NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
101.00 |
99.02 |
-1.98 |
-2.0% |
102.46 |
| High |
101.60 |
101.37 |
-0.23 |
-0.2% |
104.20 |
| Low |
98.37 |
98.76 |
0.39 |
0.4% |
100.15 |
| Close |
99.55 |
101.36 |
1.81 |
1.8% |
101.59 |
| Range |
3.23 |
2.61 |
-0.62 |
-19.2% |
4.05 |
| ATR |
2.96 |
2.93 |
-0.02 |
-0.8% |
0.00 |
| Volume |
61,440 |
69,395 |
7,955 |
12.9% |
306,287 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.33 |
107.45 |
102.80 |
|
| R3 |
105.72 |
104.84 |
102.08 |
|
| R2 |
103.11 |
103.11 |
101.84 |
|
| R1 |
102.23 |
102.23 |
101.60 |
102.67 |
| PP |
100.50 |
100.50 |
100.50 |
100.72 |
| S1 |
99.62 |
99.62 |
101.12 |
100.06 |
| S2 |
97.89 |
97.89 |
100.88 |
|
| S3 |
95.28 |
97.01 |
100.64 |
|
| S4 |
92.67 |
94.40 |
99.92 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.13 |
111.91 |
103.82 |
|
| R3 |
110.08 |
107.86 |
102.70 |
|
| R2 |
106.03 |
106.03 |
102.33 |
|
| R1 |
103.81 |
103.81 |
101.96 |
102.90 |
| PP |
101.98 |
101.98 |
101.98 |
101.52 |
| S1 |
99.76 |
99.76 |
101.22 |
98.85 |
| S2 |
97.93 |
97.93 |
100.85 |
|
| S3 |
93.88 |
95.71 |
100.48 |
|
| S4 |
89.83 |
91.66 |
99.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.20 |
98.37 |
5.83 |
5.8% |
2.77 |
2.7% |
51% |
False |
False |
69,239 |
| 10 |
105.10 |
98.37 |
6.73 |
6.6% |
2.57 |
2.5% |
44% |
False |
False |
59,572 |
| 20 |
105.14 |
96.93 |
8.21 |
8.1% |
2.69 |
2.7% |
54% |
False |
False |
53,071 |
| 40 |
115.50 |
95.79 |
19.71 |
19.4% |
3.26 |
3.2% |
28% |
False |
False |
49,735 |
| 60 |
115.50 |
95.79 |
19.71 |
19.4% |
2.86 |
2.8% |
28% |
False |
False |
47,065 |
| 80 |
115.50 |
95.79 |
19.71 |
19.4% |
2.96 |
2.9% |
28% |
False |
False |
51,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.46 |
|
2.618 |
108.20 |
|
1.618 |
105.59 |
|
1.000 |
103.98 |
|
0.618 |
102.98 |
|
HIGH |
101.37 |
|
0.618 |
100.37 |
|
0.500 |
100.07 |
|
0.382 |
99.76 |
|
LOW |
98.76 |
|
0.618 |
97.15 |
|
1.000 |
96.15 |
|
1.618 |
94.54 |
|
2.618 |
91.93 |
|
4.250 |
87.67 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.93 |
101.31 |
| PP |
100.50 |
101.25 |
| S1 |
100.07 |
101.20 |
|