NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
101.98 |
102.84 |
0.86 |
0.8% |
101.50 |
| High |
103.35 |
103.08 |
-0.27 |
-0.3% |
103.35 |
| Low |
101.76 |
99.70 |
-2.06 |
-2.0% |
98.89 |
| Close |
102.91 |
100.40 |
-2.51 |
-2.4% |
100.40 |
| Range |
1.59 |
3.38 |
1.79 |
112.6% |
4.46 |
| ATR |
3.01 |
3.04 |
0.03 |
0.9% |
0.00 |
| Volume |
96,307 |
88,872 |
-7,435 |
-7.7% |
356,739 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.20 |
109.18 |
102.26 |
|
| R3 |
107.82 |
105.80 |
101.33 |
|
| R2 |
104.44 |
104.44 |
101.02 |
|
| R1 |
102.42 |
102.42 |
100.71 |
101.74 |
| PP |
101.06 |
101.06 |
101.06 |
100.72 |
| S1 |
99.04 |
99.04 |
100.09 |
98.36 |
| S2 |
97.68 |
97.68 |
99.78 |
|
| S3 |
94.30 |
95.66 |
99.47 |
|
| S4 |
90.92 |
92.28 |
98.54 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.26 |
111.79 |
102.85 |
|
| R3 |
109.80 |
107.33 |
101.63 |
|
| R2 |
105.34 |
105.34 |
101.22 |
|
| R1 |
102.87 |
102.87 |
100.81 |
101.88 |
| PP |
100.88 |
100.88 |
100.88 |
100.38 |
| S1 |
98.41 |
98.41 |
99.99 |
97.42 |
| S2 |
96.42 |
96.42 |
99.58 |
|
| S3 |
91.96 |
93.95 |
99.17 |
|
| S4 |
87.50 |
89.49 |
97.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.35 |
98.89 |
4.46 |
4.4% |
2.52 |
2.5% |
34% |
False |
False |
71,347 |
| 10 |
104.31 |
98.89 |
5.42 |
5.4% |
2.57 |
2.6% |
28% |
False |
False |
63,316 |
| 20 |
104.31 |
96.35 |
7.96 |
7.9% |
2.83 |
2.8% |
51% |
False |
False |
48,835 |
| 40 |
115.63 |
95.85 |
19.78 |
19.7% |
3.29 |
3.3% |
23% |
False |
False |
38,912 |
| 60 |
115.63 |
95.85 |
19.78 |
19.7% |
2.88 |
2.9% |
23% |
False |
False |
31,115 |
| 80 |
115.63 |
94.50 |
21.13 |
21.0% |
2.85 |
2.8% |
28% |
False |
False |
28,436 |
| 100 |
115.63 |
92.33 |
23.30 |
23.2% |
2.58 |
2.6% |
35% |
False |
False |
25,364 |
| 120 |
115.63 |
90.73 |
24.90 |
24.8% |
2.36 |
2.3% |
39% |
False |
False |
22,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.45 |
|
2.618 |
111.93 |
|
1.618 |
108.55 |
|
1.000 |
106.46 |
|
0.618 |
105.17 |
|
HIGH |
103.08 |
|
0.618 |
101.79 |
|
0.500 |
101.39 |
|
0.382 |
100.99 |
|
LOW |
99.70 |
|
0.618 |
97.61 |
|
1.000 |
96.32 |
|
1.618 |
94.23 |
|
2.618 |
90.85 |
|
4.250 |
85.34 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.39 |
101.26 |
| PP |
101.06 |
100.97 |
| S1 |
100.73 |
100.69 |
|