NYMEX Light Sweet Crude Oil Future August 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 |
99.41 |
97.73 |
-1.68 |
-1.7% |
100.93 |
High |
99.88 |
99.92 |
0.04 |
0.0% |
102.95 |
Low |
96.69 |
97.01 |
0.32 |
0.3% |
98.35 |
Close |
97.84 |
99.86 |
2.02 |
2.1% |
99.85 |
Range |
3.19 |
2.91 |
-0.28 |
-8.8% |
4.60 |
ATR |
3.11 |
3.10 |
-0.01 |
-0.5% |
0.00 |
Volume |
147,708 |
140,488 |
-7,220 |
-4.9% |
598,567 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.66 |
106.67 |
101.46 |
|
R3 |
104.75 |
103.76 |
100.66 |
|
R2 |
101.84 |
101.84 |
100.39 |
|
R1 |
100.85 |
100.85 |
100.13 |
101.35 |
PP |
98.93 |
98.93 |
98.93 |
99.18 |
S1 |
97.94 |
97.94 |
99.59 |
98.44 |
S2 |
96.02 |
96.02 |
99.33 |
|
S3 |
93.11 |
95.03 |
99.06 |
|
S4 |
90.20 |
92.12 |
98.26 |
|
|
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 |
96.69 |
6.26 |
6.3% |
3.00 |
3.0% |
51% |
False |
False |
144,546 |
10 |
103.88 |
96.69 |
7.19 |
7.2% |
2.76 |
2.8% |
44% |
False |
False |
117,772 |
20 |
103.90 |
95.95 |
7.95 |
8.0% |
2.89 |
2.9% |
49% |
False |
False |
86,478 |
40 |
115.52 |
95.51 |
20.01 |
20.0% |
3.39 |
3.4% |
22% |
False |
False |
62,539 |
60 |
115.52 |
95.51 |
20.01 |
20.0% |
2.97 |
3.0% |
22% |
False |
False |
48,400 |
80 |
115.52 |
94.21 |
21.31 |
21.3% |
3.00 |
3.0% |
27% |
False |
False |
41,793 |
100 |
115.52 |
91.88 |
23.64 |
23.7% |
2.70 |
2.7% |
34% |
False |
False |
36,617 |
120 |
115.52 |
91.78 |
23.74 |
23.8% |
2.48 |
2.5% |
34% |
False |
False |
31,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.29 |
2.618 |
107.54 |
1.618 |
104.63 |
1.000 |
102.83 |
0.618 |
101.72 |
HIGH |
99.92 |
0.618 |
98.81 |
0.500 |
98.47 |
0.382 |
98.12 |
LOW |
97.01 |
0.618 |
95.21 |
1.000 |
94.10 |
1.618 |
92.30 |
2.618 |
89.39 |
4.250 |
84.64 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
99.40 |
99.79 |
PP |
98.93 |
99.72 |
S1 |
98.47 |
99.66 |
|