NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
95.36 |
95.33 |
-0.03 |
0.0% |
101.00 |
| High |
96.61 |
97.41 |
0.80 |
0.8% |
101.75 |
| Low |
94.43 |
94.95 |
0.52 |
0.6% |
93.93 |
| Close |
95.66 |
97.15 |
1.49 |
1.6% |
94.98 |
| Range |
2.18 |
2.46 |
0.28 |
12.8% |
7.82 |
| ATR |
2.92 |
2.89 |
-0.03 |
-1.1% |
0.00 |
| Volume |
34,955 |
42,849 |
7,894 |
22.6% |
301,235 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.88 |
102.98 |
98.50 |
|
| R3 |
101.42 |
100.52 |
97.83 |
|
| R2 |
98.96 |
98.96 |
97.60 |
|
| R1 |
98.06 |
98.06 |
97.38 |
98.51 |
| PP |
96.50 |
96.50 |
96.50 |
96.73 |
| S1 |
95.60 |
95.60 |
96.92 |
96.05 |
| S2 |
94.04 |
94.04 |
96.70 |
|
| S3 |
91.58 |
93.14 |
96.47 |
|
| S4 |
89.12 |
90.68 |
95.80 |
|
|
| 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 |
97.65 |
93.06 |
4.59 |
4.7% |
2.33 |
2.4% |
89% |
False |
False |
52,669 |
| 10 |
104.20 |
93.06 |
11.14 |
11.5% |
2.78 |
2.9% |
37% |
False |
False |
59,770 |
| 20 |
105.14 |
93.06 |
12.08 |
12.4% |
2.64 |
2.7% |
34% |
False |
False |
55,545 |
| 40 |
115.50 |
93.06 |
22.44 |
23.1% |
3.34 |
3.4% |
18% |
False |
False |
52,433 |
| 60 |
115.50 |
93.06 |
22.44 |
23.1% |
2.99 |
3.1% |
18% |
False |
False |
48,431 |
| 80 |
115.50 |
93.06 |
22.44 |
23.1% |
2.90 |
3.0% |
18% |
False |
False |
48,710 |
| 100 |
115.50 |
93.06 |
22.44 |
23.1% |
2.78 |
2.9% |
18% |
False |
False |
51,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.87 |
|
2.618 |
103.85 |
|
1.618 |
101.39 |
|
1.000 |
99.87 |
|
0.618 |
98.93 |
|
HIGH |
97.41 |
|
0.618 |
96.47 |
|
0.500 |
96.18 |
|
0.382 |
95.89 |
|
LOW |
94.95 |
|
0.618 |
93.43 |
|
1.000 |
92.49 |
|
1.618 |
90.97 |
|
2.618 |
88.51 |
|
4.250 |
84.50 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.83 |
96.51 |
| PP |
96.50 |
95.87 |
| S1 |
96.18 |
95.24 |
|