NYMEX Light Sweet Crude Oil Future December 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 |
95.11 |
97.21 |
2.10 |
2.2% |
94.75 |
| High |
97.78 |
97.70 |
-0.08 |
-0.1% |
97.41 |
| Low |
94.72 |
95.98 |
1.26 |
1.3% |
91.77 |
| Close |
96.81 |
97.53 |
0.72 |
0.7% |
93.29 |
| Range |
3.06 |
1.72 |
-1.34 |
-43.8% |
5.64 |
| ATR |
2.90 |
2.81 |
-0.08 |
-2.9% |
0.00 |
| Volume |
61,515 |
50,129 |
-11,386 |
-18.5% |
307,842 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.23 |
101.60 |
98.48 |
|
| R3 |
100.51 |
99.88 |
98.00 |
|
| R2 |
98.79 |
98.79 |
97.85 |
|
| R1 |
98.16 |
98.16 |
97.69 |
98.48 |
| PP |
97.07 |
97.07 |
97.07 |
97.23 |
| S1 |
96.44 |
96.44 |
97.37 |
96.76 |
| S2 |
95.35 |
95.35 |
97.21 |
|
| S3 |
93.63 |
94.72 |
97.06 |
|
| S4 |
91.91 |
93.00 |
96.58 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.08 |
107.82 |
96.39 |
|
| R3 |
105.44 |
102.18 |
94.84 |
|
| R2 |
99.80 |
99.80 |
94.32 |
|
| R1 |
96.54 |
96.54 |
93.81 |
95.35 |
| PP |
94.16 |
94.16 |
94.16 |
93.56 |
| S1 |
90.90 |
90.90 |
92.77 |
89.71 |
| S2 |
88.52 |
88.52 |
92.26 |
|
| S3 |
82.88 |
85.26 |
91.74 |
|
| S4 |
77.24 |
79.62 |
90.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.78 |
91.82 |
5.96 |
6.1% |
2.25 |
2.3% |
96% |
False |
False |
72,848 |
| 10 |
97.78 |
91.77 |
6.01 |
6.2% |
2.60 |
2.7% |
96% |
False |
False |
60,266 |
| 20 |
104.20 |
91.77 |
12.43 |
12.7% |
2.67 |
2.7% |
46% |
False |
False |
61,290 |
| 40 |
110.42 |
91.77 |
18.65 |
19.1% |
3.34 |
3.4% |
31% |
False |
False |
57,308 |
| 60 |
115.50 |
91.77 |
23.73 |
24.3% |
3.09 |
3.2% |
24% |
False |
False |
51,770 |
| 80 |
115.50 |
91.77 |
23.73 |
24.3% |
2.92 |
3.0% |
24% |
False |
False |
49,158 |
| 100 |
115.50 |
91.77 |
23.73 |
24.3% |
2.83 |
2.9% |
24% |
False |
False |
52,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.01 |
|
2.618 |
102.20 |
|
1.618 |
100.48 |
|
1.000 |
99.42 |
|
0.618 |
98.76 |
|
HIGH |
97.70 |
|
0.618 |
97.04 |
|
0.500 |
96.84 |
|
0.382 |
96.64 |
|
LOW |
95.98 |
|
0.618 |
94.92 |
|
1.000 |
94.26 |
|
1.618 |
93.20 |
|
2.618 |
91.48 |
|
4.250 |
88.67 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.30 |
96.74 |
| PP |
97.07 |
95.96 |
| S1 |
96.84 |
95.17 |
|