NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.20 |
96.03 |
1.83 |
1.9% |
93.79 |
| High |
96.87 |
96.80 |
-0.07 |
-0.1% |
96.65 |
| Low |
93.80 |
95.01 |
1.21 |
1.3% |
90.80 |
| Close |
95.84 |
96.50 |
0.66 |
0.7% |
92.23 |
| Range |
3.07 |
1.79 |
-1.28 |
-41.7% |
5.85 |
| ATR |
2.90 |
2.82 |
-0.08 |
-2.7% |
0.00 |
| Volume |
40,292 |
38,446 |
-1,846 |
-4.6% |
165,864 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.47 |
100.78 |
97.48 |
|
| R3 |
99.68 |
98.99 |
96.99 |
|
| R2 |
97.89 |
97.89 |
96.83 |
|
| R1 |
97.20 |
97.20 |
96.66 |
97.55 |
| PP |
96.10 |
96.10 |
96.10 |
96.28 |
| S1 |
95.41 |
95.41 |
96.34 |
95.76 |
| S2 |
94.31 |
94.31 |
96.17 |
|
| S3 |
92.52 |
93.62 |
96.01 |
|
| S4 |
90.73 |
91.83 |
95.52 |
|
|
| 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 |
96.87 |
90.73 |
6.14 |
6.4% |
2.27 |
2.4% |
94% |
False |
False |
46,255 |
| 10 |
96.87 |
90.73 |
6.14 |
6.4% |
2.62 |
2.7% |
94% |
False |
False |
35,487 |
| 20 |
103.76 |
90.73 |
13.03 |
13.5% |
2.68 |
2.8% |
44% |
False |
False |
33,178 |
| 40 |
109.94 |
90.73 |
19.21 |
19.9% |
3.28 |
3.4% |
30% |
False |
False |
24,119 |
| 60 |
115.58 |
90.73 |
24.85 |
25.8% |
2.95 |
3.1% |
23% |
False |
False |
19,328 |
| 80 |
115.58 |
90.73 |
24.85 |
25.8% |
2.72 |
2.8% |
23% |
False |
False |
16,466 |
| 100 |
115.58 |
90.73 |
24.85 |
25.8% |
2.60 |
2.7% |
23% |
False |
False |
15,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.41 |
|
2.618 |
101.49 |
|
1.618 |
99.70 |
|
1.000 |
98.59 |
|
0.618 |
97.91 |
|
HIGH |
96.80 |
|
0.618 |
96.12 |
|
0.500 |
95.91 |
|
0.382 |
95.69 |
|
LOW |
95.01 |
|
0.618 |
93.90 |
|
1.000 |
93.22 |
|
1.618 |
92.11 |
|
2.618 |
90.32 |
|
4.250 |
87.40 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.30 |
95.74 |
| PP |
96.10 |
94.97 |
| S1 |
95.91 |
94.21 |
|