NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
102.46 |
101.05 |
-1.41 |
-1.4% |
102.50 |
| High |
102.70 |
102.06 |
-0.64 |
-0.6% |
105.14 |
| Low |
100.86 |
100.15 |
-0.71 |
-0.7% |
100.45 |
| Close |
101.31 |
101.51 |
0.20 |
0.2% |
102.54 |
| Range |
1.84 |
1.91 |
0.07 |
3.8% |
4.69 |
| ATR |
3.09 |
3.01 |
-0.08 |
-2.7% |
0.00 |
| Volume |
57,823 |
33,103 |
-24,720 |
-42.8% |
199,616 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.97 |
106.15 |
102.56 |
|
| R3 |
105.06 |
104.24 |
102.04 |
|
| R2 |
103.15 |
103.15 |
101.86 |
|
| R1 |
102.33 |
102.33 |
101.69 |
102.74 |
| PP |
101.24 |
101.24 |
101.24 |
101.45 |
| S1 |
100.42 |
100.42 |
101.33 |
100.83 |
| S2 |
99.33 |
99.33 |
101.16 |
|
| S3 |
97.42 |
98.51 |
100.98 |
|
| S4 |
95.51 |
96.60 |
100.46 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.78 |
114.35 |
105.12 |
|
| R3 |
112.09 |
109.66 |
103.83 |
|
| R2 |
107.40 |
107.40 |
103.40 |
|
| R1 |
104.97 |
104.97 |
102.97 |
106.19 |
| PP |
102.71 |
102.71 |
102.71 |
103.32 |
| S1 |
100.28 |
100.28 |
102.11 |
101.50 |
| S2 |
98.02 |
98.02 |
101.68 |
|
| S3 |
93.33 |
95.59 |
101.25 |
|
| S4 |
88.64 |
90.90 |
99.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.10 |
100.15 |
4.95 |
4.9% |
2.38 |
2.3% |
27% |
False |
True |
49,904 |
| 10 |
105.14 |
98.77 |
6.37 |
6.3% |
2.45 |
2.4% |
43% |
False |
False |
48,860 |
| 20 |
106.14 |
96.86 |
9.28 |
9.1% |
3.11 |
3.1% |
50% |
False |
False |
50,056 |
| 40 |
115.50 |
95.79 |
19.71 |
19.4% |
3.31 |
3.3% |
29% |
False |
False |
47,860 |
| 60 |
115.50 |
95.79 |
19.71 |
19.4% |
2.94 |
2.9% |
29% |
False |
False |
44,615 |
| 80 |
115.50 |
95.75 |
19.75 |
19.5% |
2.89 |
2.9% |
29% |
False |
False |
50,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.18 |
|
2.618 |
107.06 |
|
1.618 |
105.15 |
|
1.000 |
103.97 |
|
0.618 |
103.24 |
|
HIGH |
102.06 |
|
0.618 |
101.33 |
|
0.500 |
101.11 |
|
0.382 |
100.88 |
|
LOW |
100.15 |
|
0.618 |
98.97 |
|
1.000 |
98.24 |
|
1.618 |
97.06 |
|
2.618 |
95.15 |
|
4.250 |
92.03 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.38 |
101.62 |
| PP |
101.24 |
101.58 |
| S1 |
101.11 |
101.55 |
|