NYMEX Light Sweet Crude Oil Future August 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 |
97.73 |
100.00 |
2.27 |
2.3% |
100.93 |
High |
99.92 |
100.39 |
0.47 |
0.5% |
102.95 |
Low |
97.01 |
94.47 |
-2.54 |
-2.6% |
98.35 |
Close |
99.86 |
95.26 |
-4.60 |
-4.6% |
99.85 |
Range |
2.91 |
5.92 |
3.01 |
103.4% |
4.60 |
ATR |
3.10 |
3.30 |
0.20 |
6.5% |
0.00 |
Volume |
140,488 |
141,206 |
718 |
0.5% |
598,567 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.47 |
110.78 |
98.52 |
|
R3 |
108.55 |
104.86 |
96.89 |
|
R2 |
102.63 |
102.63 |
96.35 |
|
R1 |
98.94 |
98.94 |
95.80 |
97.83 |
PP |
96.71 |
96.71 |
96.71 |
96.15 |
S1 |
93.02 |
93.02 |
94.72 |
91.91 |
S2 |
90.79 |
90.79 |
94.17 |
|
S3 |
84.87 |
87.10 |
93.63 |
|
S4 |
78.95 |
81.18 |
92.00 |
|
|
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 |
94.47 |
8.48 |
8.9% |
3.42 |
3.6% |
9% |
False |
True |
144,915 |
10 |
102.95 |
94.47 |
8.48 |
8.9% |
3.00 |
3.2% |
9% |
False |
True |
123,001 |
20 |
103.90 |
94.47 |
9.43 |
9.9% |
3.05 |
3.2% |
8% |
False |
True |
91,928 |
40 |
115.52 |
94.47 |
21.05 |
22.1% |
3.47 |
3.6% |
4% |
False |
True |
65,584 |
60 |
115.52 |
94.47 |
21.05 |
22.1% |
3.04 |
3.2% |
4% |
False |
True |
50,594 |
80 |
115.52 |
94.47 |
21.05 |
22.1% |
3.04 |
3.2% |
4% |
False |
True |
43,289 |
100 |
115.52 |
91.88 |
23.64 |
24.8% |
2.75 |
2.9% |
14% |
False |
False |
37,909 |
120 |
115.52 |
91.78 |
23.74 |
24.9% |
2.52 |
2.6% |
15% |
False |
False |
32,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.55 |
2.618 |
115.89 |
1.618 |
109.97 |
1.000 |
106.31 |
0.618 |
104.05 |
HIGH |
100.39 |
0.618 |
98.13 |
0.500 |
97.43 |
0.382 |
96.73 |
LOW |
94.47 |
0.618 |
90.81 |
1.000 |
88.55 |
1.618 |
84.89 |
2.618 |
78.97 |
4.250 |
69.31 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
97.43 |
97.43 |
PP |
96.71 |
96.71 |
S1 |
95.98 |
95.98 |
|