NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
93.76 |
94.40 |
0.64 |
0.7% |
99.41 |
| High |
95.70 |
94.47 |
-1.23 |
-1.3% |
100.39 |
| Low |
93.24 |
89.70 |
-3.54 |
-3.8% |
92.23 |
| Close |
95.41 |
91.02 |
-4.39 |
-4.6% |
93.40 |
| Range |
2.46 |
4.77 |
2.31 |
93.9% |
8.16 |
| ATR |
3.03 |
3.22 |
0.19 |
6.3% |
0.00 |
| Volume |
283,168 |
467,478 |
184,310 |
65.1% |
806,111 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.04 |
103.30 |
93.64 |
|
| R3 |
101.27 |
98.53 |
92.33 |
|
| R2 |
96.50 |
96.50 |
91.89 |
|
| R1 |
93.76 |
93.76 |
91.46 |
92.75 |
| PP |
91.73 |
91.73 |
91.73 |
91.22 |
| S1 |
88.99 |
88.99 |
90.58 |
87.98 |
| S2 |
86.96 |
86.96 |
90.15 |
|
| S3 |
82.19 |
84.22 |
89.71 |
|
| S4 |
77.42 |
79.45 |
88.40 |
|
|
| 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 |
95.81 |
89.70 |
6.11 |
6.7% |
3.08 |
3.4% |
22% |
False |
True |
295,485 |
| 10 |
102.62 |
89.70 |
12.92 |
14.2% |
3.23 |
3.6% |
10% |
False |
True |
226,755 |
| 20 |
103.90 |
89.70 |
14.20 |
15.6% |
2.87 |
3.2% |
9% |
False |
True |
161,158 |
| 40 |
115.52 |
89.70 |
25.82 |
28.4% |
3.53 |
3.9% |
5% |
False |
True |
104,360 |
| 60 |
115.52 |
89.70 |
25.82 |
28.4% |
3.14 |
3.5% |
5% |
False |
True |
77,558 |
| 80 |
115.52 |
89.70 |
25.82 |
28.4% |
2.98 |
3.3% |
5% |
False |
True |
62,436 |
| 100 |
115.52 |
89.70 |
25.82 |
28.4% |
2.81 |
3.1% |
5% |
False |
True |
53,834 |
| 120 |
115.52 |
89.70 |
25.82 |
28.4% |
2.60 |
2.9% |
5% |
False |
True |
46,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.74 |
|
2.618 |
106.96 |
|
1.618 |
102.19 |
|
1.000 |
99.24 |
|
0.618 |
97.42 |
|
HIGH |
94.47 |
|
0.618 |
92.65 |
|
0.500 |
92.09 |
|
0.382 |
91.52 |
|
LOW |
89.70 |
|
0.618 |
86.75 |
|
1.000 |
84.93 |
|
1.618 |
81.98 |
|
2.618 |
77.21 |
|
4.250 |
69.43 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.09 |
92.70 |
| PP |
91.73 |
92.14 |
| S1 |
91.38 |
91.58 |
|