NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
100.31 |
101.12 |
0.81 |
0.8% |
102.05 |
| High |
101.22 |
103.17 |
1.95 |
1.9% |
104.65 |
| Low |
99.38 |
99.64 |
0.26 |
0.3% |
99.81 |
| Close |
100.71 |
102.22 |
1.51 |
1.5% |
101.76 |
| Range |
1.84 |
3.53 |
1.69 |
91.8% |
4.84 |
| ATR |
2.94 |
2.99 |
0.04 |
1.4% |
0.00 |
| Volume |
16,420 |
26,989 |
10,569 |
64.4% |
83,062 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.27 |
110.77 |
104.16 |
|
| R3 |
108.74 |
107.24 |
103.19 |
|
| R2 |
105.21 |
105.21 |
102.87 |
|
| R1 |
103.71 |
103.71 |
102.54 |
104.46 |
| PP |
101.68 |
101.68 |
101.68 |
102.05 |
| S1 |
100.18 |
100.18 |
101.90 |
100.93 |
| S2 |
98.15 |
98.15 |
101.57 |
|
| S3 |
94.62 |
96.65 |
101.25 |
|
| S4 |
91.09 |
93.12 |
100.28 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.59 |
114.02 |
104.42 |
|
| R3 |
111.75 |
109.18 |
103.09 |
|
| R2 |
106.91 |
106.91 |
102.65 |
|
| R1 |
104.34 |
104.34 |
102.20 |
103.21 |
| PP |
102.07 |
102.07 |
102.07 |
101.51 |
| S1 |
99.50 |
99.50 |
101.32 |
98.37 |
| S2 |
97.23 |
97.23 |
100.87 |
|
| S3 |
92.39 |
94.66 |
100.43 |
|
| S4 |
87.55 |
89.82 |
99.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.17 |
99.38 |
3.79 |
3.7% |
2.40 |
2.3% |
75% |
True |
False |
23,885 |
| 10 |
104.65 |
99.38 |
5.27 |
5.2% |
2.54 |
2.5% |
54% |
False |
False |
20,515 |
| 20 |
105.81 |
96.56 |
9.25 |
9.0% |
3.05 |
3.0% |
61% |
False |
False |
17,043 |
| 40 |
115.58 |
96.56 |
19.02 |
18.6% |
3.13 |
3.1% |
30% |
False |
False |
14,107 |
| 60 |
115.58 |
96.56 |
19.02 |
18.6% |
2.73 |
2.7% |
30% |
False |
False |
12,034 |
| 80 |
115.58 |
95.00 |
20.58 |
20.1% |
2.63 |
2.6% |
35% |
False |
False |
11,575 |
| 100 |
115.58 |
92.69 |
22.89 |
22.4% |
2.37 |
2.3% |
42% |
False |
False |
10,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.17 |
|
2.618 |
112.41 |
|
1.618 |
108.88 |
|
1.000 |
106.70 |
|
0.618 |
105.35 |
|
HIGH |
103.17 |
|
0.618 |
101.82 |
|
0.500 |
101.41 |
|
0.382 |
100.99 |
|
LOW |
99.64 |
|
0.618 |
97.46 |
|
1.000 |
96.11 |
|
1.618 |
93.93 |
|
2.618 |
90.40 |
|
4.250 |
84.64 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.95 |
101.91 |
| PP |
101.68 |
101.59 |
| S1 |
101.41 |
101.28 |
|