NYMEX Light Sweet Crude Oil Future November 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 |
104.68 |
101.26 |
-3.42 |
-3.3% |
100.09 |
| High |
104.85 |
102.62 |
-2.23 |
-2.1% |
103.13 |
| Low |
101.65 |
100.44 |
-1.21 |
-1.2% |
97.63 |
| Close |
102.03 |
102.34 |
0.31 |
0.3% |
102.31 |
| Range |
3.20 |
2.18 |
-1.02 |
-31.9% |
5.50 |
| ATR |
3.09 |
3.03 |
-0.07 |
-2.1% |
0.00 |
| Volume |
7,958 |
9,632 |
1,674 |
21.0% |
55,393 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.34 |
107.52 |
103.54 |
|
| R3 |
106.16 |
105.34 |
102.94 |
|
| R2 |
103.98 |
103.98 |
102.74 |
|
| R1 |
103.16 |
103.16 |
102.54 |
103.57 |
| PP |
101.80 |
101.80 |
101.80 |
102.01 |
| S1 |
100.98 |
100.98 |
102.14 |
101.39 |
| S2 |
99.62 |
99.62 |
101.94 |
|
| S3 |
97.44 |
98.80 |
101.74 |
|
| S4 |
95.26 |
96.62 |
101.14 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.52 |
115.42 |
105.34 |
|
| R3 |
112.02 |
109.92 |
103.82 |
|
| R2 |
106.52 |
106.52 |
103.32 |
|
| R1 |
104.42 |
104.42 |
102.81 |
105.47 |
| PP |
101.02 |
101.02 |
101.02 |
101.55 |
| S1 |
98.92 |
98.92 |
101.81 |
99.97 |
| S2 |
95.52 |
95.52 |
101.30 |
|
| S3 |
90.02 |
93.42 |
100.80 |
|
| S4 |
84.52 |
87.92 |
99.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.85 |
100.44 |
4.41 |
4.3% |
2.31 |
2.3% |
43% |
False |
True |
11,153 |
| 10 |
104.85 |
97.63 |
7.22 |
7.1% |
2.49 |
2.4% |
65% |
False |
False |
9,892 |
| 20 |
109.93 |
96.04 |
13.89 |
13.6% |
3.71 |
3.6% |
45% |
False |
False |
10,575 |
| 40 |
115.57 |
96.04 |
19.53 |
19.1% |
2.91 |
2.8% |
32% |
False |
False |
8,860 |
| 60 |
115.57 |
96.04 |
19.53 |
19.1% |
2.57 |
2.5% |
32% |
False |
False |
8,387 |
| 80 |
115.57 |
95.74 |
19.83 |
19.4% |
2.43 |
2.4% |
33% |
False |
False |
8,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.89 |
|
2.618 |
108.33 |
|
1.618 |
106.15 |
|
1.000 |
104.80 |
|
0.618 |
103.97 |
|
HIGH |
102.62 |
|
0.618 |
101.79 |
|
0.500 |
101.53 |
|
0.382 |
101.27 |
|
LOW |
100.44 |
|
0.618 |
99.09 |
|
1.000 |
98.26 |
|
1.618 |
96.91 |
|
2.618 |
94.73 |
|
4.250 |
91.18 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.07 |
102.65 |
| PP |
101.80 |
102.54 |
| S1 |
101.53 |
102.44 |
|