NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
100.18 |
98.09 |
-2.09 |
-2.1% |
101.50 |
| High |
100.41 |
100.34 |
-0.07 |
-0.1% |
103.35 |
| Low |
97.25 |
97.52 |
0.27 |
0.3% |
98.89 |
| Close |
98.36 |
100.31 |
1.95 |
2.0% |
100.40 |
| Range |
3.16 |
2.82 |
-0.34 |
-10.8% |
4.46 |
| ATR |
3.05 |
3.03 |
-0.02 |
-0.5% |
0.00 |
| Volume |
75,422 |
64,992 |
-10,430 |
-13.8% |
356,739 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.85 |
106.90 |
101.86 |
|
| R3 |
105.03 |
104.08 |
101.09 |
|
| R2 |
102.21 |
102.21 |
100.83 |
|
| R1 |
101.26 |
101.26 |
100.57 |
101.74 |
| PP |
99.39 |
99.39 |
99.39 |
99.63 |
| S1 |
98.44 |
98.44 |
100.05 |
98.92 |
| S2 |
96.57 |
96.57 |
99.79 |
|
| S3 |
93.75 |
95.62 |
99.53 |
|
| S4 |
90.93 |
92.80 |
98.76 |
|
|
| 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 |
97.25 |
6.10 |
6.1% |
2.92 |
2.9% |
50% |
False |
False |
79,622 |
| 10 |
104.31 |
97.25 |
7.06 |
7.0% |
2.69 |
2.7% |
43% |
False |
False |
67,139 |
| 20 |
104.31 |
96.35 |
7.96 |
7.9% |
2.82 |
2.8% |
50% |
False |
False |
52,979 |
| 40 |
115.63 |
95.85 |
19.78 |
19.7% |
3.31 |
3.3% |
23% |
False |
False |
40,997 |
| 60 |
115.63 |
95.85 |
19.78 |
19.7% |
2.86 |
2.9% |
23% |
False |
False |
33,052 |
| 80 |
115.63 |
95.05 |
20.58 |
20.5% |
2.89 |
2.9% |
26% |
False |
False |
29,851 |
| 100 |
115.63 |
92.33 |
23.30 |
23.2% |
2.61 |
2.6% |
34% |
False |
False |
26,659 |
| 120 |
115.63 |
91.94 |
23.69 |
23.6% |
2.39 |
2.4% |
35% |
False |
False |
23,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.33 |
|
2.618 |
107.72 |
|
1.618 |
104.90 |
|
1.000 |
103.16 |
|
0.618 |
102.08 |
|
HIGH |
100.34 |
|
0.618 |
99.26 |
|
0.500 |
98.93 |
|
0.382 |
98.60 |
|
LOW |
97.52 |
|
0.618 |
95.78 |
|
1.000 |
94.70 |
|
1.618 |
92.96 |
|
2.618 |
90.14 |
|
4.250 |
85.54 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.85 |
100.26 |
| PP |
99.39 |
100.21 |
| S1 |
98.93 |
100.17 |
|