NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
93.37 |
95.08 |
1.71 |
1.8% |
93.17 |
| High |
95.84 |
95.82 |
-0.02 |
0.0% |
95.70 |
| Low |
92.66 |
93.88 |
1.22 |
1.3% |
89.70 |
| Close |
94.77 |
95.42 |
0.65 |
0.7% |
91.16 |
| Range |
3.18 |
1.94 |
-1.24 |
-39.0% |
6.00 |
| ATR |
3.06 |
2.98 |
-0.08 |
-2.6% |
0.00 |
| Volume |
331,098 |
256,571 |
-74,527 |
-22.5% |
1,574,559 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.86 |
100.08 |
96.49 |
|
| R3 |
98.92 |
98.14 |
95.95 |
|
| R2 |
96.98 |
96.98 |
95.78 |
|
| R1 |
96.20 |
96.20 |
95.60 |
96.59 |
| PP |
95.04 |
95.04 |
95.04 |
95.24 |
| S1 |
94.26 |
94.26 |
95.24 |
94.65 |
| S2 |
93.10 |
93.10 |
95.06 |
|
| S3 |
91.16 |
92.32 |
94.89 |
|
| S4 |
89.22 |
90.38 |
94.35 |
|
|
| 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 |
6.5% |
2.45 |
2.6% |
93% |
False |
False |
273,264 |
| 10 |
95.84 |
89.61 |
6.23 |
6.5% |
2.77 |
2.9% |
93% |
False |
False |
284,374 |
| 20 |
102.95 |
89.61 |
13.34 |
14.0% |
2.84 |
3.0% |
44% |
False |
False |
210,624 |
| 40 |
110.10 |
89.61 |
20.49 |
21.5% |
3.50 |
3.7% |
28% |
False |
False |
134,694 |
| 60 |
115.52 |
89.61 |
25.91 |
27.2% |
3.22 |
3.4% |
22% |
False |
False |
99,000 |
| 80 |
115.52 |
89.61 |
25.91 |
27.2% |
3.00 |
3.1% |
22% |
False |
False |
78,082 |
| 100 |
115.52 |
89.61 |
25.91 |
27.2% |
2.87 |
3.0% |
22% |
False |
False |
66,681 |
| 120 |
115.52 |
89.61 |
25.91 |
27.2% |
2.63 |
2.8% |
22% |
False |
False |
57,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.07 |
|
2.618 |
100.90 |
|
1.618 |
98.96 |
|
1.000 |
97.76 |
|
0.618 |
97.02 |
|
HIGH |
95.82 |
|
0.618 |
95.08 |
|
0.500 |
94.85 |
|
0.382 |
94.62 |
|
LOW |
93.88 |
|
0.618 |
92.68 |
|
1.000 |
91.94 |
|
1.618 |
90.74 |
|
2.618 |
88.80 |
|
4.250 |
85.64 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.23 |
94.66 |
| PP |
95.04 |
93.90 |
| S1 |
94.85 |
93.14 |
|