NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
91.50 |
93.89 |
2.39 |
2.6% |
93.54 |
| High |
93.54 |
96.36 |
2.82 |
3.0% |
96.21 |
| Low |
91.01 |
93.22 |
2.21 |
2.4% |
90.27 |
| Close |
93.46 |
95.32 |
1.86 |
2.0% |
91.71 |
| Range |
2.53 |
3.14 |
0.61 |
24.1% |
5.94 |
| ATR |
2.98 |
2.99 |
0.01 |
0.4% |
0.00 |
| Volume |
64,061 |
78,880 |
14,819 |
23.1% |
375,108 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.39 |
102.99 |
97.05 |
|
| R3 |
101.25 |
99.85 |
96.18 |
|
| R2 |
98.11 |
98.11 |
95.90 |
|
| R1 |
96.71 |
96.71 |
95.61 |
97.41 |
| PP |
94.97 |
94.97 |
94.97 |
95.32 |
| S1 |
93.57 |
93.57 |
95.03 |
94.27 |
| S2 |
91.83 |
91.83 |
94.74 |
|
| S3 |
88.69 |
90.43 |
94.46 |
|
| S4 |
85.55 |
87.29 |
93.59 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.55 |
107.07 |
94.98 |
|
| R3 |
104.61 |
101.13 |
93.34 |
|
| R2 |
98.67 |
98.67 |
92.80 |
|
| R1 |
95.19 |
95.19 |
92.25 |
93.96 |
| PP |
92.73 |
92.73 |
92.73 |
92.12 |
| S1 |
89.25 |
89.25 |
91.17 |
88.02 |
| S2 |
86.79 |
86.79 |
90.62 |
|
| S3 |
80.85 |
83.31 |
90.08 |
|
| S4 |
74.91 |
77.37 |
88.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.36 |
90.17 |
6.19 |
6.5% |
2.91 |
3.1% |
83% |
True |
False |
91,336 |
| 10 |
96.69 |
90.17 |
6.52 |
6.8% |
2.67 |
2.8% |
79% |
False |
False |
73,941 |
| 20 |
103.35 |
90.17 |
13.18 |
13.8% |
2.80 |
2.9% |
39% |
False |
False |
70,604 |
| 40 |
112.12 |
90.17 |
21.95 |
23.0% |
3.45 |
3.6% |
23% |
False |
False |
54,706 |
| 60 |
115.63 |
90.17 |
25.46 |
26.7% |
3.10 |
3.3% |
20% |
False |
False |
43,700 |
| 80 |
115.63 |
90.17 |
25.46 |
26.7% |
2.88 |
3.0% |
20% |
False |
False |
36,677 |
| 100 |
115.63 |
90.17 |
25.46 |
26.7% |
2.77 |
2.9% |
20% |
False |
False |
33,024 |
| 120 |
115.63 |
90.17 |
25.46 |
26.7% |
2.54 |
2.7% |
20% |
False |
False |
29,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.71 |
|
2.618 |
104.58 |
|
1.618 |
101.44 |
|
1.000 |
99.50 |
|
0.618 |
98.30 |
|
HIGH |
96.36 |
|
0.618 |
95.16 |
|
0.500 |
94.79 |
|
0.382 |
94.42 |
|
LOW |
93.22 |
|
0.618 |
91.28 |
|
1.000 |
90.08 |
|
1.618 |
88.14 |
|
2.618 |
85.00 |
|
4.250 |
79.88 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.14 |
94.64 |
| PP |
94.97 |
93.95 |
| S1 |
94.79 |
93.27 |
|