NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
102.49 |
105.31 |
2.82 |
2.8% |
99.45 |
| High |
105.34 |
105.31 |
-0.03 |
0.0% |
103.47 |
| Low |
102.49 |
102.25 |
-0.24 |
-0.2% |
97.95 |
| Close |
104.82 |
102.61 |
-2.21 |
-2.1% |
102.86 |
| Range |
2.85 |
3.06 |
0.21 |
7.4% |
5.52 |
| ATR |
|
|
|
|
|
| Volume |
2,892 |
2,688 |
-204 |
-7.1% |
16,087 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.57 |
110.65 |
104.29 |
|
| R3 |
109.51 |
107.59 |
103.45 |
|
| R2 |
106.45 |
106.45 |
103.17 |
|
| R1 |
104.53 |
104.53 |
102.89 |
103.96 |
| PP |
103.39 |
103.39 |
103.39 |
103.11 |
| S1 |
101.47 |
101.47 |
102.33 |
100.90 |
| S2 |
100.33 |
100.33 |
102.05 |
|
| S3 |
97.27 |
98.41 |
101.77 |
|
| S4 |
94.21 |
95.35 |
100.93 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.99 |
115.94 |
105.90 |
|
| R3 |
112.47 |
110.42 |
104.38 |
|
| R2 |
106.95 |
106.95 |
103.87 |
|
| R1 |
104.90 |
104.90 |
103.37 |
105.93 |
| PP |
101.43 |
101.43 |
101.43 |
101.94 |
| S1 |
99.38 |
99.38 |
102.35 |
100.41 |
| S2 |
95.91 |
95.91 |
101.85 |
|
| S3 |
90.39 |
93.86 |
101.34 |
|
| S4 |
84.87 |
88.34 |
99.82 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.32 |
|
2.618 |
113.32 |
|
1.618 |
110.26 |
|
1.000 |
108.37 |
|
0.618 |
107.20 |
|
HIGH |
105.31 |
|
0.618 |
104.14 |
|
0.500 |
103.78 |
|
0.382 |
103.42 |
|
LOW |
102.25 |
|
0.618 |
100.36 |
|
1.000 |
99.19 |
|
1.618 |
97.30 |
|
2.618 |
94.24 |
|
4.250 |
89.25 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.78 |
103.80 |
| PP |
103.39 |
103.40 |
| S1 |
103.00 |
103.01 |
|