NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
93.54 |
94.21 |
0.67 |
0.7% |
100.18 |
| High |
94.30 |
95.52 |
1.22 |
1.3% |
100.79 |
| Low |
91.94 |
93.33 |
1.39 |
1.5% |
92.68 |
| Close |
94.07 |
94.60 |
0.53 |
0.6% |
93.84 |
| Range |
2.36 |
2.19 |
-0.17 |
-7.2% |
8.11 |
| ATR |
3.09 |
3.02 |
-0.06 |
-2.1% |
0.00 |
| Volume |
58,295 |
35,972 |
-22,323 |
-38.3% |
330,389 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.05 |
100.02 |
95.80 |
|
| R3 |
98.86 |
97.83 |
95.20 |
|
| R2 |
96.67 |
96.67 |
95.00 |
|
| R1 |
95.64 |
95.64 |
94.80 |
96.16 |
| PP |
94.48 |
94.48 |
94.48 |
94.74 |
| S1 |
93.45 |
93.45 |
94.40 |
93.97 |
| S2 |
92.29 |
92.29 |
94.20 |
|
| S3 |
90.10 |
91.26 |
94.00 |
|
| S4 |
87.91 |
89.07 |
93.40 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.10 |
115.08 |
98.30 |
|
| R3 |
111.99 |
106.97 |
96.07 |
|
| R2 |
103.88 |
103.88 |
95.33 |
|
| R1 |
98.86 |
98.86 |
94.58 |
97.32 |
| PP |
95.77 |
95.77 |
95.77 |
95.00 |
| S1 |
90.75 |
90.75 |
93.10 |
89.21 |
| S2 |
87.66 |
87.66 |
92.35 |
|
| S3 |
79.55 |
82.64 |
91.61 |
|
| S4 |
71.44 |
74.53 |
89.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.79 |
91.94 |
8.85 |
9.4% |
3.10 |
3.3% |
30% |
False |
False |
56,848 |
| 10 |
103.35 |
91.94 |
11.41 |
12.1% |
3.01 |
3.2% |
23% |
False |
False |
68,235 |
| 20 |
104.31 |
91.94 |
12.37 |
13.1% |
2.81 |
3.0% |
22% |
False |
False |
58,863 |
| 40 |
115.63 |
91.94 |
23.69 |
25.0% |
3.39 |
3.6% |
11% |
False |
False |
45,528 |
| 60 |
115.63 |
91.94 |
23.69 |
25.0% |
2.98 |
3.1% |
11% |
False |
False |
36,577 |
| 80 |
115.63 |
91.94 |
23.69 |
25.0% |
2.85 |
3.0% |
11% |
False |
False |
31,705 |
| 100 |
115.63 |
91.94 |
23.69 |
25.0% |
2.70 |
2.9% |
11% |
False |
False |
28,980 |
| 120 |
115.63 |
91.94 |
23.69 |
25.0% |
2.50 |
2.6% |
11% |
False |
False |
25,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.83 |
|
2.618 |
101.25 |
|
1.618 |
99.06 |
|
1.000 |
97.71 |
|
0.618 |
96.87 |
|
HIGH |
95.52 |
|
0.618 |
94.68 |
|
0.500 |
94.43 |
|
0.382 |
94.17 |
|
LOW |
93.33 |
|
0.618 |
91.98 |
|
1.000 |
91.14 |
|
1.618 |
89.79 |
|
2.618 |
87.60 |
|
4.250 |
84.02 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.54 |
94.42 |
| PP |
94.48 |
94.25 |
| S1 |
94.43 |
94.07 |
|