NYMEX Light Sweet Crude Oil Future September 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 |
101.72 |
103.63 |
1.91 |
1.9% |
100.32 |
| High |
104.31 |
104.31 |
0.00 |
0.0% |
102.80 |
| Low |
100.65 |
100.93 |
0.28 |
0.3% |
97.16 |
| Close |
103.73 |
101.33 |
-2.40 |
-2.3% |
101.63 |
| Range |
3.66 |
3.38 |
-0.28 |
-7.7% |
5.64 |
| ATR |
3.38 |
3.38 |
0.00 |
0.0% |
0.00 |
| Volume |
41,037 |
52,992 |
11,955 |
29.1% |
218,356 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.33 |
110.21 |
103.19 |
|
| R3 |
108.95 |
106.83 |
102.26 |
|
| R2 |
105.57 |
105.57 |
101.95 |
|
| R1 |
103.45 |
103.45 |
101.64 |
102.82 |
| PP |
102.19 |
102.19 |
102.19 |
101.88 |
| S1 |
100.07 |
100.07 |
101.02 |
99.44 |
| S2 |
98.81 |
98.81 |
100.71 |
|
| S3 |
95.43 |
96.69 |
100.40 |
|
| S4 |
92.05 |
93.31 |
99.47 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.45 |
115.18 |
104.73 |
|
| R3 |
111.81 |
109.54 |
103.18 |
|
| R2 |
106.17 |
106.17 |
102.66 |
|
| R1 |
103.90 |
103.90 |
102.15 |
105.04 |
| PP |
100.53 |
100.53 |
100.53 |
101.10 |
| S1 |
98.26 |
98.26 |
101.11 |
99.40 |
| S2 |
94.89 |
94.89 |
100.60 |
|
| S3 |
89.25 |
92.62 |
100.08 |
|
| S4 |
83.61 |
86.98 |
98.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.31 |
99.07 |
5.24 |
5.2% |
2.75 |
2.7% |
43% |
True |
False |
47,717 |
| 10 |
104.31 |
97.13 |
7.18 |
7.1% |
3.02 |
3.0% |
58% |
True |
False |
41,587 |
| 20 |
112.12 |
95.85 |
16.27 |
16.1% |
4.09 |
4.0% |
34% |
False |
False |
38,809 |
| 40 |
115.63 |
95.85 |
19.78 |
19.5% |
3.25 |
3.2% |
28% |
False |
False |
30,248 |
| 60 |
115.63 |
95.85 |
19.78 |
19.5% |
2.91 |
2.9% |
28% |
False |
False |
25,368 |
| 80 |
115.63 |
94.50 |
21.13 |
20.9% |
2.76 |
2.7% |
32% |
False |
False |
23,629 |
| 100 |
115.63 |
91.94 |
23.69 |
23.4% |
2.49 |
2.5% |
40% |
False |
False |
21,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.68 |
|
2.618 |
113.16 |
|
1.618 |
109.78 |
|
1.000 |
107.69 |
|
0.618 |
106.40 |
|
HIGH |
104.31 |
|
0.618 |
103.02 |
|
0.500 |
102.62 |
|
0.382 |
102.22 |
|
LOW |
100.93 |
|
0.618 |
98.84 |
|
1.000 |
97.55 |
|
1.618 |
95.46 |
|
2.618 |
92.08 |
|
4.250 |
86.57 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.62 |
102.48 |
| PP |
102.19 |
102.10 |
| S1 |
101.76 |
101.71 |
|