NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
92.75 |
94.65 |
1.90 |
2.0% |
93.25 |
| High |
94.59 |
97.22 |
2.63 |
2.8% |
97.05 |
| Low |
92.06 |
94.35 |
2.29 |
2.5% |
91.49 |
| Close |
94.57 |
96.36 |
1.79 |
1.9% |
92.78 |
| Range |
2.53 |
2.87 |
0.34 |
13.4% |
5.56 |
| ATR |
2.78 |
2.79 |
0.01 |
0.2% |
0.00 |
| Volume |
20,158 |
27,152 |
6,994 |
34.7% |
102,907 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.59 |
103.34 |
97.94 |
|
| R3 |
101.72 |
100.47 |
97.15 |
|
| R2 |
98.85 |
98.85 |
96.89 |
|
| R1 |
97.60 |
97.60 |
96.62 |
98.23 |
| PP |
95.98 |
95.98 |
95.98 |
96.29 |
| S1 |
94.73 |
94.73 |
96.10 |
95.36 |
| S2 |
93.11 |
93.11 |
95.83 |
|
| S3 |
90.24 |
91.86 |
95.57 |
|
| S4 |
87.37 |
88.99 |
94.78 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.45 |
107.18 |
95.84 |
|
| R3 |
104.89 |
101.62 |
94.31 |
|
| R2 |
99.33 |
99.33 |
93.80 |
|
| R1 |
96.06 |
96.06 |
93.29 |
94.92 |
| PP |
93.77 |
93.77 |
93.77 |
93.20 |
| S1 |
90.50 |
90.50 |
92.27 |
89.36 |
| S2 |
88.21 |
88.21 |
91.76 |
|
| S3 |
82.65 |
84.94 |
91.25 |
|
| S4 |
77.09 |
79.38 |
89.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.22 |
91.35 |
5.87 |
6.1% |
2.68 |
2.8% |
85% |
True |
False |
29,211 |
| 10 |
97.36 |
91.35 |
6.01 |
6.2% |
2.45 |
2.5% |
83% |
False |
False |
22,337 |
| 20 |
104.00 |
91.35 |
12.65 |
13.1% |
2.59 |
2.7% |
40% |
False |
False |
20,049 |
| 40 |
112.05 |
91.35 |
20.70 |
21.5% |
3.16 |
3.3% |
24% |
False |
False |
15,190 |
| 60 |
115.57 |
91.35 |
24.22 |
25.1% |
2.79 |
2.9% |
21% |
False |
False |
12,505 |
| 80 |
115.57 |
91.35 |
24.22 |
25.1% |
2.57 |
2.7% |
21% |
False |
False |
11,301 |
| 100 |
115.57 |
91.35 |
24.22 |
25.1% |
2.45 |
2.5% |
21% |
False |
False |
10,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.42 |
|
2.618 |
104.73 |
|
1.618 |
101.86 |
|
1.000 |
100.09 |
|
0.618 |
98.99 |
|
HIGH |
97.22 |
|
0.618 |
96.12 |
|
0.500 |
95.79 |
|
0.382 |
95.45 |
|
LOW |
94.35 |
|
0.618 |
92.58 |
|
1.000 |
91.48 |
|
1.618 |
89.71 |
|
2.618 |
86.84 |
|
4.250 |
82.15 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.17 |
95.67 |
| PP |
95.98 |
94.98 |
| S1 |
95.79 |
94.29 |
|