NYMEX Light Sweet Crude Oil Future October 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 |
103.05 |
100.61 |
-2.44 |
-2.4% |
102.10 |
| High |
103.41 |
100.88 |
-2.53 |
-2.4% |
103.76 |
| Low |
100.18 |
97.71 |
-2.47 |
-2.5% |
99.38 |
| Close |
100.88 |
98.82 |
-2.06 |
-2.0% |
100.88 |
| Range |
3.23 |
3.17 |
-0.06 |
-1.9% |
4.38 |
| ATR |
2.91 |
2.93 |
0.02 |
0.6% |
0.00 |
| Volume |
40,661 |
30,975 |
-9,686 |
-23.8% |
147,340 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.65 |
106.90 |
100.56 |
|
| R3 |
105.48 |
103.73 |
99.69 |
|
| R2 |
102.31 |
102.31 |
99.40 |
|
| R1 |
100.56 |
100.56 |
99.11 |
99.85 |
| PP |
99.14 |
99.14 |
99.14 |
98.78 |
| S1 |
97.39 |
97.39 |
98.53 |
96.68 |
| S2 |
95.97 |
95.97 |
98.24 |
|
| S3 |
92.80 |
94.22 |
97.95 |
|
| S4 |
89.63 |
91.05 |
97.08 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.48 |
112.06 |
103.29 |
|
| R3 |
110.10 |
107.68 |
102.08 |
|
| R2 |
105.72 |
105.72 |
101.68 |
|
| R1 |
103.30 |
103.30 |
101.28 |
102.32 |
| PP |
101.34 |
101.34 |
101.34 |
100.85 |
| S1 |
98.92 |
98.92 |
100.48 |
97.94 |
| S2 |
96.96 |
96.96 |
100.08 |
|
| S3 |
92.58 |
94.54 |
99.68 |
|
| S4 |
88.20 |
90.16 |
98.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.76 |
97.71 |
6.05 |
6.1% |
2.66 |
2.7% |
18% |
False |
True |
31,079 |
| 10 |
104.65 |
97.71 |
6.94 |
7.0% |
2.68 |
2.7% |
16% |
False |
True |
26,137 |
| 20 |
104.65 |
96.56 |
8.09 |
8.2% |
2.68 |
2.7% |
28% |
False |
False |
20,124 |
| 40 |
115.58 |
96.56 |
19.02 |
19.2% |
3.12 |
3.2% |
12% |
False |
False |
16,075 |
| 60 |
115.58 |
96.56 |
19.02 |
19.2% |
2.68 |
2.7% |
12% |
False |
False |
13,613 |
| 80 |
115.58 |
95.00 |
20.58 |
20.8% |
2.67 |
2.7% |
19% |
False |
False |
12,685 |
| 100 |
115.58 |
92.69 |
22.89 |
23.2% |
2.42 |
2.5% |
27% |
False |
False |
11,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.35 |
|
2.618 |
109.18 |
|
1.618 |
106.01 |
|
1.000 |
104.05 |
|
0.618 |
102.84 |
|
HIGH |
100.88 |
|
0.618 |
99.67 |
|
0.500 |
99.30 |
|
0.382 |
98.92 |
|
LOW |
97.71 |
|
0.618 |
95.75 |
|
1.000 |
94.54 |
|
1.618 |
92.58 |
|
2.618 |
89.41 |
|
4.250 |
84.24 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.30 |
100.74 |
| PP |
99.14 |
100.10 |
| S1 |
98.98 |
99.46 |
|