NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.40 |
92.28 |
-2.12 |
-2.2% |
93.17 |
| High |
94.47 |
92.34 |
-2.13 |
-2.3% |
95.70 |
| Low |
89.70 |
89.82 |
0.12 |
0.1% |
89.70 |
| Close |
91.02 |
91.16 |
0.14 |
0.2% |
91.16 |
| Range |
4.77 |
2.52 |
-2.25 |
-47.2% |
6.00 |
| ATR |
3.22 |
3.17 |
-0.05 |
-1.6% |
0.00 |
| Volume |
467,478 |
251,447 |
-216,031 |
-46.2% |
1,574,559 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.67 |
97.43 |
92.55 |
|
| R3 |
96.15 |
94.91 |
91.85 |
|
| R2 |
93.63 |
93.63 |
91.62 |
|
| R1 |
92.39 |
92.39 |
91.39 |
91.75 |
| PP |
91.11 |
91.11 |
91.11 |
90.79 |
| S1 |
89.87 |
89.87 |
90.93 |
89.23 |
| S2 |
88.59 |
88.59 |
90.70 |
|
| S3 |
86.07 |
87.35 |
90.47 |
|
| S4 |
83.55 |
84.83 |
89.77 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.19 |
106.67 |
94.46 |
|
| R3 |
104.19 |
100.67 |
92.81 |
|
| R2 |
98.19 |
98.19 |
92.26 |
|
| R1 |
94.67 |
94.67 |
91.71 |
93.43 |
| PP |
92.19 |
92.19 |
92.19 |
91.57 |
| S1 |
88.67 |
88.67 |
90.61 |
87.43 |
| S2 |
86.19 |
86.19 |
90.06 |
|
| S3 |
80.19 |
82.67 |
89.51 |
|
| S4 |
74.19 |
76.67 |
87.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.70 |
89.70 |
6.00 |
6.6% |
2.87 |
3.1% |
24% |
False |
False |
314,911 |
| 10 |
100.39 |
89.70 |
10.69 |
11.7% |
3.14 |
3.4% |
14% |
False |
False |
238,067 |
| 20 |
103.90 |
89.70 |
14.20 |
15.6% |
2.88 |
3.2% |
10% |
False |
False |
170,657 |
| 40 |
115.52 |
89.70 |
25.82 |
28.3% |
3.53 |
3.9% |
6% |
False |
False |
109,677 |
| 60 |
115.52 |
89.70 |
25.82 |
28.3% |
3.16 |
3.5% |
6% |
False |
False |
81,547 |
| 80 |
115.52 |
89.70 |
25.82 |
28.3% |
2.98 |
3.3% |
6% |
False |
False |
65,339 |
| 100 |
115.52 |
89.70 |
25.82 |
28.3% |
2.83 |
3.1% |
6% |
False |
False |
56,178 |
| 120 |
115.52 |
89.70 |
25.82 |
28.3% |
2.61 |
2.9% |
6% |
False |
False |
48,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.05 |
|
2.618 |
98.94 |
|
1.618 |
96.42 |
|
1.000 |
94.86 |
|
0.618 |
93.90 |
|
HIGH |
92.34 |
|
0.618 |
91.38 |
|
0.500 |
91.08 |
|
0.382 |
90.78 |
|
LOW |
89.82 |
|
0.618 |
88.26 |
|
1.000 |
87.30 |
|
1.618 |
85.74 |
|
2.618 |
83.22 |
|
4.250 |
79.11 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.13 |
92.70 |
| PP |
91.11 |
92.19 |
| S1 |
91.08 |
91.67 |
|