NYMEX Light Sweet Crude Oil Future February 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 |
105.31 |
102.92 |
-2.39 |
-2.3% |
99.45 |
| High |
105.31 |
103.25 |
-2.06 |
-2.0% |
103.47 |
| Low |
102.25 |
101.21 |
-1.04 |
-1.0% |
97.95 |
| Close |
102.61 |
103.06 |
0.45 |
0.4% |
102.86 |
| Range |
3.06 |
2.04 |
-1.02 |
-33.3% |
5.52 |
| ATR |
|
|
|
|
|
| Volume |
2,688 |
5,673 |
2,985 |
111.0% |
16,087 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.63 |
107.88 |
104.18 |
|
| R3 |
106.59 |
105.84 |
103.62 |
|
| R2 |
104.55 |
104.55 |
103.43 |
|
| R1 |
103.80 |
103.80 |
103.25 |
104.18 |
| PP |
102.51 |
102.51 |
102.51 |
102.69 |
| S1 |
101.76 |
101.76 |
102.87 |
102.14 |
| S2 |
100.47 |
100.47 |
102.69 |
|
| S3 |
98.43 |
99.72 |
102.50 |
|
| S4 |
96.39 |
97.68 |
101.94 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.99 |
115.94 |
105.90 |
|
| R3 |
112.47 |
110.42 |
104.38 |
|
| R2 |
106.95 |
106.95 |
103.87 |
|
| R1 |
104.90 |
104.90 |
103.37 |
105.93 |
| PP |
101.43 |
101.43 |
101.43 |
101.94 |
| S1 |
99.38 |
99.38 |
102.35 |
100.41 |
| S2 |
95.91 |
95.91 |
101.85 |
|
| S3 |
90.39 |
93.86 |
101.34 |
|
| S4 |
84.87 |
88.34 |
99.82 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.92 |
|
2.618 |
108.59 |
|
1.618 |
106.55 |
|
1.000 |
105.29 |
|
0.618 |
104.51 |
|
HIGH |
103.25 |
|
0.618 |
102.47 |
|
0.500 |
102.23 |
|
0.382 |
101.99 |
|
LOW |
101.21 |
|
0.618 |
99.95 |
|
1.000 |
99.17 |
|
1.618 |
97.91 |
|
2.618 |
95.87 |
|
4.250 |
92.54 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.78 |
103.28 |
| PP |
102.51 |
103.20 |
| S1 |
102.23 |
103.13 |
|