NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
92.74 |
91.90 |
-0.84 |
-0.9% |
93.79 |
High |
93.33 |
92.31 |
-1.02 |
-1.1% |
96.65 |
Low |
90.94 |
90.73 |
-0.21 |
-0.2% |
90.80 |
Close |
92.23 |
91.70 |
-0.53 |
-0.6% |
92.23 |
Range |
2.39 |
1.58 |
-0.81 |
-33.9% |
5.85 |
ATR |
3.02 |
2.92 |
-0.10 |
-3.4% |
0.00 |
Volume |
68,802 |
49,679 |
-19,123 |
-27.8% |
165,864 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.32 |
95.59 |
92.57 |
|
R3 |
94.74 |
94.01 |
92.13 |
|
R2 |
93.16 |
93.16 |
91.99 |
|
R1 |
92.43 |
92.43 |
91.84 |
92.01 |
PP |
91.58 |
91.58 |
91.58 |
91.37 |
S1 |
90.85 |
90.85 |
91.56 |
90.43 |
S2 |
90.00 |
90.00 |
91.41 |
|
S3 |
88.42 |
89.27 |
91.27 |
|
S4 |
86.84 |
87.69 |
90.83 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.78 |
107.35 |
95.45 |
|
R3 |
104.93 |
101.50 |
93.84 |
|
R2 |
99.08 |
99.08 |
93.30 |
|
R1 |
95.65 |
95.65 |
92.77 |
94.44 |
PP |
93.23 |
93.23 |
93.23 |
92.62 |
S1 |
89.80 |
89.80 |
91.69 |
88.59 |
S2 |
87.38 |
87.38 |
91.16 |
|
S3 |
81.53 |
83.95 |
90.62 |
|
S4 |
75.68 |
78.10 |
89.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.65 |
90.73 |
5.92 |
6.5% |
2.63 |
2.9% |
16% |
False |
True |
37,919 |
10 |
101.12 |
90.73 |
10.39 |
11.3% |
2.86 |
3.1% |
9% |
False |
True |
33,454 |
20 |
104.65 |
90.73 |
13.92 |
15.2% |
2.77 |
3.0% |
7% |
False |
True |
29,795 |
40 |
115.58 |
90.73 |
24.85 |
27.1% |
3.30 |
3.6% |
4% |
False |
True |
21,974 |
60 |
115.58 |
90.73 |
24.85 |
27.1% |
2.88 |
3.1% |
4% |
False |
True |
17,876 |
80 |
115.58 |
90.73 |
24.85 |
27.1% |
2.71 |
3.0% |
4% |
False |
True |
15,429 |
100 |
115.58 |
90.73 |
24.85 |
27.1% |
2.56 |
2.8% |
4% |
False |
True |
14,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.03 |
2.618 |
96.45 |
1.618 |
94.87 |
1.000 |
93.89 |
0.618 |
93.29 |
HIGH |
92.31 |
0.618 |
91.71 |
0.500 |
91.52 |
0.382 |
91.33 |
LOW |
90.73 |
0.618 |
89.75 |
1.000 |
89.15 |
1.618 |
88.17 |
2.618 |
86.59 |
4.250 |
84.02 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
91.64 |
93.02 |
PP |
91.58 |
92.58 |
S1 |
91.52 |
92.14 |
|