NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
99.68 |
95.29 |
-4.39 |
-4.4% |
100.42 |
| High |
99.95 |
95.75 |
-4.20 |
-4.2% |
102.44 |
| Low |
94.02 |
94.29 |
0.27 |
0.3% |
97.74 |
| Close |
94.81 |
94.95 |
0.14 |
0.1% |
99.29 |
| Range |
5.93 |
1.46 |
-4.47 |
-75.4% |
4.70 |
| ATR |
3.36 |
3.22 |
-0.14 |
-4.0% |
0.00 |
| Volume |
486,669 |
297,220 |
-189,449 |
-38.9% |
1,759,293 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.38 |
98.62 |
95.75 |
|
| R3 |
97.92 |
97.16 |
95.35 |
|
| R2 |
96.46 |
96.46 |
95.22 |
|
| R1 |
95.70 |
95.70 |
95.08 |
95.35 |
| PP |
95.00 |
95.00 |
95.00 |
94.82 |
| S1 |
94.24 |
94.24 |
94.82 |
93.89 |
| S2 |
93.54 |
93.54 |
94.68 |
|
| S3 |
92.08 |
92.78 |
94.55 |
|
| S4 |
90.62 |
91.32 |
94.15 |
|
|
| 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 |
102.15 |
94.02 |
8.13 |
8.6% |
3.45 |
3.6% |
11% |
False |
False |
358,866 |
| 10 |
102.44 |
94.02 |
8.42 |
8.9% |
2.97 |
3.1% |
11% |
False |
False |
353,806 |
| 20 |
103.39 |
94.02 |
9.37 |
9.9% |
3.01 |
3.2% |
10% |
False |
False |
329,900 |
| 40 |
115.27 |
94.02 |
21.25 |
22.4% |
3.48 |
3.7% |
4% |
False |
False |
223,102 |
| 60 |
115.27 |
94.02 |
21.25 |
22.4% |
3.09 |
3.3% |
4% |
False |
False |
165,410 |
| 80 |
115.27 |
94.02 |
21.25 |
22.4% |
3.15 |
3.3% |
4% |
False |
False |
132,691 |
| 100 |
115.27 |
91.36 |
23.91 |
25.2% |
2.91 |
3.1% |
15% |
False |
False |
111,977 |
| 120 |
115.27 |
91.28 |
23.99 |
25.3% |
2.68 |
2.8% |
15% |
False |
False |
95,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.96 |
|
2.618 |
99.57 |
|
1.618 |
98.11 |
|
1.000 |
97.21 |
|
0.618 |
96.65 |
|
HIGH |
95.75 |
|
0.618 |
95.19 |
|
0.500 |
95.02 |
|
0.382 |
94.85 |
|
LOW |
94.29 |
|
0.618 |
93.39 |
|
1.000 |
92.83 |
|
1.618 |
91.93 |
|
2.618 |
90.47 |
|
4.250 |
88.09 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.02 |
96.99 |
| PP |
95.00 |
96.31 |
| S1 |
94.97 |
95.63 |
|