NYMEX Light Sweet Crude Oil Future September 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 |
94.21 |
94.05 |
-0.16 |
-0.2% |
100.18 |
| High |
95.52 |
96.21 |
0.69 |
0.7% |
100.79 |
| Low |
93.33 |
93.74 |
0.41 |
0.4% |
92.68 |
| Close |
94.60 |
95.92 |
1.32 |
1.4% |
93.84 |
| Range |
2.19 |
2.47 |
0.28 |
12.8% |
8.11 |
| ATR |
3.02 |
2.98 |
-0.04 |
-1.3% |
0.00 |
| Volume |
35,972 |
52,766 |
16,794 |
46.7% |
330,389 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.70 |
101.78 |
97.28 |
|
| R3 |
100.23 |
99.31 |
96.60 |
|
| R2 |
97.76 |
97.76 |
96.37 |
|
| R1 |
96.84 |
96.84 |
96.15 |
97.30 |
| PP |
95.29 |
95.29 |
95.29 |
95.52 |
| S1 |
94.37 |
94.37 |
95.69 |
94.83 |
| S2 |
92.82 |
92.82 |
95.47 |
|
| S3 |
90.35 |
91.90 |
95.24 |
|
| S4 |
87.88 |
89.43 |
94.56 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.10 |
115.08 |
98.30 |
|
| R3 |
111.99 |
106.97 |
96.07 |
|
| R2 |
103.88 |
103.88 |
95.33 |
|
| R1 |
98.86 |
98.86 |
94.58 |
97.32 |
| PP |
95.77 |
95.77 |
95.77 |
95.00 |
| S1 |
90.75 |
90.75 |
93.10 |
89.21 |
| S2 |
87.66 |
87.66 |
92.35 |
|
| S3 |
79.55 |
82.64 |
91.61 |
|
| S4 |
71.44 |
74.53 |
89.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.69 |
91.94 |
4.75 |
5.0% |
2.42 |
2.5% |
84% |
False |
False |
56,547 |
| 10 |
103.35 |
91.94 |
11.41 |
11.9% |
2.89 |
3.0% |
35% |
False |
False |
66,260 |
| 20 |
104.31 |
91.94 |
12.37 |
12.9% |
2.76 |
2.9% |
32% |
False |
False |
59,699 |
| 40 |
115.63 |
91.94 |
23.69 |
24.7% |
3.42 |
3.6% |
17% |
False |
False |
46,419 |
| 60 |
115.63 |
91.94 |
23.69 |
24.7% |
2.99 |
3.1% |
17% |
False |
False |
37,271 |
| 80 |
115.63 |
91.94 |
23.69 |
24.7% |
2.85 |
3.0% |
17% |
False |
False |
32,214 |
| 100 |
115.63 |
91.94 |
23.69 |
24.7% |
2.70 |
2.8% |
17% |
False |
False |
29,291 |
| 120 |
115.63 |
91.94 |
23.69 |
24.7% |
2.50 |
2.6% |
17% |
False |
False |
25,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.71 |
|
2.618 |
102.68 |
|
1.618 |
100.21 |
|
1.000 |
98.68 |
|
0.618 |
97.74 |
|
HIGH |
96.21 |
|
0.618 |
95.27 |
|
0.500 |
94.98 |
|
0.382 |
94.68 |
|
LOW |
93.74 |
|
0.618 |
92.21 |
|
1.000 |
91.27 |
|
1.618 |
89.74 |
|
2.618 |
87.27 |
|
4.250 |
83.24 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.61 |
95.31 |
| PP |
95.29 |
94.69 |
| S1 |
94.98 |
94.08 |
|