NYMEX Light Sweet Crude Oil Future October 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 |
93.79 |
94.70 |
0.91 |
1.0% |
100.61 |
| High |
94.65 |
95.91 |
1.26 |
1.3% |
101.12 |
| Low |
92.41 |
93.72 |
1.31 |
1.4% |
93.10 |
| Close |
94.46 |
94.96 |
0.50 |
0.5% |
94.23 |
| Range |
2.24 |
2.19 |
-0.05 |
-2.2% |
8.02 |
| ATR |
2.96 |
2.91 |
-0.06 |
-1.9% |
0.00 |
| Volume |
25,948 |
16,727 |
-9,221 |
-35.5% |
149,974 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.43 |
100.39 |
96.16 |
|
| R3 |
99.24 |
98.20 |
95.56 |
|
| R2 |
97.05 |
97.05 |
95.36 |
|
| R1 |
96.01 |
96.01 |
95.16 |
96.53 |
| PP |
94.86 |
94.86 |
94.86 |
95.13 |
| S1 |
93.82 |
93.82 |
94.76 |
94.34 |
| S2 |
92.67 |
92.67 |
94.56 |
|
| S3 |
90.48 |
91.63 |
94.36 |
|
| S4 |
88.29 |
89.44 |
93.76 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.21 |
115.24 |
98.64 |
|
| R3 |
112.19 |
107.22 |
96.44 |
|
| R2 |
104.17 |
104.17 |
95.70 |
|
| R1 |
99.20 |
99.20 |
94.97 |
97.68 |
| PP |
96.15 |
96.15 |
96.15 |
95.39 |
| S1 |
91.18 |
91.18 |
93.49 |
89.66 |
| S2 |
88.13 |
88.13 |
92.76 |
|
| S3 |
80.11 |
83.16 |
92.02 |
|
| S4 |
72.09 |
75.14 |
89.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.12 |
92.41 |
8.71 |
9.2% |
2.98 |
3.1% |
29% |
False |
False |
26,538 |
| 10 |
103.76 |
92.41 |
11.35 |
12.0% |
2.92 |
3.1% |
22% |
False |
False |
30,065 |
| 20 |
104.65 |
92.41 |
12.24 |
12.9% |
2.72 |
2.9% |
21% |
False |
False |
24,590 |
| 40 |
115.58 |
92.41 |
23.17 |
24.4% |
3.22 |
3.4% |
11% |
False |
False |
18,686 |
| 60 |
115.58 |
92.41 |
23.17 |
24.4% |
2.81 |
3.0% |
11% |
False |
False |
15,530 |
| 80 |
115.58 |
92.41 |
23.17 |
24.4% |
2.66 |
2.8% |
11% |
False |
False |
13,721 |
| 100 |
115.58 |
92.41 |
23.17 |
24.4% |
2.52 |
2.6% |
11% |
False |
False |
13,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.22 |
|
2.618 |
101.64 |
|
1.618 |
99.45 |
|
1.000 |
98.10 |
|
0.618 |
97.26 |
|
HIGH |
95.91 |
|
0.618 |
95.07 |
|
0.500 |
94.82 |
|
0.382 |
94.56 |
|
LOW |
93.72 |
|
0.618 |
92.37 |
|
1.000 |
91.53 |
|
1.618 |
90.18 |
|
2.618 |
87.99 |
|
4.250 |
84.41 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.91 |
94.80 |
| PP |
94.86 |
94.64 |
| S1 |
94.82 |
94.48 |
|