NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
98.77 |
97.09 |
-1.68 |
-1.7% |
100.42 |
High |
99.32 |
99.64 |
0.32 |
0.3% |
102.44 |
Low |
96.13 |
96.51 |
0.38 |
0.4% |
97.74 |
Close |
97.30 |
99.37 |
2.07 |
2.1% |
99.29 |
Range |
3.19 |
3.13 |
-0.06 |
-1.9% |
4.70 |
ATR |
3.16 |
3.16 |
0.00 |
-0.1% |
0.00 |
Volume |
336,673 |
323,186 |
-13,487 |
-4.0% |
1,759,293 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.90 |
106.76 |
101.09 |
|
R3 |
104.77 |
103.63 |
100.23 |
|
R2 |
101.64 |
101.64 |
99.94 |
|
R1 |
100.50 |
100.50 |
99.66 |
101.07 |
PP |
98.51 |
98.51 |
98.51 |
98.79 |
S1 |
97.37 |
97.37 |
99.08 |
97.94 |
S2 |
95.38 |
95.38 |
98.80 |
|
S3 |
92.25 |
94.24 |
98.51 |
|
S4 |
89.12 |
91.11 |
97.65 |
|
|
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 |
96.13 |
6.31 |
6.4% |
3.09 |
3.1% |
51% |
False |
False |
355,099 |
10 |
103.31 |
96.13 |
7.18 |
7.2% |
2.83 |
2.8% |
45% |
False |
False |
347,732 |
20 |
103.39 |
95.54 |
7.85 |
7.9% |
2.95 |
3.0% |
49% |
False |
False |
312,690 |
40 |
115.27 |
95.18 |
20.09 |
20.2% |
3.44 |
3.5% |
21% |
False |
False |
205,684 |
60 |
115.27 |
95.18 |
20.09 |
20.2% |
3.04 |
3.1% |
21% |
False |
False |
152,966 |
80 |
115.27 |
93.64 |
21.63 |
21.8% |
3.16 |
3.2% |
26% |
False |
False |
123,828 |
100 |
115.27 |
91.36 |
23.91 |
24.1% |
2.86 |
2.9% |
34% |
False |
False |
104,549 |
120 |
115.27 |
91.28 |
23.99 |
24.1% |
2.63 |
2.6% |
34% |
False |
False |
89,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.94 |
2.618 |
107.83 |
1.618 |
104.70 |
1.000 |
102.77 |
0.618 |
101.57 |
HIGH |
99.64 |
0.618 |
98.44 |
0.500 |
98.08 |
0.382 |
97.71 |
LOW |
96.51 |
0.618 |
94.58 |
1.000 |
93.38 |
1.618 |
91.45 |
2.618 |
88.32 |
4.250 |
83.21 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
98.94 |
99.29 |
PP |
98.51 |
99.22 |
S1 |
98.08 |
99.14 |
|