NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
101.06 |
99.40 |
-1.66 |
-1.6% |
102.47 |
| High |
101.10 |
101.10 |
0.00 |
0.0% |
104.00 |
| Low |
98.14 |
98.45 |
0.31 |
0.3% |
99.76 |
| Close |
99.24 |
101.08 |
1.84 |
1.9% |
101.30 |
| Range |
2.96 |
2.65 |
-0.31 |
-10.5% |
4.24 |
| ATR |
2.82 |
2.81 |
-0.01 |
-0.4% |
0.00 |
| Volume |
21,580 |
22,363 |
783 |
3.6% |
98,105 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.16 |
107.27 |
102.54 |
|
| R3 |
105.51 |
104.62 |
101.81 |
|
| R2 |
102.86 |
102.86 |
101.57 |
|
| R1 |
101.97 |
101.97 |
101.32 |
102.42 |
| PP |
100.21 |
100.21 |
100.21 |
100.43 |
| S1 |
99.32 |
99.32 |
100.84 |
99.77 |
| S2 |
97.56 |
97.56 |
100.59 |
|
| S3 |
94.91 |
96.67 |
100.35 |
|
| S4 |
92.26 |
94.02 |
99.62 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.41 |
112.09 |
103.63 |
|
| R3 |
110.17 |
107.85 |
102.47 |
|
| R2 |
105.93 |
105.93 |
102.08 |
|
| R1 |
103.61 |
103.61 |
101.69 |
102.65 |
| PP |
101.69 |
101.69 |
101.69 |
101.21 |
| S1 |
99.37 |
99.37 |
100.91 |
98.41 |
| S2 |
97.45 |
97.45 |
100.52 |
|
| S3 |
93.21 |
95.13 |
100.13 |
|
| S4 |
88.97 |
90.89 |
98.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.00 |
98.14 |
5.86 |
5.8% |
2.70 |
2.7% |
50% |
False |
False |
24,457 |
| 10 |
104.85 |
98.14 |
6.71 |
6.6% |
2.51 |
2.5% |
44% |
False |
False |
17,162 |
| 20 |
104.85 |
96.83 |
8.02 |
7.9% |
2.50 |
2.5% |
53% |
False |
False |
13,545 |
| 40 |
115.57 |
96.04 |
19.53 |
19.3% |
2.98 |
2.9% |
26% |
False |
False |
10,931 |
| 60 |
115.57 |
96.04 |
19.53 |
19.3% |
2.52 |
2.5% |
26% |
False |
False |
10,057 |
| 80 |
115.57 |
95.86 |
19.71 |
19.5% |
2.54 |
2.5% |
26% |
False |
False |
9,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.36 |
|
2.618 |
108.04 |
|
1.618 |
105.39 |
|
1.000 |
103.75 |
|
0.618 |
102.74 |
|
HIGH |
101.10 |
|
0.618 |
100.09 |
|
0.500 |
99.78 |
|
0.382 |
99.46 |
|
LOW |
98.45 |
|
0.618 |
96.81 |
|
1.000 |
95.80 |
|
1.618 |
94.16 |
|
2.618 |
91.51 |
|
4.250 |
87.19 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.65 |
101.01 |
| PP |
100.21 |
100.93 |
| S1 |
99.78 |
100.86 |
|