NYMEX Light Sweet Crude Oil Future October 2011
| 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 |
104.15 |
101.30 |
-2.85 |
-2.7% |
100.54 |
| High |
104.65 |
102.33 |
-2.32 |
-2.2% |
103.09 |
| Low |
101.30 |
100.00 |
-1.30 |
-1.3% |
97.46 |
| Close |
101.72 |
101.95 |
0.23 |
0.2% |
102.00 |
| Range |
3.35 |
2.33 |
-1.02 |
-30.4% |
5.63 |
| ATR |
3.23 |
3.17 |
-0.06 |
-2.0% |
0.00 |
| Volume |
14,916 |
15,183 |
267 |
1.8% |
83,597 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.42 |
107.51 |
103.23 |
|
| R3 |
106.09 |
105.18 |
102.59 |
|
| R2 |
103.76 |
103.76 |
102.38 |
|
| R1 |
102.85 |
102.85 |
102.16 |
103.31 |
| PP |
101.43 |
101.43 |
101.43 |
101.65 |
| S1 |
100.52 |
100.52 |
101.74 |
100.98 |
| S2 |
99.10 |
99.10 |
101.52 |
|
| S3 |
96.77 |
98.19 |
101.31 |
|
| S4 |
94.44 |
95.86 |
100.67 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.74 |
115.50 |
105.10 |
|
| R3 |
112.11 |
109.87 |
103.55 |
|
| R2 |
106.48 |
106.48 |
103.03 |
|
| R1 |
104.24 |
104.24 |
102.52 |
105.36 |
| PP |
100.85 |
100.85 |
100.85 |
101.41 |
| S1 |
98.61 |
98.61 |
101.48 |
99.73 |
| S2 |
95.22 |
95.22 |
100.97 |
|
| S3 |
89.59 |
92.98 |
100.45 |
|
| S4 |
83.96 |
87.35 |
98.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.65 |
100.00 |
4.65 |
4.6% |
2.47 |
2.4% |
42% |
False |
True |
17,483 |
| 10 |
104.65 |
97.46 |
7.19 |
7.1% |
2.79 |
2.7% |
62% |
False |
False |
15,211 |
| 20 |
109.94 |
96.56 |
13.38 |
13.1% |
3.88 |
3.8% |
40% |
False |
False |
15,060 |
| 40 |
115.58 |
96.56 |
19.02 |
18.7% |
3.08 |
3.0% |
28% |
False |
False |
12,403 |
| 60 |
115.58 |
96.56 |
19.02 |
18.7% |
2.74 |
2.7% |
28% |
False |
False |
10,895 |
| 80 |
115.58 |
95.00 |
20.58 |
20.2% |
2.57 |
2.5% |
34% |
False |
False |
10,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.23 |
|
2.618 |
108.43 |
|
1.618 |
106.10 |
|
1.000 |
104.66 |
|
0.618 |
103.77 |
|
HIGH |
102.33 |
|
0.618 |
101.44 |
|
0.500 |
101.17 |
|
0.382 |
100.89 |
|
LOW |
100.00 |
|
0.618 |
98.56 |
|
1.000 |
97.67 |
|
1.618 |
96.23 |
|
2.618 |
93.90 |
|
4.250 |
90.10 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.69 |
102.33 |
| PP |
101.43 |
102.20 |
| S1 |
101.17 |
102.08 |
|