NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
95.13 |
94.62 |
-0.51 |
-0.5% |
101.06 |
| High |
96.18 |
97.05 |
0.87 |
0.9% |
101.49 |
| Low |
94.09 |
94.62 |
0.53 |
0.6% |
93.59 |
| Close |
95.33 |
96.78 |
1.45 |
1.5% |
94.63 |
| Range |
2.09 |
2.43 |
0.34 |
16.3% |
7.90 |
| ATR |
2.79 |
2.76 |
-0.03 |
-0.9% |
0.00 |
| Volume |
10,568 |
12,127 |
1,559 |
14.8% |
93,966 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.44 |
102.54 |
98.12 |
|
| R3 |
101.01 |
100.11 |
97.45 |
|
| R2 |
98.58 |
98.58 |
97.23 |
|
| R1 |
97.68 |
97.68 |
97.00 |
98.13 |
| PP |
96.15 |
96.15 |
96.15 |
96.38 |
| S1 |
95.25 |
95.25 |
96.56 |
95.70 |
| S2 |
93.72 |
93.72 |
96.33 |
|
| S3 |
91.29 |
92.82 |
96.11 |
|
| S4 |
88.86 |
90.39 |
95.44 |
|
|
| 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 |
97.36 |
92.79 |
4.57 |
4.7% |
2.22 |
2.3% |
87% |
False |
False |
15,462 |
| 10 |
104.00 |
92.79 |
11.21 |
11.6% |
2.67 |
2.8% |
36% |
False |
False |
19,460 |
| 20 |
104.85 |
92.79 |
12.06 |
12.5% |
2.54 |
2.6% |
33% |
False |
False |
15,449 |
| 40 |
115.57 |
92.79 |
22.78 |
23.5% |
3.13 |
3.2% |
18% |
False |
False |
12,333 |
| 60 |
115.57 |
92.79 |
22.78 |
23.5% |
2.67 |
2.8% |
18% |
False |
False |
10,816 |
| 80 |
115.57 |
92.79 |
22.78 |
23.5% |
2.52 |
2.6% |
18% |
False |
False |
10,104 |
| 100 |
115.57 |
92.79 |
22.78 |
23.5% |
2.38 |
2.5% |
18% |
False |
False |
9,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.38 |
|
2.618 |
103.41 |
|
1.618 |
100.98 |
|
1.000 |
99.48 |
|
0.618 |
98.55 |
|
HIGH |
97.05 |
|
0.618 |
96.12 |
|
0.500 |
95.84 |
|
0.382 |
95.55 |
|
LOW |
94.62 |
|
0.618 |
93.12 |
|
1.000 |
92.19 |
|
1.618 |
90.69 |
|
2.618 |
88.26 |
|
4.250 |
84.29 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.47 |
96.16 |
| PP |
96.15 |
95.54 |
| S1 |
95.84 |
94.92 |
|