NYMEX Light Sweet Crude Oil Future December 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 |
102.00 |
103.00 |
1.00 |
1.0% |
102.50 |
| High |
103.80 |
104.20 |
0.40 |
0.4% |
105.14 |
| Low |
100.40 |
102.74 |
2.34 |
2.3% |
100.45 |
| Close |
102.91 |
103.85 |
0.94 |
0.9% |
102.54 |
| Range |
3.40 |
1.46 |
-1.94 |
-57.1% |
4.69 |
| ATR |
3.03 |
2.92 |
-0.11 |
-3.7% |
0.00 |
| Volume |
62,291 |
79,491 |
17,200 |
27.6% |
199,616 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.98 |
107.37 |
104.65 |
|
| R3 |
106.52 |
105.91 |
104.25 |
|
| R2 |
105.06 |
105.06 |
104.12 |
|
| R1 |
104.45 |
104.45 |
103.98 |
104.76 |
| PP |
103.60 |
103.60 |
103.60 |
103.75 |
| S1 |
102.99 |
102.99 |
103.72 |
103.30 |
| S2 |
102.14 |
102.14 |
103.58 |
|
| S3 |
100.68 |
101.53 |
103.45 |
|
| S4 |
99.22 |
100.07 |
103.05 |
|
|
| 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 |
104.20 |
100.15 |
4.05 |
3.9% |
2.25 |
2.2% |
91% |
True |
False |
59,116 |
| 10 |
105.14 |
100.15 |
4.99 |
4.8% |
2.32 |
2.2% |
74% |
False |
False |
55,145 |
| 20 |
105.14 |
96.86 |
8.28 |
8.0% |
2.79 |
2.7% |
84% |
False |
False |
51,695 |
| 40 |
115.50 |
95.79 |
19.71 |
19.0% |
3.21 |
3.1% |
41% |
False |
False |
49,201 |
| 60 |
115.50 |
95.79 |
19.71 |
19.0% |
2.91 |
2.8% |
41% |
False |
False |
45,804 |
| 80 |
115.50 |
95.75 |
19.75 |
19.0% |
2.91 |
2.8% |
41% |
False |
False |
50,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.41 |
|
2.618 |
108.02 |
|
1.618 |
106.56 |
|
1.000 |
105.66 |
|
0.618 |
105.10 |
|
HIGH |
104.20 |
|
0.618 |
103.64 |
|
0.500 |
103.47 |
|
0.382 |
103.30 |
|
LOW |
102.74 |
|
0.618 |
101.84 |
|
1.000 |
101.28 |
|
1.618 |
100.38 |
|
2.618 |
98.92 |
|
4.250 |
96.54 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.72 |
103.29 |
| PP |
103.60 |
102.73 |
| S1 |
103.47 |
102.18 |
|