NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
95.50 |
93.17 |
-2.33 |
-2.4% |
99.41 |
High |
95.81 |
93.87 |
-1.94 |
-2.0% |
100.39 |
Low |
92.23 |
91.51 |
-0.72 |
-0.8% |
92.23 |
Close |
93.40 |
93.63 |
0.23 |
0.2% |
93.40 |
Range |
3.58 |
2.36 |
-1.22 |
-34.1% |
8.16 |
ATR |
3.20 |
3.14 |
-0.06 |
-1.9% |
0.00 |
Volume |
154,315 |
261,068 |
106,753 |
69.2% |
806,111 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.08 |
99.22 |
94.93 |
|
R3 |
97.72 |
96.86 |
94.28 |
|
R2 |
95.36 |
95.36 |
94.06 |
|
R1 |
94.50 |
94.50 |
93.85 |
94.93 |
PP |
93.00 |
93.00 |
93.00 |
93.22 |
S1 |
92.14 |
92.14 |
93.41 |
92.57 |
S2 |
90.64 |
90.64 |
93.20 |
|
S3 |
88.28 |
89.78 |
92.98 |
|
S4 |
85.92 |
87.42 |
92.33 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.82 |
114.77 |
97.89 |
|
R3 |
111.66 |
106.61 |
95.64 |
|
R2 |
103.50 |
103.50 |
94.90 |
|
R1 |
98.45 |
98.45 |
94.15 |
96.90 |
PP |
95.34 |
95.34 |
95.34 |
94.56 |
S1 |
90.29 |
90.29 |
92.65 |
88.74 |
S2 |
87.18 |
87.18 |
91.90 |
|
S3 |
79.02 |
82.13 |
91.16 |
|
S4 |
70.86 |
73.97 |
88.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.39 |
91.51 |
8.88 |
9.5% |
3.24 |
3.5% |
24% |
False |
True |
183,894 |
10 |
102.95 |
91.51 |
11.44 |
12.2% |
3.02 |
3.2% |
19% |
False |
True |
156,987 |
20 |
103.90 |
91.51 |
12.39 |
13.2% |
2.92 |
3.1% |
17% |
False |
True |
116,449 |
40 |
115.52 |
91.51 |
24.01 |
25.6% |
3.45 |
3.7% |
9% |
False |
True |
79,589 |
60 |
115.52 |
91.51 |
24.01 |
25.6% |
3.07 |
3.3% |
9% |
False |
True |
60,559 |
80 |
115.52 |
91.51 |
24.01 |
25.6% |
2.95 |
3.1% |
9% |
False |
True |
50,027 |
100 |
115.52 |
91.51 |
24.01 |
25.6% |
2.78 |
3.0% |
9% |
False |
True |
43,895 |
120 |
115.52 |
91.51 |
24.01 |
25.6% |
2.56 |
2.7% |
9% |
False |
True |
38,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.90 |
2.618 |
100.05 |
1.618 |
97.69 |
1.000 |
96.23 |
0.618 |
95.33 |
HIGH |
93.87 |
0.618 |
92.97 |
0.500 |
92.69 |
0.382 |
92.41 |
LOW |
91.51 |
0.618 |
90.05 |
1.000 |
89.15 |
1.618 |
87.69 |
2.618 |
85.33 |
4.250 |
81.48 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
93.32 |
93.86 |
PP |
93.00 |
93.78 |
S1 |
92.69 |
93.71 |
|