NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.65 |
96.36 |
1.71 |
1.8% |
93.25 |
| High |
97.22 |
97.30 |
0.08 |
0.1% |
97.05 |
| Low |
94.35 |
95.56 |
1.21 |
1.3% |
91.49 |
| Close |
96.36 |
97.04 |
0.68 |
0.7% |
92.78 |
| Range |
2.87 |
1.74 |
-1.13 |
-39.4% |
5.56 |
| ATR |
2.79 |
2.71 |
-0.07 |
-2.7% |
0.00 |
| Volume |
27,152 |
21,787 |
-5,365 |
-19.8% |
102,907 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.85 |
101.19 |
98.00 |
|
| R3 |
100.11 |
99.45 |
97.52 |
|
| R2 |
98.37 |
98.37 |
97.36 |
|
| R1 |
97.71 |
97.71 |
97.20 |
98.04 |
| PP |
96.63 |
96.63 |
96.63 |
96.80 |
| S1 |
95.97 |
95.97 |
96.88 |
96.30 |
| S2 |
94.89 |
94.89 |
96.72 |
|
| S3 |
93.15 |
94.23 |
96.56 |
|
| S4 |
91.41 |
92.49 |
96.08 |
|
|
| 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 |
97.30 |
91.35 |
5.95 |
6.1% |
2.20 |
2.3% |
96% |
True |
False |
29,786 |
| 10 |
97.30 |
91.35 |
5.95 |
6.1% |
2.50 |
2.6% |
96% |
True |
False |
22,555 |
| 20 |
104.00 |
91.35 |
12.65 |
13.0% |
2.57 |
2.6% |
45% |
False |
False |
20,657 |
| 40 |
109.93 |
91.35 |
18.58 |
19.1% |
3.14 |
3.2% |
31% |
False |
False |
15,616 |
| 60 |
115.57 |
91.35 |
24.22 |
25.0% |
2.80 |
2.9% |
23% |
False |
False |
12,792 |
| 80 |
115.57 |
91.35 |
24.22 |
25.0% |
2.57 |
2.6% |
23% |
False |
False |
11,454 |
| 100 |
115.57 |
91.35 |
24.22 |
25.0% |
2.46 |
2.5% |
23% |
False |
False |
11,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.70 |
|
2.618 |
101.86 |
|
1.618 |
100.12 |
|
1.000 |
99.04 |
|
0.618 |
98.38 |
|
HIGH |
97.30 |
|
0.618 |
96.64 |
|
0.500 |
96.43 |
|
0.382 |
96.22 |
|
LOW |
95.56 |
|
0.618 |
94.48 |
|
1.000 |
93.82 |
|
1.618 |
92.74 |
|
2.618 |
91.00 |
|
4.250 |
88.17 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.84 |
96.25 |
| PP |
96.63 |
95.47 |
| S1 |
96.43 |
94.68 |
|