NYMEX Light Sweet Crude Oil Future August 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 |
101.33 |
102.42 |
1.09 |
1.1% |
100.93 |
High |
102.95 |
102.62 |
-0.33 |
-0.3% |
102.95 |
Low |
101.32 |
99.16 |
-2.16 |
-2.1% |
98.35 |
Close |
102.45 |
99.85 |
-2.60 |
-2.5% |
99.85 |
Range |
1.63 |
3.46 |
1.83 |
112.3% |
4.60 |
ATR |
3.08 |
3.11 |
0.03 |
0.9% |
0.00 |
Volume |
156,838 |
138,335 |
-18,503 |
-11.8% |
598,567 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.92 |
108.85 |
101.75 |
|
R3 |
107.46 |
105.39 |
100.80 |
|
R2 |
104.00 |
104.00 |
100.48 |
|
R1 |
101.93 |
101.93 |
100.17 |
101.24 |
PP |
100.54 |
100.54 |
100.54 |
100.20 |
S1 |
98.47 |
98.47 |
99.53 |
97.78 |
S2 |
97.08 |
97.08 |
99.22 |
|
S3 |
93.62 |
95.01 |
98.90 |
|
S4 |
90.16 |
91.55 |
97.95 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.18 |
111.62 |
102.38 |
|
R3 |
109.58 |
107.02 |
101.12 |
|
R2 |
104.98 |
104.98 |
100.69 |
|
R1 |
102.42 |
102.42 |
100.27 |
101.40 |
PP |
100.38 |
100.38 |
100.38 |
99.88 |
S1 |
97.82 |
97.82 |
99.43 |
96.80 |
S2 |
95.78 |
95.78 |
99.01 |
|
S3 |
91.18 |
93.22 |
98.59 |
|
S4 |
86.58 |
88.62 |
97.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.95 |
98.35 |
4.60 |
4.6% |
2.57 |
2.6% |
33% |
False |
False |
119,713 |
10 |
103.90 |
98.35 |
5.55 |
5.6% |
2.63 |
2.6% |
27% |
False |
False |
103,247 |
20 |
103.90 |
95.95 |
7.95 |
8.0% |
2.89 |
2.9% |
49% |
False |
False |
76,722 |
40 |
115.52 |
95.51 |
20.01 |
20.0% |
3.37 |
3.4% |
22% |
False |
False |
57,207 |
60 |
115.52 |
95.51 |
20.01 |
20.0% |
3.00 |
3.0% |
22% |
False |
False |
43,970 |
80 |
115.52 |
93.92 |
21.60 |
21.6% |
2.95 |
3.0% |
27% |
False |
False |
38,573 |
100 |
115.52 |
91.88 |
23.64 |
23.7% |
2.67 |
2.7% |
34% |
False |
False |
33,848 |
120 |
115.52 |
90.58 |
24.94 |
25.0% |
2.44 |
2.4% |
37% |
False |
False |
29,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.33 |
2.618 |
111.68 |
1.618 |
108.22 |
1.000 |
106.08 |
0.618 |
104.76 |
HIGH |
102.62 |
0.618 |
101.30 |
0.500 |
100.89 |
0.382 |
100.48 |
LOW |
99.16 |
0.618 |
97.02 |
1.000 |
95.70 |
1.618 |
93.56 |
2.618 |
90.10 |
4.250 |
84.46 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
100.89 |
100.78 |
PP |
100.54 |
100.47 |
S1 |
100.20 |
100.16 |
|