NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
100.83 |
101.84 |
1.01 |
1.0% |
100.42 |
High |
102.44 |
102.15 |
-0.29 |
-0.3% |
102.44 |
Low |
100.74 |
98.60 |
-2.14 |
-2.1% |
97.74 |
Close |
101.93 |
99.29 |
-2.64 |
-2.6% |
99.29 |
Range |
1.70 |
3.55 |
1.85 |
108.8% |
4.70 |
ATR |
3.13 |
3.16 |
0.03 |
1.0% |
0.00 |
Volume |
311,010 |
350,586 |
39,576 |
12.7% |
1,759,293 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.66 |
108.53 |
101.24 |
|
R3 |
107.11 |
104.98 |
100.27 |
|
R2 |
103.56 |
103.56 |
99.94 |
|
R1 |
101.43 |
101.43 |
99.62 |
100.72 |
PP |
100.01 |
100.01 |
100.01 |
99.66 |
S1 |
97.88 |
97.88 |
98.96 |
97.17 |
S2 |
96.46 |
96.46 |
98.64 |
|
S3 |
92.91 |
94.33 |
98.31 |
|
S4 |
89.36 |
90.78 |
97.34 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.92 |
111.31 |
101.88 |
|
R3 |
109.22 |
106.61 |
100.58 |
|
R2 |
104.52 |
104.52 |
100.15 |
|
R1 |
101.91 |
101.91 |
99.72 |
100.87 |
PP |
99.82 |
99.82 |
99.82 |
99.30 |
S1 |
97.21 |
97.21 |
98.86 |
96.17 |
S2 |
95.12 |
95.12 |
98.43 |
|
S3 |
90.42 |
92.51 |
98.00 |
|
S4 |
85.72 |
87.81 |
96.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.44 |
97.74 |
4.70 |
4.7% |
2.65 |
2.7% |
33% |
False |
False |
351,858 |
10 |
103.39 |
97.74 |
5.65 |
5.7% |
2.69 |
2.7% |
27% |
False |
False |
322,490 |
20 |
103.39 |
95.54 |
7.85 |
7.9% |
2.95 |
3.0% |
48% |
False |
False |
297,059 |
40 |
115.27 |
95.18 |
20.09 |
20.2% |
3.42 |
3.4% |
20% |
False |
False |
193,368 |
60 |
115.27 |
95.18 |
20.09 |
20.2% |
3.08 |
3.1% |
20% |
False |
False |
142,767 |
80 |
115.27 |
93.10 |
22.17 |
22.3% |
3.11 |
3.1% |
28% |
False |
False |
116,277 |
100 |
115.27 |
91.36 |
23.91 |
24.1% |
2.83 |
2.8% |
33% |
False |
False |
98,167 |
120 |
115.27 |
90.36 |
24.91 |
25.1% |
2.59 |
2.6% |
36% |
False |
False |
83,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.24 |
2.618 |
111.44 |
1.618 |
107.89 |
1.000 |
105.70 |
0.618 |
104.34 |
HIGH |
102.15 |
0.618 |
100.79 |
0.500 |
100.38 |
0.382 |
99.96 |
LOW |
98.60 |
0.618 |
96.41 |
1.000 |
95.05 |
1.618 |
92.86 |
2.618 |
89.31 |
4.250 |
83.51 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
100.38 |
100.23 |
PP |
100.01 |
99.92 |
S1 |
99.65 |
99.60 |
|