NYMEX Light Sweet Crude Oil Future August 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 |
93.76 |
93.76 |
0.00 |
0.0% |
99.41 |
| High |
95.10 |
95.70 |
0.60 |
0.6% |
100.39 |
| Low |
92.88 |
93.24 |
0.36 |
0.4% |
92.23 |
| Close |
94.17 |
95.41 |
1.24 |
1.3% |
93.40 |
| Range |
2.22 |
2.46 |
0.24 |
10.8% |
8.16 |
| ATR |
3.07 |
3.03 |
-0.04 |
-1.4% |
0.00 |
| Volume |
311,398 |
283,168 |
-28,230 |
-9.1% |
806,111 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.16 |
101.25 |
96.76 |
|
| R3 |
99.70 |
98.79 |
96.09 |
|
| R2 |
97.24 |
97.24 |
95.86 |
|
| R1 |
96.33 |
96.33 |
95.64 |
96.79 |
| PP |
94.78 |
94.78 |
94.78 |
95.01 |
| S1 |
93.87 |
93.87 |
95.18 |
94.33 |
| S2 |
92.32 |
92.32 |
94.96 |
|
| S3 |
89.86 |
91.41 |
94.73 |
|
| S4 |
87.40 |
88.95 |
94.06 |
|
|
| 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 |
96.20 |
91.51 |
4.69 |
4.9% |
2.41 |
2.5% |
83% |
False |
False |
246,468 |
| 10 |
102.95 |
91.51 |
11.44 |
12.0% |
2.92 |
3.1% |
34% |
False |
False |
195,691 |
| 20 |
103.90 |
91.51 |
12.39 |
13.0% |
2.80 |
2.9% |
31% |
False |
False |
140,968 |
| 40 |
115.52 |
91.51 |
24.01 |
25.2% |
3.47 |
3.6% |
16% |
False |
False |
93,465 |
| 60 |
115.52 |
91.51 |
24.01 |
25.2% |
3.10 |
3.2% |
16% |
False |
False |
69,895 |
| 80 |
115.52 |
91.51 |
24.01 |
25.2% |
2.96 |
3.1% |
16% |
False |
False |
56,822 |
| 100 |
115.52 |
91.51 |
24.01 |
25.2% |
2.79 |
2.9% |
16% |
False |
False |
49,433 |
| 120 |
115.52 |
91.51 |
24.01 |
25.2% |
2.58 |
2.7% |
16% |
False |
False |
42,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.16 |
|
2.618 |
102.14 |
|
1.618 |
99.68 |
|
1.000 |
98.16 |
|
0.618 |
97.22 |
|
HIGH |
95.70 |
|
0.618 |
94.76 |
|
0.500 |
94.47 |
|
0.382 |
94.18 |
|
LOW |
93.24 |
|
0.618 |
91.72 |
|
1.000 |
90.78 |
|
1.618 |
89.26 |
|
2.618 |
86.80 |
|
4.250 |
82.79 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.10 |
94.81 |
| PP |
94.78 |
94.21 |
| S1 |
94.47 |
93.61 |
|