |
2.50 |
2.4% |
58% |
False |
False |
51,319 |
| 20 |
106.14 |
96.86 |
9.28 |
9.0% |
3.09 |
3.0% |
65% |
False |
False |
50,360 |
| 40 |
115.50 |
95.79 |
19.71 |
19.2% |
3.29 |
3.2% |
36% |
False |
False |
48,195 |
| 60 |
115.50 |
95.79 |
19.71 |
19.2% |
2.96 |
2.9% |
36% |
False |
False |
44,948 |
| 80 |
115.50 |
95.75 |
19.75 |
19.2% |
2.92 |
2.8% |
36% |
False |
False |
50,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.25 |
|
2.618 |
112.70 |
|
1.618 |
109.30 |
|
1.000 |
107.20 |
|
0.618 |
105.90 |
|
HIGH |
103.80 |
|
0.618 |
102.50 |
|
0.500 |
102.10 |
|
0.382 |
101.70 |
|
LOW |
100.40 |
|
0.618 |
98.30 |
|
1.000 |
97.00 |
|
1.618 |
94.90 |
|
2.618 |
91.50 |
|
4.250 |
85.95 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.64 |
102.60 |
| PP |
102.37 |
102.29 |
| S1 |
102.10 |
101.98 |
|