NYMEX Light Sweet Crude Oil Future July 2011
| 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 |
100.69 |
102.68 |
1.99 |
2.0% |
99.68 |
| High |
103.39 |
103.31 |
-0.08 |
-0.1% |
101.90 |
| Low |
99.60 |
99.86 |
0.26 |
0.3% |
96.37 |
| Close |
102.70 |
100.29 |
-2.41 |
-2.3% |
100.59 |
| Range |
3.79 |
3.45 |
-0.34 |
-9.0% |
5.53 |
| ATR |
3.50 |
3.50 |
0.00 |
-0.1% |
0.00 |
| Volume |
212,254 |
349,879 |
137,625 |
64.8% |
1,453,721 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.50 |
109.35 |
102.19 |
|
| R3 |
108.05 |
105.90 |
101.24 |
|
| R2 |
104.60 |
104.60 |
100.92 |
|
| R1 |
102.45 |
102.45 |
100.61 |
101.80 |
| PP |
101.15 |
101.15 |
101.15 |
100.83 |
| S1 |
99.00 |
99.00 |
99.97 |
98.35 |
| S2 |
97.70 |
97.70 |
99.66 |
|
| S3 |
94.25 |
95.55 |
99.34 |
|
| S4 |
90.80 |
92.10 |
98.39 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.21 |
113.93 |
103.63 |
|
| R3 |
110.68 |
108.40 |
102.11 |
|
| R2 |
105.15 |
105.15 |
101.60 |
|
| R1 |
102.87 |
102.87 |
101.10 |
104.01 |
| PP |
99.62 |
99.62 |
99.62 |
100.19 |
| S1 |
97.34 |
97.34 |
100.08 |
98.48 |
| S2 |
94.09 |
94.09 |
99.58 |
|
| S3 |
88.56 |
91.81 |
99.07 |
|
| S4 |
83.03 |
86.28 |
97.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.39 |
98.20 |
5.19 |
5.2% |
2.83 |
2.8% |
40% |
False |
False |
282,416 |
| 10 |
103.39 |
96.35 |
7.04 |
7.0% |
3.14 |
3.1% |
56% |
False |
False |
295,510 |
| 20 |
111.70 |
95.18 |
16.52 |
16.5% |
4.21 |
4.2% |
31% |
False |
False |
223,658 |
| 40 |
115.27 |
95.18 |
20.09 |
20.0% |
3.43 |
3.4% |
25% |
False |
False |
142,073 |
| 60 |
115.27 |
95.18 |
20.09 |
20.0% |
3.15 |
3.1% |
25% |
False |
False |
105,581 |
| 80 |
115.27 |
93.10 |
22.17 |
22.1% |
3.03 |
3.0% |
32% |
False |
False |
87,764 |
| 100 |
115.27 |
91.28 |
23.99 |
23.9% |
2.75 |
2.7% |
38% |
False |
False |
74,923 |
| 120 |
115.27 |
89.17 |
26.10 |
26.0% |
2.50 |
2.5% |
43% |
False |
False |
63,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.97 |
|
2.618 |
112.34 |
|
1.618 |
108.89 |
|
1.000 |
106.76 |
|
0.618 |
105.44 |
|
HIGH |
103.31 |
|
0.618 |
101.99 |
|
0.500 |
101.59 |
|
0.382 |
101.18 |
|
LOW |
99.86 |
|
0.618 |
97.73 |
|
1.000 |
96.41 |
|
1.618 |
94.28 |
|
2.618 |
90.83 |
|
4.250 |
85.20 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.59 |
101.50 |
| PP |
101.15 |
101.09 |
| S1 |
100.72 |
100.69 |
|