NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
95.49 |
97.45 |
1.96 |
2.1% |
91.73 |
| High |
97.99 |
98.25 |
0.26 |
0.3% |
96.36 |
| Low |
94.91 |
96.39 |
1.48 |
1.6% |
90.17 |
| Close |
97.38 |
97.13 |
-0.25 |
-0.3% |
95.51 |
| Range |
3.08 |
1.86 |
-1.22 |
-39.6% |
6.19 |
| ATR |
2.86 |
2.79 |
-0.07 |
-2.5% |
0.00 |
| Volume |
65,541 |
67,267 |
1,726 |
2.6% |
383,668 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.84 |
101.84 |
98.15 |
|
| R3 |
100.98 |
99.98 |
97.64 |
|
| R2 |
99.12 |
99.12 |
97.47 |
|
| R1 |
98.12 |
98.12 |
97.30 |
97.69 |
| PP |
97.26 |
97.26 |
97.26 |
97.04 |
| S1 |
96.26 |
96.26 |
96.96 |
95.83 |
| S2 |
95.40 |
95.40 |
96.79 |
|
| S3 |
93.54 |
94.40 |
96.62 |
|
| S4 |
91.68 |
92.54 |
96.11 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.58 |
110.24 |
98.91 |
|
| R3 |
106.39 |
104.05 |
97.21 |
|
| R2 |
100.20 |
100.20 |
96.64 |
|
| R1 |
97.86 |
97.86 |
96.08 |
99.03 |
| PP |
94.01 |
94.01 |
94.01 |
94.60 |
| S1 |
91.67 |
91.67 |
94.94 |
92.84 |
| S2 |
87.82 |
87.82 |
94.38 |
|
| S3 |
81.63 |
85.48 |
93.81 |
|
| S4 |
75.44 |
79.29 |
92.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.25 |
93.22 |
5.03 |
5.2% |
2.37 |
2.4% |
78% |
True |
False |
73,349 |
| 10 |
98.25 |
90.17 |
8.08 |
8.3% |
2.58 |
2.7% |
86% |
True |
False |
79,731 |
| 20 |
103.35 |
90.17 |
13.18 |
13.6% |
2.79 |
2.9% |
53% |
False |
False |
73,983 |
| 40 |
105.73 |
90.17 |
15.56 |
16.0% |
3.00 |
3.1% |
45% |
False |
False |
58,129 |
| 60 |
115.63 |
90.17 |
25.46 |
26.2% |
3.15 |
3.2% |
27% |
False |
False |
47,481 |
| 80 |
115.63 |
90.17 |
25.46 |
26.2% |
2.86 |
2.9% |
27% |
False |
False |
39,162 |
| 100 |
115.63 |
90.17 |
25.46 |
26.2% |
2.81 |
2.9% |
27% |
False |
False |
35,396 |
| 120 |
115.63 |
90.17 |
25.46 |
26.2% |
2.57 |
2.6% |
27% |
False |
False |
31,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.16 |
|
2.618 |
103.12 |
|
1.618 |
101.26 |
|
1.000 |
100.11 |
|
0.618 |
99.40 |
|
HIGH |
98.25 |
|
0.618 |
97.54 |
|
0.500 |
97.32 |
|
0.382 |
97.10 |
|
LOW |
96.39 |
|
0.618 |
95.24 |
|
1.000 |
94.53 |
|
1.618 |
93.38 |
|
2.618 |
91.52 |
|
4.250 |
88.49 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.32 |
96.80 |
| PP |
97.26 |
96.47 |
| S1 |
97.19 |
96.14 |
|