NYMEX Light Sweet Crude Oil Future December 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 |
103.00 |
103.90 |
0.90 |
0.9% |
102.46 |
| High |
104.20 |
104.03 |
-0.17 |
-0.2% |
104.20 |
| Low |
102.74 |
100.90 |
-1.84 |
-1.8% |
100.15 |
| Close |
103.85 |
101.59 |
-2.26 |
-2.2% |
101.59 |
| Range |
1.46 |
3.13 |
1.67 |
114.4% |
4.05 |
| ATR |
2.92 |
2.94 |
0.01 |
0.5% |
0.00 |
| Volume |
79,491 |
73,579 |
-5,912 |
-7.4% |
306,287 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.56 |
109.71 |
103.31 |
|
| R3 |
108.43 |
106.58 |
102.45 |
|
| R2 |
105.30 |
105.30 |
102.16 |
|
| R1 |
103.45 |
103.45 |
101.88 |
102.81 |
| PP |
102.17 |
102.17 |
102.17 |
101.86 |
| S1 |
100.32 |
100.32 |
101.30 |
99.68 |
| S2 |
99.04 |
99.04 |
101.02 |
|
| S3 |
95.91 |
97.19 |
100.73 |
|
| S4 |
92.78 |
94.06 |
99.87 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.13 |
111.91 |
103.82 |
|
| R3 |
110.08 |
107.86 |
102.70 |
|
| R2 |
106.03 |
106.03 |
102.33 |
|
| R1 |
103.81 |
103.81 |
101.96 |
102.90 |
| PP |
101.98 |
101.98 |
101.98 |
101.52 |
| S1 |
99.76 |
99.76 |
101.22 |
98.85 |
| S2 |
97.93 |
97.93 |
100.85 |
|
| S3 |
93.88 |
95.71 |
100.48 |
|
| S4 |
89.83 |
91.66 |
99.36 |
|
|
| 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 |
4.0% |
2.35 |
2.3% |
36% |
False |
False |
61,257 |
| 10 |
105.14 |
100.15 |
4.99 |
4.9% |
2.45 |
2.4% |
29% |
False |
False |
57,083 |
| 20 |
105.14 |
96.93 |
8.21 |
8.1% |
2.70 |
2.7% |
57% |
False |
False |
51,418 |
| 40 |
115.50 |
95.79 |
19.71 |
19.4% |
3.23 |
3.2% |
29% |
False |
False |
49,250 |
| 60 |
115.50 |
95.79 |
19.71 |
19.4% |
2.91 |
2.9% |
29% |
False |
False |
46,161 |
| 80 |
115.50 |
95.75 |
19.75 |
19.4% |
2.92 |
2.9% |
30% |
False |
False |
50,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.33 |
|
2.618 |
112.22 |
|
1.618 |
109.09 |
|
1.000 |
107.16 |
|
0.618 |
105.96 |
|
HIGH |
104.03 |
|
0.618 |
102.83 |
|
0.500 |
102.47 |
|
0.382 |
102.10 |
|
LOW |
100.90 |
|
0.618 |
98.97 |
|
1.000 |
97.77 |
|
1.618 |
95.84 |
|
2.618 |
92.71 |
|
4.250 |
87.60 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.47 |
102.30 |
| PP |
102.17 |
102.06 |
| S1 |
101.88 |
101.83 |
|