NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
104.76 |
101.85 |
-2.91 |
-2.8% |
99.88 |
| High |
104.94 |
103.12 |
-1.82 |
-1.7% |
103.50 |
| Low |
102.30 |
101.00 |
-1.30 |
-1.3% |
98.17 |
| Close |
102.46 |
102.88 |
0.42 |
0.4% |
102.73 |
| Range |
2.64 |
2.12 |
-0.52 |
-19.7% |
5.33 |
| ATR |
2.88 |
2.82 |
-0.05 |
-1.9% |
0.00 |
| Volume |
4,465 |
8,443 |
3,978 |
89.1% |
35,079 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.69 |
107.91 |
104.05 |
|
| R3 |
106.57 |
105.79 |
103.46 |
|
| R2 |
104.45 |
104.45 |
103.27 |
|
| R1 |
103.67 |
103.67 |
103.07 |
104.06 |
| PP |
102.33 |
102.33 |
102.33 |
102.53 |
| S1 |
101.55 |
101.55 |
102.69 |
101.94 |
| S2 |
100.21 |
100.21 |
102.49 |
|
| S3 |
98.09 |
99.43 |
102.30 |
|
| S4 |
95.97 |
97.31 |
101.71 |
|
|
| 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 |
112.13 |
|
2.618 |
108.67 |
|
1.618 |
106.55 |
|
1.000 |
105.24 |
|
0.618 |
104.43 |
|
HIGH |
103.12 |
|
0.618 |
102.31 |
|
0.500 |
102.06 |
|
0.382 |
101.81 |
|
LOW |
101.00 |
|
0.618 |
99.69 |
|
1.000 |
98.88 |
|
1.618 |
97.57 |
|
2.618 |
95.45 |
|
4.250 |
91.99 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.61 |
103.15 |
| PP |
102.33 |
103.06 |
| S1 |
102.06 |
102.97 |
|