NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
97.09 |
99.68 |
2.59 |
2.7% |
100.42 |
| High |
99.64 |
99.95 |
0.31 |
0.3% |
102.44 |
| Low |
96.51 |
94.02 |
-2.49 |
-2.6% |
97.74 |
| Close |
99.37 |
94.81 |
-4.56 |
-4.6% |
99.29 |
| Range |
3.13 |
5.93 |
2.80 |
89.5% |
4.70 |
| ATR |
3.16 |
3.36 |
0.20 |
6.3% |
0.00 |
| Volume |
323,186 |
486,669 |
163,483 |
50.6% |
1,759,293 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.05 |
110.36 |
98.07 |
|
| R3 |
108.12 |
104.43 |
96.44 |
|
| R2 |
102.19 |
102.19 |
95.90 |
|
| R1 |
98.50 |
98.50 |
95.35 |
97.38 |
| PP |
96.26 |
96.26 |
96.26 |
95.70 |
| S1 |
92.57 |
92.57 |
94.27 |
91.45 |
| S2 |
90.33 |
90.33 |
93.72 |
|
| S3 |
84.40 |
86.64 |
93.18 |
|
| S4 |
78.47 |
80.71 |
91.55 |
|
|
| 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 |
94.02 |
8.42 |
8.9% |
3.50 |
3.7% |
9% |
False |
True |
361,624 |
| 10 |
102.44 |
94.02 |
8.42 |
8.9% |
3.07 |
3.2% |
9% |
False |
True |
361,411 |
| 20 |
103.39 |
94.02 |
9.37 |
9.9% |
3.11 |
3.3% |
8% |
False |
True |
328,460 |
| 40 |
115.27 |
94.02 |
21.25 |
22.4% |
3.52 |
3.7% |
4% |
False |
True |
216,680 |
| 60 |
115.27 |
94.02 |
21.25 |
22.4% |
3.11 |
3.3% |
4% |
False |
True |
160,738 |
| 80 |
115.27 |
94.02 |
21.25 |
22.4% |
3.21 |
3.4% |
4% |
False |
True |
129,378 |
| 100 |
115.27 |
91.36 |
23.91 |
25.2% |
2.91 |
3.1% |
14% |
False |
False |
109,211 |
| 120 |
115.27 |
91.28 |
23.99 |
25.3% |
2.67 |
2.8% |
15% |
False |
False |
93,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.15 |
|
2.618 |
115.47 |
|
1.618 |
109.54 |
|
1.000 |
105.88 |
|
0.618 |
103.61 |
|
HIGH |
99.95 |
|
0.618 |
97.68 |
|
0.500 |
96.99 |
|
0.382 |
96.29 |
|
LOW |
94.02 |
|
0.618 |
90.36 |
|
1.000 |
88.09 |
|
1.618 |
84.43 |
|
2.618 |
78.50 |
|
4.250 |
68.82 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.99 |
96.99 |
| PP |
96.26 |
96.26 |
| S1 |
95.54 |
95.54 |
|