NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
95.29 |
95.10 |
-0.19 |
-0.2% |
98.77 |
| High |
95.75 |
95.40 |
-0.35 |
-0.4% |
99.95 |
| Low |
94.29 |
91.84 |
-2.45 |
-2.6% |
91.84 |
| Close |
94.95 |
93.01 |
-1.94 |
-2.0% |
93.01 |
| Range |
1.46 |
3.56 |
2.10 |
143.8% |
8.11 |
| ATR |
3.22 |
3.25 |
0.02 |
0.7% |
0.00 |
| Volume |
297,220 |
231,348 |
-65,872 |
-22.2% |
1,675,096 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.10 |
102.11 |
94.97 |
|
| R3 |
100.54 |
98.55 |
93.99 |
|
| R2 |
96.98 |
96.98 |
93.66 |
|
| R1 |
94.99 |
94.99 |
93.34 |
94.21 |
| PP |
93.42 |
93.42 |
93.42 |
93.02 |
| S1 |
91.43 |
91.43 |
92.68 |
90.65 |
| S2 |
89.86 |
89.86 |
92.36 |
|
| S3 |
86.30 |
87.87 |
92.03 |
|
| S4 |
82.74 |
84.31 |
91.05 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.26 |
114.25 |
97.47 |
|
| R3 |
111.15 |
106.14 |
95.24 |
|
| R2 |
103.04 |
103.04 |
94.50 |
|
| R1 |
98.03 |
98.03 |
93.75 |
96.48 |
| PP |
94.93 |
94.93 |
94.93 |
94.16 |
| S1 |
89.92 |
89.92 |
92.27 |
88.37 |
| S2 |
86.82 |
86.82 |
91.52 |
|
| S3 |
78.71 |
81.81 |
90.78 |
|
| S4 |
70.60 |
73.70 |
88.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.95 |
91.84 |
8.11 |
8.7% |
3.45 |
3.7% |
14% |
False |
True |
335,019 |
| 10 |
102.44 |
91.84 |
10.60 |
11.4% |
3.05 |
3.3% |
11% |
False |
True |
343,438 |
| 20 |
103.39 |
91.84 |
11.55 |
12.4% |
3.06 |
3.3% |
10% |
False |
True |
326,910 |
| 40 |
115.27 |
91.84 |
23.43 |
25.2% |
3.48 |
3.7% |
5% |
False |
True |
227,467 |
| 60 |
115.27 |
91.84 |
23.43 |
25.2% |
3.12 |
3.4% |
5% |
False |
True |
168,778 |
| 80 |
115.27 |
91.84 |
23.43 |
25.2% |
3.14 |
3.4% |
5% |
False |
True |
134,797 |
| 100 |
115.27 |
91.56 |
23.71 |
25.5% |
2.93 |
3.1% |
6% |
False |
False |
113,988 |
| 120 |
115.27 |
91.28 |
23.99 |
25.8% |
2.70 |
2.9% |
7% |
False |
False |
97,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.53 |
|
2.618 |
104.72 |
|
1.618 |
101.16 |
|
1.000 |
98.96 |
|
0.618 |
97.60 |
|
HIGH |
95.40 |
|
0.618 |
94.04 |
|
0.500 |
93.62 |
|
0.382 |
93.20 |
|
LOW |
91.84 |
|
0.618 |
89.64 |
|
1.000 |
88.28 |
|
1.618 |
86.08 |
|
2.618 |
82.52 |
|
4.250 |
76.71 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.62 |
95.90 |
| PP |
93.42 |
94.93 |
| S1 |
93.21 |
93.97 |
|