NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
95.10 |
92.80 |
-2.30 |
-2.4% |
98.77 |
| High |
95.40 |
93.49 |
-1.91 |
-2.0% |
99.95 |
| Low |
91.84 |
91.14 |
-0.70 |
-0.8% |
91.84 |
| Close |
93.01 |
93.26 |
0.25 |
0.3% |
93.01 |
| Range |
3.56 |
2.35 |
-1.21 |
-34.0% |
8.11 |
| ATR |
3.25 |
3.18 |
-0.06 |
-2.0% |
0.00 |
| Volume |
231,348 |
98,356 |
-132,992 |
-57.5% |
1,675,096 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.68 |
98.82 |
94.55 |
|
| R3 |
97.33 |
96.47 |
93.91 |
|
| R2 |
94.98 |
94.98 |
93.69 |
|
| R1 |
94.12 |
94.12 |
93.48 |
94.55 |
| PP |
92.63 |
92.63 |
92.63 |
92.85 |
| S1 |
91.77 |
91.77 |
93.04 |
92.20 |
| S2 |
90.28 |
90.28 |
92.83 |
|
| S3 |
87.93 |
89.42 |
92.61 |
|
| S4 |
85.58 |
87.07 |
91.97 |
|
|
| 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 |
91.14 |
8.81 |
9.4% |
3.29 |
3.5% |
24% |
False |
True |
287,355 |
| 10 |
102.44 |
91.14 |
11.30 |
12.1% |
3.08 |
3.3% |
19% |
False |
True |
326,589 |
| 20 |
103.39 |
91.14 |
12.25 |
13.1% |
2.97 |
3.2% |
17% |
False |
True |
312,844 |
| 40 |
115.27 |
91.14 |
24.13 |
25.9% |
3.50 |
3.8% |
9% |
False |
True |
228,288 |
| 60 |
115.27 |
91.14 |
24.13 |
25.9% |
3.13 |
3.4% |
9% |
False |
True |
169,782 |
| 80 |
115.27 |
91.14 |
24.13 |
25.9% |
3.08 |
3.3% |
9% |
False |
True |
135,254 |
| 100 |
115.27 |
91.14 |
24.13 |
25.9% |
2.93 |
3.1% |
9% |
False |
True |
114,789 |
| 120 |
115.27 |
91.14 |
24.13 |
25.9% |
2.71 |
2.9% |
9% |
False |
True |
98,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.48 |
|
2.618 |
99.64 |
|
1.618 |
97.29 |
|
1.000 |
95.84 |
|
0.618 |
94.94 |
|
HIGH |
93.49 |
|
0.618 |
92.59 |
|
0.500 |
92.32 |
|
0.382 |
92.04 |
|
LOW |
91.14 |
|
0.618 |
89.69 |
|
1.000 |
88.79 |
|
1.618 |
87.34 |
|
2.618 |
84.99 |
|
4.250 |
81.15 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.95 |
93.45 |
| PP |
92.63 |
93.38 |
| S1 |
92.32 |
93.32 |
|