NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
100.53 |
96.20 |
-4.33 |
-4.3% |
101.50 |
| High |
100.79 |
96.69 |
-4.10 |
-4.1% |
103.35 |
| Low |
94.92 |
95.15 |
0.23 |
0.2% |
98.89 |
| Close |
95.71 |
95.77 |
0.06 |
0.1% |
100.40 |
| Range |
5.87 |
1.54 |
-4.33 |
-73.8% |
4.46 |
| ATR |
3.23 |
3.11 |
-0.12 |
-3.7% |
0.00 |
| Volume |
54,273 |
84,180 |
29,907 |
55.1% |
356,739 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.49 |
99.67 |
96.62 |
|
| R3 |
98.95 |
98.13 |
96.19 |
|
| R2 |
97.41 |
97.41 |
96.05 |
|
| R1 |
96.59 |
96.59 |
95.91 |
96.23 |
| PP |
95.87 |
95.87 |
95.87 |
95.69 |
| S1 |
95.05 |
95.05 |
95.63 |
94.69 |
| S2 |
94.33 |
94.33 |
95.49 |
|
| S3 |
92.79 |
93.51 |
95.35 |
|
| S4 |
91.25 |
91.97 |
94.92 |
|
|
| 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 |
103.08 |
94.92 |
8.16 |
8.5% |
3.35 |
3.5% |
10% |
False |
False |
73,547 |
| 10 |
103.35 |
94.92 |
8.43 |
8.8% |
2.86 |
3.0% |
10% |
False |
False |
70,717 |
| 20 |
104.31 |
94.92 |
9.39 |
9.8% |
2.90 |
3.0% |
9% |
False |
False |
56,894 |
| 40 |
115.63 |
94.92 |
20.71 |
21.6% |
3.36 |
3.5% |
4% |
False |
False |
43,560 |
| 60 |
115.63 |
94.92 |
20.71 |
21.6% |
2.91 |
3.0% |
4% |
False |
False |
35,007 |
| 80 |
115.63 |
94.92 |
20.71 |
21.6% |
2.90 |
3.0% |
4% |
False |
False |
31,179 |
| 100 |
115.63 |
92.33 |
23.30 |
24.3% |
2.67 |
2.8% |
15% |
False |
False |
27,835 |
| 120 |
115.63 |
91.94 |
23.69 |
24.7% |
2.44 |
2.6% |
16% |
False |
False |
24,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.24 |
|
2.618 |
100.72 |
|
1.618 |
99.18 |
|
1.000 |
98.23 |
|
0.618 |
97.64 |
|
HIGH |
96.69 |
|
0.618 |
96.10 |
|
0.500 |
95.92 |
|
0.382 |
95.74 |
|
LOW |
95.15 |
|
0.618 |
94.20 |
|
1.000 |
93.61 |
|
1.618 |
92.66 |
|
2.618 |
91.12 |
|
4.250 |
88.61 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.92 |
97.86 |
| PP |
95.87 |
97.16 |
| S1 |
95.82 |
96.47 |
|