NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
98.16 |
100.69 |
2.53 |
2.6% |
102.10 |
| High |
100.77 |
101.12 |
0.35 |
0.3% |
103.76 |
| Low |
97.99 |
95.36 |
-2.63 |
-2.7% |
99.38 |
| Close |
100.71 |
96.11 |
-4.60 |
-4.6% |
100.88 |
| Range |
2.78 |
5.76 |
2.98 |
107.2% |
4.38 |
| ATR |
2.92 |
3.12 |
0.20 |
7.0% |
0.00 |
| Volume |
28,982 |
27,809 |
-1,173 |
-4.0% |
147,340 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.81 |
111.22 |
99.28 |
|
| R3 |
109.05 |
105.46 |
97.69 |
|
| R2 |
103.29 |
103.29 |
97.17 |
|
| R1 |
99.70 |
99.70 |
96.64 |
98.62 |
| PP |
97.53 |
97.53 |
97.53 |
96.99 |
| S1 |
93.94 |
93.94 |
95.58 |
92.86 |
| S2 |
91.77 |
91.77 |
95.05 |
|
| S3 |
86.01 |
88.18 |
94.53 |
|
| S4 |
80.25 |
82.42 |
92.94 |
|
|
| 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 |
95.36 |
8.40 |
8.7% |
3.29 |
3.4% |
9% |
False |
True |
33,756 |
| 10 |
103.76 |
95.36 |
8.40 |
8.7% |
2.85 |
3.0% |
9% |
False |
True |
28,821 |
| 20 |
104.65 |
95.36 |
9.29 |
9.7% |
2.85 |
3.0% |
8% |
False |
True |
21,958 |
| 40 |
115.58 |
95.36 |
20.22 |
21.0% |
3.19 |
3.3% |
4% |
False |
True |
16,938 |
| 60 |
115.58 |
95.36 |
20.22 |
21.0% |
2.75 |
2.9% |
4% |
False |
True |
14,307 |
| 80 |
115.58 |
95.36 |
20.22 |
21.0% |
2.75 |
2.9% |
4% |
False |
True |
13,155 |
| 100 |
115.58 |
92.69 |
22.89 |
23.8% |
2.48 |
2.6% |
15% |
False |
False |
12,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.60 |
|
2.618 |
116.20 |
|
1.618 |
110.44 |
|
1.000 |
106.88 |
|
0.618 |
104.68 |
|
HIGH |
101.12 |
|
0.618 |
98.92 |
|
0.500 |
98.24 |
|
0.382 |
97.56 |
|
LOW |
95.36 |
|
0.618 |
91.80 |
|
1.000 |
89.60 |
|
1.618 |
86.04 |
|
2.618 |
80.28 |
|
4.250 |
70.88 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.24 |
98.24 |
| PP |
97.53 |
97.53 |
| S1 |
96.82 |
96.82 |
|