NYMEX Light Sweet Crude Oil Future September 2011
Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
102.84 |
100.18 |
-2.66 |
-2.6% |
101.50 |
High |
103.08 |
100.41 |
-2.67 |
-2.6% |
103.35 |
Low |
99.70 |
97.25 |
-2.45 |
-2.5% |
98.89 |
Close |
100.40 |
98.36 |
-2.04 |
-2.0% |
100.40 |
Range |
3.38 |
3.16 |
-0.22 |
-6.5% |
4.46 |
ATR |
3.04 |
3.05 |
0.01 |
0.3% |
0.00 |
Volume |
88,872 |
75,422 |
-13,450 |
-15.1% |
356,739 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.15 |
106.42 |
100.10 |
|
R3 |
104.99 |
103.26 |
99.23 |
|
R2 |
101.83 |
101.83 |
98.94 |
|
R1 |
100.10 |
100.10 |
98.65 |
99.39 |
PP |
98.67 |
98.67 |
98.67 |
98.32 |
S1 |
96.94 |
96.94 |
98.07 |
96.23 |
S2 |
95.51 |
95.51 |
97.78 |
|
S3 |
92.35 |
93.78 |
97.49 |
|
S4 |
89.19 |
90.62 |
96.62 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.26 |
111.79 |
102.85 |
|
R3 |
109.80 |
107.33 |
101.63 |
|
R2 |
105.34 |
105.34 |
101.22 |
|
R1 |
102.87 |
102.87 |
100.81 |
101.88 |
PP |
100.88 |
100.88 |
100.88 |
100.38 |
S1 |
98.41 |
98.41 |
99.99 |
97.42 |
S2 |
96.42 |
96.42 |
99.58 |
|
S3 |
91.96 |
93.95 |
99.17 |
|
S4 |
87.50 |
89.49 |
97.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.35 |
97.25 |
6.10 |
6.2% |
2.74 |
2.8% |
18% |
False |
True |
74,217 |
10 |
104.31 |
97.25 |
7.06 |
7.2% |
2.77 |
2.8% |
16% |
False |
True |
64,743 |
20 |
104.31 |
96.35 |
7.96 |
8.1% |
2.81 |
2.9% |
25% |
False |
False |
51,091 |
40 |
115.63 |
95.85 |
19.78 |
20.1% |
3.31 |
3.4% |
13% |
False |
False |
40,014 |
60 |
115.63 |
95.85 |
19.78 |
20.1% |
2.86 |
2.9% |
13% |
False |
False |
32,128 |
80 |
115.63 |
94.50 |
21.13 |
21.5% |
2.87 |
2.9% |
18% |
False |
False |
29,208 |
100 |
115.63 |
92.33 |
23.30 |
23.7% |
2.60 |
2.6% |
26% |
False |
False |
26,055 |
120 |
115.63 |
91.94 |
23.69 |
24.1% |
2.37 |
2.4% |
27% |
False |
False |
22,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.84 |
2.618 |
108.68 |
1.618 |
105.52 |
1.000 |
103.57 |
0.618 |
102.36 |
HIGH |
100.41 |
0.618 |
99.20 |
0.500 |
98.83 |
0.382 |
98.46 |
LOW |
97.25 |
0.618 |
95.30 |
1.000 |
94.09 |
1.618 |
92.14 |
2.618 |
88.98 |
4.250 |
83.82 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
98.83 |
100.30 |
PP |
98.67 |
99.65 |
S1 |
98.52 |
99.01 |
|