NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
101.84 |
98.77 |
-3.07 |
-3.0% |
100.42 |
| High |
102.15 |
99.32 |
-2.83 |
-2.8% |
102.44 |
| Low |
98.60 |
96.13 |
-2.47 |
-2.5% |
97.74 |
| Close |
99.29 |
97.30 |
-1.99 |
-2.0% |
99.29 |
| Range |
3.55 |
3.19 |
-0.36 |
-10.1% |
4.70 |
| ATR |
3.16 |
3.16 |
0.00 |
0.1% |
0.00 |
| Volume |
350,586 |
336,673 |
-13,913 |
-4.0% |
1,759,293 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.15 |
105.42 |
99.05 |
|
| R3 |
103.96 |
102.23 |
98.18 |
|
| R2 |
100.77 |
100.77 |
97.88 |
|
| R1 |
99.04 |
99.04 |
97.59 |
98.31 |
| PP |
97.58 |
97.58 |
97.58 |
97.22 |
| S1 |
95.85 |
95.85 |
97.01 |
95.12 |
| S2 |
94.39 |
94.39 |
96.72 |
|
| S3 |
91.20 |
92.66 |
96.42 |
|
| S4 |
88.01 |
89.47 |
95.55 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.92 |
111.31 |
101.88 |
|
| R3 |
109.22 |
106.61 |
100.58 |
|
| R2 |
104.52 |
104.52 |
100.15 |
|
| R1 |
101.91 |
101.91 |
99.72 |
100.87 |
| PP |
99.82 |
99.82 |
99.82 |
99.30 |
| S1 |
97.21 |
97.21 |
98.86 |
96.17 |
| S2 |
95.12 |
95.12 |
98.43 |
|
| S3 |
90.42 |
92.51 |
98.00 |
|
| S4 |
85.72 |
87.81 |
96.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.44 |
96.13 |
6.31 |
6.5% |
2.86 |
2.9% |
19% |
False |
True |
365,822 |
| 10 |
103.39 |
96.13 |
7.26 |
7.5% |
2.89 |
3.0% |
16% |
False |
True |
336,638 |
| 20 |
103.39 |
95.54 |
7.85 |
8.1% |
2.93 |
3.0% |
22% |
False |
False |
303,001 |
| 40 |
115.27 |
95.18 |
20.09 |
20.6% |
3.44 |
3.5% |
11% |
False |
False |
199,060 |
| 60 |
115.27 |
95.18 |
20.09 |
20.6% |
3.05 |
3.1% |
11% |
False |
False |
147,925 |
| 80 |
115.27 |
93.10 |
22.17 |
22.8% |
3.14 |
3.2% |
19% |
False |
False |
120,157 |
| 100 |
115.27 |
91.36 |
23.91 |
24.6% |
2.85 |
2.9% |
25% |
False |
False |
101,433 |
| 120 |
115.27 |
91.28 |
23.99 |
24.7% |
2.61 |
2.7% |
25% |
False |
False |
86,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.88 |
|
2.618 |
107.67 |
|
1.618 |
104.48 |
|
1.000 |
102.51 |
|
0.618 |
101.29 |
|
HIGH |
99.32 |
|
0.618 |
98.10 |
|
0.500 |
97.73 |
|
0.382 |
97.35 |
|
LOW |
96.13 |
|
0.618 |
94.16 |
|
1.000 |
92.94 |
|
1.618 |
90.97 |
|
2.618 |
87.78 |
|
4.250 |
82.57 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.73 |
99.29 |
| PP |
97.58 |
98.62 |
| S1 |
97.44 |
97.96 |
|