NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
90.71 |
93.37 |
2.66 |
2.9% |
93.17 |
| High |
93.37 |
95.84 |
2.47 |
2.6% |
95.70 |
| Low |
90.44 |
92.66 |
2.22 |
2.5% |
89.70 |
| Close |
92.89 |
94.77 |
1.88 |
2.0% |
91.16 |
| Range |
2.93 |
3.18 |
0.25 |
8.5% |
6.00 |
| ATR |
3.05 |
3.06 |
0.01 |
0.3% |
0.00 |
| Volume |
267,406 |
331,098 |
63,692 |
23.8% |
1,574,559 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.96 |
102.55 |
96.52 |
|
| R3 |
100.78 |
99.37 |
95.64 |
|
| R2 |
97.60 |
97.60 |
95.35 |
|
| R1 |
96.19 |
96.19 |
95.06 |
96.90 |
| PP |
94.42 |
94.42 |
94.42 |
94.78 |
| S1 |
93.01 |
93.01 |
94.48 |
93.72 |
| S2 |
91.24 |
91.24 |
94.19 |
|
| S3 |
88.06 |
89.83 |
93.90 |
|
| S4 |
84.88 |
86.65 |
93.02 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.19 |
106.67 |
94.46 |
|
| R3 |
104.19 |
100.67 |
92.81 |
|
| R2 |
98.19 |
98.19 |
92.26 |
|
| R1 |
94.67 |
94.67 |
91.71 |
93.43 |
| PP |
92.19 |
92.19 |
92.19 |
91.57 |
| S1 |
88.67 |
88.67 |
90.61 |
87.43 |
| S2 |
86.19 |
86.19 |
90.06 |
|
| S3 |
80.19 |
82.67 |
89.51 |
|
| S4 |
74.19 |
76.67 |
87.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.84 |
89.61 |
6.23 |
6.6% |
3.02 |
3.2% |
83% |
True |
False |
315,445 |
| 10 |
96.20 |
89.61 |
6.59 |
7.0% |
2.72 |
2.9% |
78% |
False |
False |
280,957 |
| 20 |
102.95 |
89.61 |
13.34 |
14.1% |
2.86 |
3.0% |
39% |
False |
False |
201,979 |
| 40 |
111.99 |
89.61 |
22.38 |
23.6% |
3.51 |
3.7% |
23% |
False |
False |
129,007 |
| 60 |
115.52 |
89.61 |
25.91 |
27.3% |
3.20 |
3.4% |
20% |
False |
False |
94,939 |
| 80 |
115.52 |
89.61 |
25.91 |
27.3% |
3.00 |
3.2% |
20% |
False |
False |
75,220 |
| 100 |
115.52 |
89.61 |
25.91 |
27.3% |
2.86 |
3.0% |
20% |
False |
False |
64,280 |
| 120 |
115.52 |
89.61 |
25.91 |
27.3% |
2.62 |
2.8% |
20% |
False |
False |
55,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.36 |
|
2.618 |
104.17 |
|
1.618 |
100.99 |
|
1.000 |
99.02 |
|
0.618 |
97.81 |
|
HIGH |
95.84 |
|
0.618 |
94.63 |
|
0.500 |
94.25 |
|
0.382 |
93.87 |
|
LOW |
92.66 |
|
0.618 |
90.69 |
|
1.000 |
89.48 |
|
1.618 |
87.51 |
|
2.618 |
84.33 |
|
4.250 |
79.15 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.60 |
94.09 |
| PP |
94.42 |
93.41 |
| S1 |
94.25 |
92.73 |
|