NYMEX Light Sweet Crude Oil Future December 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 |
104.60 |
101.66 |
-2.94 |
-2.8% |
100.94 |
| High |
105.10 |
103.00 |
-2.10 |
-2.0% |
103.50 |
| Low |
101.90 |
100.68 |
-1.22 |
-1.2% |
97.77 |
| Close |
102.28 |
102.66 |
0.38 |
0.4% |
102.56 |
| Range |
3.20 |
2.32 |
-0.88 |
-27.5% |
5.73 |
| ATR |
3.30 |
3.23 |
-0.07 |
-2.1% |
0.00 |
| Volume |
44,931 |
50,793 |
5,862 |
13.0% |
237,733 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.07 |
108.19 |
103.94 |
|
| R3 |
106.75 |
105.87 |
103.30 |
|
| R2 |
104.43 |
104.43 |
103.09 |
|
| R1 |
103.55 |
103.55 |
102.87 |
103.99 |
| PP |
102.11 |
102.11 |
102.11 |
102.34 |
| S1 |
101.23 |
101.23 |
102.45 |
101.67 |
| S2 |
99.79 |
99.79 |
102.23 |
|
| S3 |
97.47 |
98.91 |
102.02 |
|
| S4 |
95.15 |
96.59 |
101.38 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.47 |
116.24 |
105.71 |
|
| R3 |
112.74 |
110.51 |
104.14 |
|
| R2 |
107.01 |
107.01 |
103.61 |
|
| R1 |
104.78 |
104.78 |
103.09 |
105.90 |
| PP |
101.28 |
101.28 |
101.28 |
101.83 |
| S1 |
99.05 |
99.05 |
102.03 |
100.17 |
| S2 |
95.55 |
95.55 |
101.51 |
|
| S3 |
89.82 |
93.32 |
100.98 |
|
| S4 |
84.09 |
87.59 |
99.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.14 |
100.68 |
4.46 |
4.3% |
2.39 |
2.3% |
44% |
False |
True |
51,174 |
| 10 |
105.14 |
97.77 |
7.37 |
7.2% |
2.77 |
2.7% |
66% |
False |
False |
46,469 |
| 20 |
110.42 |
95.79 |
14.63 |
14.3% |
4.02 |
3.9% |
47% |
False |
False |
53,327 |
| 40 |
115.50 |
95.79 |
19.71 |
19.2% |
3.30 |
3.2% |
35% |
False |
False |
47,010 |
| 60 |
115.50 |
95.79 |
19.71 |
19.2% |
3.00 |
2.9% |
35% |
False |
False |
45,114 |
| 80 |
115.50 |
95.75 |
19.75 |
19.2% |
2.87 |
2.8% |
35% |
False |
False |
49,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.86 |
|
2.618 |
109.07 |
|
1.618 |
106.75 |
|
1.000 |
105.32 |
|
0.618 |
104.43 |
|
HIGH |
103.00 |
|
0.618 |
102.11 |
|
0.500 |
101.84 |
|
0.382 |
101.57 |
|
LOW |
100.68 |
|
0.618 |
99.25 |
|
1.000 |
98.36 |
|
1.618 |
96.93 |
|
2.618 |
94.61 |
|
4.250 |
90.82 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.39 |
102.91 |
| PP |
102.11 |
102.83 |
| S1 |
101.84 |
102.74 |
|