NYMEX Light Sweet Crude Oil Future January 2012
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 |
102.31 |
104.76 |
2.45 |
2.4% |
99.88 |
High |
105.30 |
104.94 |
-0.36 |
-0.3% |
103.50 |
Low |
102.31 |
102.30 |
-0.01 |
0.0% |
98.17 |
Close |
104.71 |
102.46 |
-2.25 |
-2.1% |
102.73 |
Range |
2.99 |
2.64 |
-0.35 |
-11.7% |
5.33 |
ATR |
2.89 |
2.88 |
-0.02 |
-0.6% |
0.00 |
Volume |
5,893 |
4,465 |
-1,428 |
-24.2% |
35,079 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.15 |
109.45 |
103.91 |
|
R3 |
108.51 |
106.81 |
103.19 |
|
R2 |
105.87 |
105.87 |
102.94 |
|
R1 |
104.17 |
104.17 |
102.70 |
103.70 |
PP |
103.23 |
103.23 |
103.23 |
103.00 |
S1 |
101.53 |
101.53 |
102.22 |
101.06 |
S2 |
100.59 |
100.59 |
101.98 |
|
S3 |
97.95 |
98.89 |
101.73 |
|
S4 |
95.31 |
96.25 |
101.01 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.46 |
115.42 |
105.66 |
|
R3 |
112.13 |
110.09 |
104.20 |
|
R2 |
106.80 |
106.80 |
103.71 |
|
R1 |
104.76 |
104.76 |
103.22 |
105.78 |
PP |
101.47 |
101.47 |
101.47 |
101.98 |
S1 |
99.43 |
99.43 |
102.24 |
100.45 |
S2 |
96.14 |
96.14 |
101.75 |
|
S3 |
90.81 |
94.10 |
101.26 |
|
S4 |
85.48 |
88.77 |
99.80 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.16 |
2.618 |
111.85 |
1.618 |
109.21 |
1.000 |
107.58 |
0.618 |
106.57 |
HIGH |
104.94 |
0.618 |
103.93 |
0.500 |
103.62 |
0.382 |
103.31 |
LOW |
102.30 |
0.618 |
100.67 |
1.000 |
99.66 |
1.618 |
98.03 |
2.618 |
95.39 |
4.250 |
91.08 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
103.62 |
103.78 |
PP |
103.23 |
103.34 |
S1 |
102.85 |
102.90 |
|