NYMEX Light Sweet Crude Oil Future November 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 |
99.40 |
100.62 |
1.22 |
1.2% |
102.47 |
| High |
101.10 |
101.49 |
0.39 |
0.4% |
104.00 |
| Low |
98.45 |
96.00 |
-2.45 |
-2.5% |
99.76 |
| Close |
101.08 |
96.50 |
-4.58 |
-4.5% |
101.30 |
| Range |
2.65 |
5.49 |
2.84 |
107.2% |
4.24 |
| ATR |
2.81 |
3.00 |
0.19 |
6.8% |
0.00 |
| Volume |
22,363 |
13,951 |
-8,412 |
-37.6% |
98,105 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.47 |
110.97 |
99.52 |
|
| R3 |
108.98 |
105.48 |
98.01 |
|
| R2 |
103.49 |
103.49 |
97.51 |
|
| R1 |
99.99 |
99.99 |
97.00 |
99.00 |
| PP |
98.00 |
98.00 |
98.00 |
97.50 |
| S1 |
94.50 |
94.50 |
96.00 |
93.51 |
| S2 |
92.51 |
92.51 |
95.49 |
|
| S3 |
87.02 |
89.01 |
94.99 |
|
| S4 |
81.53 |
83.52 |
93.48 |
|
|
| 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 |
96.00 |
8.00 |
8.3% |
3.11 |
3.2% |
6% |
False |
True |
23,459 |
| 10 |
104.00 |
96.00 |
8.00 |
8.3% |
2.73 |
2.8% |
6% |
False |
True |
17,761 |
| 20 |
104.85 |
96.00 |
8.85 |
9.2% |
2.65 |
2.7% |
6% |
False |
True |
13,751 |
| 40 |
115.57 |
96.00 |
19.57 |
20.3% |
3.06 |
3.2% |
3% |
False |
True |
11,119 |
| 60 |
115.57 |
96.00 |
19.57 |
20.3% |
2.59 |
2.7% |
3% |
False |
True |
10,143 |
| 80 |
115.57 |
96.00 |
19.57 |
20.3% |
2.59 |
2.7% |
3% |
False |
True |
9,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.82 |
|
2.618 |
115.86 |
|
1.618 |
110.37 |
|
1.000 |
106.98 |
|
0.618 |
104.88 |
|
HIGH |
101.49 |
|
0.618 |
99.39 |
|
0.500 |
98.75 |
|
0.382 |
98.10 |
|
LOW |
96.00 |
|
0.618 |
92.61 |
|
1.000 |
90.51 |
|
1.618 |
87.12 |
|
2.618 |
81.63 |
|
4.250 |
72.67 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.75 |
98.75 |
| PP |
98.00 |
98.00 |
| S1 |
97.25 |
97.25 |
|