NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
92.28 |
91.16 |
-1.12 |
-1.2% |
93.17 |
High |
92.34 |
91.30 |
-1.04 |
-1.1% |
95.70 |
Low |
89.82 |
89.61 |
-0.21 |
-0.2% |
89.70 |
Close |
91.16 |
90.61 |
-0.55 |
-0.6% |
91.16 |
Range |
2.52 |
1.69 |
-0.83 |
-32.9% |
6.00 |
ATR |
3.17 |
3.06 |
-0.11 |
-3.3% |
0.00 |
Volume |
251,447 |
259,799 |
8,352 |
3.3% |
1,574,559 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.58 |
94.78 |
91.54 |
|
R3 |
93.89 |
93.09 |
91.07 |
|
R2 |
92.20 |
92.20 |
90.92 |
|
R1 |
91.40 |
91.40 |
90.76 |
90.96 |
PP |
90.51 |
90.51 |
90.51 |
90.28 |
S1 |
89.71 |
89.71 |
90.46 |
89.27 |
S2 |
88.82 |
88.82 |
90.30 |
|
S3 |
87.13 |
88.02 |
90.15 |
|
S4 |
85.44 |
86.33 |
89.68 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.19 |
106.67 |
94.46 |
|
R3 |
104.19 |
100.67 |
92.81 |
|
R2 |
98.19 |
98.19 |
92.26 |
|
R1 |
94.67 |
94.67 |
91.71 |
93.43 |
PP |
92.19 |
92.19 |
92.19 |
91.57 |
S1 |
88.67 |
88.67 |
90.61 |
87.43 |
S2 |
86.19 |
86.19 |
90.06 |
|
S3 |
80.19 |
82.67 |
89.51 |
|
S4 |
74.19 |
76.67 |
87.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.70 |
89.61 |
6.09 |
6.7% |
2.73 |
3.0% |
16% |
False |
True |
314,658 |
10 |
100.39 |
89.61 |
10.78 |
11.9% |
2.99 |
3.3% |
9% |
False |
True |
249,276 |
20 |
103.90 |
89.61 |
14.29 |
15.8% |
2.91 |
3.2% |
7% |
False |
True |
179,210 |
40 |
115.52 |
89.61 |
25.91 |
28.6% |
3.53 |
3.9% |
4% |
False |
True |
115,242 |
60 |
115.52 |
89.61 |
25.91 |
28.6% |
3.15 |
3.5% |
4% |
False |
True |
85,573 |
80 |
115.52 |
89.61 |
25.91 |
28.6% |
2.98 |
3.3% |
4% |
False |
True |
68,371 |
100 |
115.52 |
89.61 |
25.91 |
28.6% |
2.83 |
3.1% |
4% |
False |
True |
58,566 |
120 |
115.52 |
89.61 |
25.91 |
28.6% |
2.61 |
2.9% |
4% |
False |
True |
50,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.48 |
2.618 |
95.72 |
1.618 |
94.03 |
1.000 |
92.99 |
0.618 |
92.34 |
HIGH |
91.30 |
0.618 |
90.65 |
0.500 |
90.46 |
0.382 |
90.26 |
LOW |
89.61 |
0.618 |
88.57 |
1.000 |
87.92 |
1.618 |
86.88 |
2.618 |
85.19 |
4.250 |
82.43 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
90.56 |
92.04 |
PP |
90.51 |
91.56 |
S1 |
90.46 |
91.09 |
|