NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
102.44 |
102.98 |
0.54 |
0.5% |
102.49 |
| High |
103.07 |
103.01 |
-0.06 |
-0.1% |
105.34 |
| Low |
101.08 |
101.30 |
0.22 |
0.2% |
101.08 |
| Close |
102.98 |
101.75 |
-1.23 |
-1.2% |
102.98 |
| Range |
1.99 |
1.71 |
-0.28 |
-14.1% |
4.26 |
| ATR |
2.32 |
2.28 |
-0.04 |
-1.9% |
0.00 |
| Volume |
3,668 |
6,836 |
3,168 |
86.4% |
14,921 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.15 |
106.16 |
102.69 |
|
| R3 |
105.44 |
104.45 |
102.22 |
|
| R2 |
103.73 |
103.73 |
102.06 |
|
| R1 |
102.74 |
102.74 |
101.91 |
102.38 |
| PP |
102.02 |
102.02 |
102.02 |
101.84 |
| S1 |
101.03 |
101.03 |
101.59 |
100.67 |
| S2 |
100.31 |
100.31 |
101.44 |
|
| S3 |
98.60 |
99.32 |
101.28 |
|
| S4 |
96.89 |
97.61 |
100.81 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.91 |
113.71 |
105.32 |
|
| R3 |
111.65 |
109.45 |
104.15 |
|
| R2 |
107.39 |
107.39 |
103.76 |
|
| R1 |
105.19 |
105.19 |
103.37 |
106.29 |
| PP |
103.13 |
103.13 |
103.13 |
103.69 |
| S1 |
100.93 |
100.93 |
102.59 |
102.03 |
| S2 |
98.87 |
98.87 |
102.20 |
|
| S3 |
94.61 |
96.67 |
101.81 |
|
| S4 |
90.35 |
92.41 |
100.64 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.28 |
|
2.618 |
107.49 |
|
1.618 |
105.78 |
|
1.000 |
104.72 |
|
0.618 |
104.07 |
|
HIGH |
103.01 |
|
0.618 |
102.36 |
|
0.500 |
102.16 |
|
0.382 |
101.95 |
|
LOW |
101.30 |
|
0.618 |
100.24 |
|
1.000 |
99.59 |
|
1.618 |
98.53 |
|
2.618 |
96.82 |
|
4.250 |
94.03 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.16 |
102.17 |
| PP |
102.02 |
102.03 |
| S1 |
101.89 |
101.89 |
|