NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
100.22 |
101.33 |
1.11 |
1.1% |
101.21 |
| High |
102.41 |
102.95 |
0.54 |
0.5% |
103.90 |
| Low |
98.61 |
101.32 |
2.71 |
2.7% |
98.73 |
| Close |
101.29 |
102.45 |
1.16 |
1.1% |
100.80 |
| Range |
3.80 |
1.63 |
-2.17 |
-57.1% |
5.17 |
| ATR |
3.19 |
3.08 |
-0.11 |
-3.4% |
0.00 |
| Volume |
139,364 |
156,838 |
17,474 |
12.5% |
345,175 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.13 |
106.42 |
103.35 |
|
| R3 |
105.50 |
104.79 |
102.90 |
|
| R2 |
103.87 |
103.87 |
102.75 |
|
| R1 |
103.16 |
103.16 |
102.60 |
103.52 |
| PP |
102.24 |
102.24 |
102.24 |
102.42 |
| S1 |
101.53 |
101.53 |
102.30 |
101.89 |
| S2 |
100.61 |
100.61 |
102.15 |
|
| S3 |
98.98 |
99.90 |
102.00 |
|
| S4 |
97.35 |
98.27 |
101.55 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.65 |
113.90 |
103.64 |
|
| R3 |
111.48 |
108.73 |
102.22 |
|
| R2 |
106.31 |
106.31 |
101.75 |
|
| R1 |
103.56 |
103.56 |
101.27 |
102.35 |
| PP |
101.14 |
101.14 |
101.14 |
100.54 |
| S1 |
98.39 |
98.39 |
100.33 |
97.18 |
| S2 |
95.97 |
95.97 |
99.85 |
|
| S3 |
90.80 |
93.22 |
99.38 |
|
| S4 |
85.63 |
88.05 |
97.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.95 |
98.35 |
4.60 |
4.5% |
2.43 |
2.4% |
89% |
True |
False |
115,722 |
| 10 |
103.90 |
98.35 |
5.55 |
5.4% |
2.50 |
2.4% |
74% |
False |
False |
95,560 |
| 20 |
103.90 |
95.95 |
7.95 |
7.8% |
2.99 |
2.9% |
82% |
False |
False |
72,982 |
| 40 |
115.52 |
95.51 |
20.01 |
19.5% |
3.34 |
3.3% |
35% |
False |
False |
54,582 |
| 60 |
115.52 |
95.51 |
20.01 |
19.5% |
3.00 |
2.9% |
35% |
False |
False |
41,906 |
| 80 |
115.52 |
93.92 |
21.60 |
21.1% |
2.94 |
2.9% |
39% |
False |
False |
37,006 |
| 100 |
115.52 |
91.88 |
23.64 |
23.1% |
2.65 |
2.6% |
45% |
False |
False |
32,550 |
| 120 |
115.52 |
90.58 |
24.94 |
24.3% |
2.42 |
2.4% |
48% |
False |
False |
28,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.88 |
|
2.618 |
107.22 |
|
1.618 |
105.59 |
|
1.000 |
104.58 |
|
0.618 |
103.96 |
|
HIGH |
102.95 |
|
0.618 |
102.33 |
|
0.500 |
102.14 |
|
0.382 |
101.94 |
|
LOW |
101.32 |
|
0.618 |
100.31 |
|
1.000 |
99.69 |
|
1.618 |
98.68 |
|
2.618 |
97.05 |
|
4.250 |
94.39 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.35 |
101.85 |
| PP |
102.24 |
101.25 |
| S1 |
102.14 |
100.65 |
|