NYMEX Light Sweet Crude Oil Future November 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 |
93.25 |
95.13 |
1.88 |
2.0% |
101.06 |
| High |
95.01 |
96.18 |
1.17 |
1.2% |
101.49 |
| Low |
92.79 |
94.09 |
1.30 |
1.4% |
93.59 |
| Close |
94.85 |
95.33 |
0.48 |
0.5% |
94.63 |
| Range |
2.22 |
2.09 |
-0.13 |
-5.9% |
7.90 |
| ATR |
2.84 |
2.79 |
-0.05 |
-1.9% |
0.00 |
| Volume |
18,545 |
10,568 |
-7,977 |
-43.0% |
93,966 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.47 |
100.49 |
96.48 |
|
| R3 |
99.38 |
98.40 |
95.90 |
|
| R2 |
97.29 |
97.29 |
95.71 |
|
| R1 |
96.31 |
96.31 |
95.52 |
96.80 |
| PP |
95.20 |
95.20 |
95.20 |
95.45 |
| S1 |
94.22 |
94.22 |
95.14 |
94.71 |
| S2 |
93.11 |
93.11 |
94.95 |
|
| S3 |
91.02 |
92.13 |
94.76 |
|
| S4 |
88.93 |
90.04 |
94.18 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.27 |
115.35 |
98.98 |
|
| R3 |
112.37 |
107.45 |
96.80 |
|
| R2 |
104.47 |
104.47 |
96.08 |
|
| R1 |
99.55 |
99.55 |
95.35 |
98.06 |
| PP |
96.57 |
96.57 |
96.57 |
95.83 |
| S1 |
91.65 |
91.65 |
93.91 |
90.16 |
| S2 |
88.67 |
88.67 |
93.18 |
|
| S3 |
80.77 |
83.75 |
92.46 |
|
| S4 |
72.87 |
75.85 |
90.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.49 |
92.79 |
8.70 |
9.1% |
2.84 |
3.0% |
29% |
False |
False |
15,827 |
| 10 |
104.00 |
92.79 |
11.21 |
11.8% |
2.77 |
2.9% |
23% |
False |
False |
20,142 |
| 20 |
104.85 |
92.79 |
12.06 |
12.7% |
2.52 |
2.6% |
21% |
False |
False |
15,256 |
| 40 |
115.57 |
92.79 |
22.78 |
23.9% |
3.08 |
3.2% |
11% |
False |
False |
12,156 |
| 60 |
115.57 |
92.79 |
22.78 |
23.9% |
2.65 |
2.8% |
11% |
False |
False |
10,716 |
| 80 |
115.57 |
92.79 |
22.78 |
23.9% |
2.51 |
2.6% |
11% |
False |
False |
10,056 |
| 100 |
115.57 |
92.79 |
22.78 |
23.9% |
2.38 |
2.5% |
11% |
False |
False |
9,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.06 |
|
2.618 |
101.65 |
|
1.618 |
99.56 |
|
1.000 |
98.27 |
|
0.618 |
97.47 |
|
HIGH |
96.18 |
|
0.618 |
95.38 |
|
0.500 |
95.14 |
|
0.382 |
94.89 |
|
LOW |
94.09 |
|
0.618 |
92.80 |
|
1.000 |
92.00 |
|
1.618 |
90.71 |
|
2.618 |
88.62 |
|
4.250 |
85.21 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.27 |
95.13 |
| PP |
95.20 |
94.93 |
| S1 |
95.14 |
94.73 |
|