NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
97.43 |
96.96 |
-0.47 |
-0.5% |
101.00 |
| High |
97.65 |
97.25 |
-0.40 |
-0.4% |
101.75 |
| Low |
96.28 |
93.93 |
-2.35 |
-2.4% |
93.93 |
| Close |
96.89 |
94.98 |
-1.91 |
-2.0% |
94.98 |
| Range |
1.37 |
3.32 |
1.95 |
142.3% |
7.82 |
| ATR |
3.01 |
3.03 |
0.02 |
0.7% |
0.00 |
| Volume |
72,699 |
47,247 |
-25,452 |
-35.0% |
301,235 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.35 |
103.48 |
96.81 |
|
| R3 |
102.03 |
100.16 |
95.89 |
|
| R2 |
98.71 |
98.71 |
95.59 |
|
| R1 |
96.84 |
96.84 |
95.28 |
96.12 |
| PP |
95.39 |
95.39 |
95.39 |
95.02 |
| S1 |
93.52 |
93.52 |
94.68 |
92.80 |
| S2 |
92.07 |
92.07 |
94.37 |
|
| S3 |
88.75 |
90.20 |
94.07 |
|
| S4 |
85.43 |
86.88 |
93.15 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.35 |
115.48 |
99.28 |
|
| R3 |
112.53 |
107.66 |
97.13 |
|
| R2 |
104.71 |
104.71 |
96.41 |
|
| R1 |
99.84 |
99.84 |
95.70 |
98.37 |
| PP |
96.89 |
96.89 |
96.89 |
96.15 |
| S1 |
92.02 |
92.02 |
94.26 |
90.55 |
| S2 |
89.07 |
89.07 |
93.55 |
|
| S3 |
81.25 |
84.20 |
92.83 |
|
| S4 |
73.43 |
76.38 |
90.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.75 |
93.93 |
7.82 |
8.2% |
3.25 |
3.4% |
13% |
False |
True |
60,247 |
| 10 |
104.20 |
93.93 |
10.27 |
10.8% |
2.80 |
2.9% |
10% |
False |
True |
60,752 |
| 20 |
105.14 |
93.93 |
11.21 |
11.8% |
2.81 |
3.0% |
9% |
False |
True |
54,005 |
| 40 |
115.50 |
93.93 |
21.57 |
22.7% |
3.30 |
3.5% |
5% |
False |
True |
51,388 |
| 60 |
115.50 |
93.93 |
21.57 |
22.7% |
2.94 |
3.1% |
5% |
False |
True |
48,157 |
| 80 |
115.50 |
93.93 |
21.57 |
22.7% |
2.95 |
3.1% |
5% |
False |
True |
50,734 |
| 100 |
115.50 |
93.64 |
21.86 |
23.0% |
2.77 |
2.9% |
6% |
False |
False |
51,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.36 |
|
2.618 |
105.94 |
|
1.618 |
102.62 |
|
1.000 |
100.57 |
|
0.618 |
99.30 |
|
HIGH |
97.25 |
|
0.618 |
95.98 |
|
0.500 |
95.59 |
|
0.382 |
95.20 |
|
LOW |
93.93 |
|
0.618 |
91.88 |
|
1.000 |
90.61 |
|
1.618 |
88.56 |
|
2.618 |
85.24 |
|
4.250 |
79.82 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.59 |
97.84 |
| PP |
95.39 |
96.89 |
| S1 |
95.18 |
95.93 |
|