NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
96.20 |
95.88 |
-0.32 |
-0.3% |
100.18 |
| High |
96.69 |
96.20 |
-0.49 |
-0.5% |
100.79 |
| Low |
95.15 |
92.68 |
-2.47 |
-2.6% |
92.68 |
| Close |
95.77 |
93.84 |
-1.93 |
-2.0% |
93.84 |
| Range |
1.54 |
3.52 |
1.98 |
128.6% |
8.11 |
| ATR |
3.11 |
3.14 |
0.03 |
0.9% |
0.00 |
| Volume |
84,180 |
51,522 |
-32,658 |
-38.8% |
330,389 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.80 |
102.84 |
95.78 |
|
| R3 |
101.28 |
99.32 |
94.81 |
|
| R2 |
97.76 |
97.76 |
94.49 |
|
| R1 |
95.80 |
95.80 |
94.16 |
95.02 |
| PP |
94.24 |
94.24 |
94.24 |
93.85 |
| S1 |
92.28 |
92.28 |
93.52 |
91.50 |
| S2 |
90.72 |
90.72 |
93.19 |
|
| S3 |
87.20 |
88.76 |
92.87 |
|
| S4 |
83.68 |
85.24 |
91.90 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.10 |
115.08 |
98.30 |
|
| R3 |
111.99 |
106.97 |
96.07 |
|
| R2 |
103.88 |
103.88 |
95.33 |
|
| R1 |
98.86 |
98.86 |
94.58 |
97.32 |
| PP |
95.77 |
95.77 |
95.77 |
95.00 |
| S1 |
90.75 |
90.75 |
93.10 |
89.21 |
| S2 |
87.66 |
87.66 |
92.35 |
|
| S3 |
79.55 |
82.64 |
91.61 |
|
| S4 |
71.44 |
74.53 |
89.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.79 |
92.68 |
8.11 |
8.6% |
3.38 |
3.6% |
14% |
False |
True |
66,077 |
| 10 |
103.35 |
92.68 |
10.67 |
11.4% |
2.95 |
3.1% |
11% |
False |
True |
68,712 |
| 20 |
104.31 |
92.68 |
11.63 |
12.4% |
2.96 |
3.1% |
10% |
False |
True |
57,532 |
| 40 |
115.63 |
92.68 |
22.95 |
24.5% |
3.37 |
3.6% |
5% |
False |
True |
44,208 |
| 60 |
115.63 |
92.68 |
22.95 |
24.5% |
2.94 |
3.1% |
5% |
False |
True |
35,645 |
| 80 |
115.63 |
92.68 |
22.95 |
24.5% |
2.90 |
3.1% |
5% |
False |
True |
31,464 |
| 100 |
115.63 |
92.65 |
22.98 |
24.5% |
2.69 |
2.9% |
5% |
False |
False |
28,213 |
| 120 |
115.63 |
91.94 |
23.69 |
25.2% |
2.47 |
2.6% |
8% |
False |
False |
24,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.16 |
|
2.618 |
105.42 |
|
1.618 |
101.90 |
|
1.000 |
99.72 |
|
0.618 |
98.38 |
|
HIGH |
96.20 |
|
0.618 |
94.86 |
|
0.500 |
94.44 |
|
0.382 |
94.02 |
|
LOW |
92.68 |
|
0.618 |
90.50 |
|
1.000 |
89.16 |
|
1.618 |
86.98 |
|
2.618 |
83.46 |
|
4.250 |
77.72 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.44 |
96.74 |
| PP |
94.24 |
95.77 |
| S1 |
94.04 |
94.81 |
|