NYMEX Light Sweet Crude Oil Future August 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 |
95.74 |
95.50 |
-0.24 |
-0.3% |
99.41 |
| High |
96.20 |
95.81 |
-0.39 |
-0.4% |
100.39 |
| Low |
94.75 |
92.23 |
-2.52 |
-2.7% |
92.23 |
| Close |
95.36 |
93.40 |
-1.96 |
-2.1% |
93.40 |
| Range |
1.45 |
3.58 |
2.13 |
146.9% |
8.16 |
| ATR |
3.17 |
3.20 |
0.03 |
0.9% |
0.00 |
| Volume |
222,394 |
154,315 |
-68,079 |
-30.6% |
806,111 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.55 |
102.56 |
95.37 |
|
| R3 |
100.97 |
98.98 |
94.38 |
|
| R2 |
97.39 |
97.39 |
94.06 |
|
| R1 |
95.40 |
95.40 |
93.73 |
94.61 |
| PP |
93.81 |
93.81 |
93.81 |
93.42 |
| S1 |
91.82 |
91.82 |
93.07 |
91.03 |
| S2 |
90.23 |
90.23 |
92.74 |
|
| S3 |
86.65 |
88.24 |
92.42 |
|
| S4 |
83.07 |
84.66 |
91.43 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.82 |
114.77 |
97.89 |
|
| R3 |
111.66 |
106.61 |
95.64 |
|
| R2 |
103.50 |
103.50 |
94.90 |
|
| R1 |
98.45 |
98.45 |
94.15 |
96.90 |
| PP |
95.34 |
95.34 |
95.34 |
94.56 |
| S1 |
90.29 |
90.29 |
92.65 |
88.74 |
| S2 |
87.18 |
87.18 |
91.90 |
|
| S3 |
79.02 |
82.13 |
91.16 |
|
| S4 |
70.86 |
73.97 |
88.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.39 |
92.23 |
8.16 |
8.7% |
3.41 |
3.7% |
14% |
False |
True |
161,222 |
| 10 |
102.95 |
92.23 |
10.72 |
11.5% |
2.99 |
3.2% |
11% |
False |
True |
140,467 |
| 20 |
103.90 |
92.23 |
11.67 |
12.5% |
3.00 |
3.2% |
10% |
False |
True |
105,597 |
| 40 |
115.52 |
92.23 |
23.29 |
24.9% |
3.43 |
3.7% |
5% |
False |
True |
73,763 |
| 60 |
115.52 |
92.23 |
23.29 |
24.9% |
3.06 |
3.3% |
5% |
False |
True |
56,484 |
| 80 |
115.52 |
92.23 |
23.29 |
24.9% |
2.99 |
3.2% |
5% |
False |
True |
47,320 |
| 100 |
115.52 |
92.09 |
23.43 |
25.1% |
2.78 |
3.0% |
6% |
False |
False |
41,399 |
| 120 |
115.52 |
91.78 |
23.74 |
25.4% |
2.55 |
2.7% |
7% |
False |
False |
35,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.03 |
|
2.618 |
105.18 |
|
1.618 |
101.60 |
|
1.000 |
99.39 |
|
0.618 |
98.02 |
|
HIGH |
95.81 |
|
0.618 |
94.44 |
|
0.500 |
94.02 |
|
0.382 |
93.60 |
|
LOW |
92.23 |
|
0.618 |
90.02 |
|
1.000 |
88.65 |
|
1.618 |
86.44 |
|
2.618 |
82.86 |
|
4.250 |
77.02 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.02 |
96.31 |
| PP |
93.81 |
95.34 |
| S1 |
93.61 |
94.37 |
|