NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.62 |
95.69 |
1.07 |
1.1% |
101.06 |
| High |
97.05 |
95.72 |
-1.33 |
-1.4% |
101.49 |
| Low |
94.62 |
91.57 |
-3.05 |
-3.2% |
93.59 |
| Close |
96.78 |
92.57 |
-4.21 |
-4.4% |
94.63 |
| Range |
2.43 |
4.15 |
1.72 |
70.8% |
7.90 |
| ATR |
2.76 |
2.94 |
0.17 |
6.3% |
0.00 |
| Volume |
12,127 |
18,915 |
6,788 |
56.0% |
93,966 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.74 |
103.30 |
94.85 |
|
| R3 |
101.59 |
99.15 |
93.71 |
|
| R2 |
97.44 |
97.44 |
93.33 |
|
| R1 |
95.00 |
95.00 |
92.95 |
94.15 |
| PP |
93.29 |
93.29 |
93.29 |
92.86 |
| S1 |
90.85 |
90.85 |
92.19 |
90.00 |
| S2 |
89.14 |
89.14 |
91.81 |
|
| S3 |
84.99 |
86.70 |
91.43 |
|
| S4 |
80.84 |
82.55 |
90.29 |
|
|
| 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 |
97.05 |
91.57 |
5.48 |
5.9% |
2.79 |
3.0% |
18% |
False |
True |
15,325 |
| 10 |
103.57 |
91.57 |
12.00 |
13.0% |
2.93 |
3.2% |
8% |
False |
True |
18,807 |
| 20 |
104.85 |
91.57 |
13.28 |
14.3% |
2.60 |
2.8% |
8% |
False |
True |
15,998 |
| 40 |
115.57 |
91.57 |
24.00 |
25.9% |
3.17 |
3.4% |
4% |
False |
True |
12,674 |
| 60 |
115.57 |
91.57 |
24.00 |
25.9% |
2.71 |
2.9% |
4% |
False |
True |
11,025 |
| 80 |
115.57 |
91.57 |
24.00 |
25.9% |
2.54 |
2.7% |
4% |
False |
True |
10,228 |
| 100 |
115.57 |
91.57 |
24.00 |
25.9% |
2.40 |
2.6% |
4% |
False |
True |
9,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.36 |
|
2.618 |
106.58 |
|
1.618 |
102.43 |
|
1.000 |
99.87 |
|
0.618 |
98.28 |
|
HIGH |
95.72 |
|
0.618 |
94.13 |
|
0.500 |
93.65 |
|
0.382 |
93.16 |
|
LOW |
91.57 |
|
0.618 |
89.01 |
|
1.000 |
87.42 |
|
1.618 |
84.86 |
|
2.618 |
80.71 |
|
4.250 |
73.93 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.65 |
94.31 |
| PP |
93.29 |
93.73 |
| S1 |
92.93 |
93.15 |
|