NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 28-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
91.16 |
90.71 |
-0.45 |
-0.5% |
93.17 |
High |
91.30 |
93.37 |
2.07 |
2.3% |
95.70 |
Low |
89.61 |
90.44 |
0.83 |
0.9% |
89.70 |
Close |
90.61 |
92.89 |
2.28 |
2.5% |
91.16 |
Range |
1.69 |
2.93 |
1.24 |
73.4% |
6.00 |
ATR |
3.06 |
3.05 |
-0.01 |
-0.3% |
0.00 |
Volume |
259,799 |
267,406 |
7,607 |
2.9% |
1,574,559 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.02 |
99.89 |
94.50 |
|
R3 |
98.09 |
96.96 |
93.70 |
|
R2 |
95.16 |
95.16 |
93.43 |
|
R1 |
94.03 |
94.03 |
93.16 |
94.60 |
PP |
92.23 |
92.23 |
92.23 |
92.52 |
S1 |
91.10 |
91.10 |
92.62 |
91.67 |
S2 |
89.30 |
89.30 |
92.35 |
|
S3 |
86.37 |
88.17 |
92.08 |
|
S4 |
83.44 |
85.24 |
91.28 |
|
|
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 |
6.6% |
2.87 |
3.1% |
54% |
False |
False |
305,859 |
10 |
100.39 |
89.61 |
10.78 |
11.6% |
2.99 |
3.2% |
30% |
False |
False |
261,967 |
20 |
103.88 |
89.61 |
14.27 |
15.4% |
2.87 |
3.1% |
23% |
False |
False |
189,870 |
40 |
113.91 |
89.61 |
24.30 |
26.2% |
3.50 |
3.8% |
13% |
False |
False |
121,379 |
60 |
115.52 |
89.61 |
25.91 |
27.9% |
3.17 |
3.4% |
13% |
False |
False |
89,725 |
80 |
115.52 |
89.61 |
25.91 |
27.9% |
2.99 |
3.2% |
13% |
False |
False |
71,493 |
100 |
115.52 |
89.61 |
25.91 |
27.9% |
2.85 |
3.1% |
13% |
False |
False |
61,087 |
120 |
115.52 |
89.61 |
25.91 |
27.9% |
2.61 |
2.8% |
13% |
False |
False |
53,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.82 |
2.618 |
101.04 |
1.618 |
98.11 |
1.000 |
96.30 |
0.618 |
95.18 |
HIGH |
93.37 |
0.618 |
92.25 |
0.500 |
91.91 |
0.382 |
91.56 |
LOW |
90.44 |
0.618 |
88.63 |
1.000 |
87.51 |
1.618 |
85.70 |
2.618 |
82.77 |
4.250 |
77.99 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
92.56 |
92.42 |
PP |
92.23 |
91.96 |
S1 |
91.91 |
91.49 |
|