NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
95.88 |
93.54 |
-2.34 |
-2.4% |
100.18 |
| High |
96.20 |
94.30 |
-1.90 |
-2.0% |
100.79 |
| Low |
92.68 |
91.94 |
-0.74 |
-0.8% |
92.68 |
| Close |
93.84 |
94.07 |
0.23 |
0.2% |
93.84 |
| Range |
3.52 |
2.36 |
-1.16 |
-33.0% |
8.11 |
| ATR |
3.14 |
3.09 |
-0.06 |
-1.8% |
0.00 |
| Volume |
51,522 |
58,295 |
6,773 |
13.1% |
330,389 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.52 |
99.65 |
95.37 |
|
| R3 |
98.16 |
97.29 |
94.72 |
|
| R2 |
95.80 |
95.80 |
94.50 |
|
| R1 |
94.93 |
94.93 |
94.29 |
95.37 |
| PP |
93.44 |
93.44 |
93.44 |
93.65 |
| S1 |
92.57 |
92.57 |
93.85 |
93.01 |
| S2 |
91.08 |
91.08 |
93.64 |
|
| S3 |
88.72 |
90.21 |
93.42 |
|
| S4 |
86.36 |
87.85 |
92.77 |
|
|
| 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 |
91.94 |
8.85 |
9.4% |
3.22 |
3.4% |
24% |
False |
True |
62,652 |
| 10 |
103.35 |
91.94 |
11.41 |
12.1% |
2.98 |
3.2% |
19% |
False |
True |
68,434 |
| 20 |
104.31 |
91.94 |
12.37 |
13.1% |
2.88 |
3.1% |
17% |
False |
True |
58,952 |
| 40 |
115.63 |
91.94 |
23.69 |
25.2% |
3.39 |
3.6% |
9% |
False |
True |
45,101 |
| 60 |
115.63 |
91.94 |
23.69 |
25.2% |
2.96 |
3.1% |
9% |
False |
True |
36,348 |
| 80 |
115.63 |
91.94 |
23.69 |
25.2% |
2.84 |
3.0% |
9% |
False |
True |
31,722 |
| 100 |
115.63 |
91.94 |
23.69 |
25.2% |
2.69 |
2.9% |
9% |
False |
True |
28,716 |
| 120 |
115.63 |
91.94 |
23.69 |
25.2% |
2.48 |
2.6% |
9% |
False |
True |
25,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.33 |
|
2.618 |
100.48 |
|
1.618 |
98.12 |
|
1.000 |
96.66 |
|
0.618 |
95.76 |
|
HIGH |
94.30 |
|
0.618 |
93.40 |
|
0.500 |
93.12 |
|
0.382 |
92.84 |
|
LOW |
91.94 |
|
0.618 |
90.48 |
|
1.000 |
89.58 |
|
1.618 |
88.12 |
|
2.618 |
85.76 |
|
4.250 |
81.91 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.75 |
94.32 |
| PP |
93.44 |
94.23 |
| S1 |
93.12 |
94.15 |
|