NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.05 |
95.07 |
1.02 |
1.1% |
100.18 |
| High |
96.21 |
95.07 |
-1.14 |
-1.2% |
100.79 |
| Low |
93.74 |
90.27 |
-3.47 |
-3.7% |
92.68 |
| Close |
95.92 |
91.54 |
-4.38 |
-4.6% |
93.84 |
| Range |
2.47 |
4.80 |
2.33 |
94.3% |
8.11 |
| ATR |
2.98 |
3.17 |
0.19 |
6.4% |
0.00 |
| Volume |
52,766 |
83,110 |
30,344 |
57.5% |
330,389 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.69 |
103.92 |
94.18 |
|
| R3 |
101.89 |
99.12 |
92.86 |
|
| R2 |
97.09 |
97.09 |
92.42 |
|
| R1 |
94.32 |
94.32 |
91.98 |
93.31 |
| PP |
92.29 |
92.29 |
92.29 |
91.79 |
| S1 |
89.52 |
89.52 |
91.10 |
88.51 |
| S2 |
87.49 |
87.49 |
90.66 |
|
| S3 |
82.69 |
84.72 |
90.22 |
|
| S4 |
77.89 |
79.92 |
88.90 |
|
|
| 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 |
96.21 |
90.27 |
5.94 |
6.5% |
3.07 |
3.4% |
21% |
False |
True |
56,333 |
| 10 |
103.08 |
90.27 |
12.81 |
14.0% |
3.21 |
3.5% |
10% |
False |
True |
64,940 |
| 20 |
104.31 |
90.27 |
14.04 |
15.3% |
2.83 |
3.1% |
9% |
False |
True |
61,794 |
| 40 |
115.63 |
90.27 |
25.36 |
27.7% |
3.47 |
3.8% |
5% |
False |
True |
47,786 |
| 60 |
115.63 |
90.27 |
25.36 |
27.7% |
3.04 |
3.3% |
5% |
False |
True |
38,510 |
| 80 |
115.63 |
90.27 |
25.36 |
27.7% |
2.87 |
3.1% |
5% |
False |
True |
33,078 |
| 100 |
115.63 |
90.27 |
25.36 |
27.7% |
2.72 |
3.0% |
5% |
False |
True |
29,882 |
| 120 |
115.63 |
90.27 |
25.36 |
27.7% |
2.53 |
2.8% |
5% |
False |
True |
26,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.47 |
|
2.618 |
107.64 |
|
1.618 |
102.84 |
|
1.000 |
99.87 |
|
0.618 |
98.04 |
|
HIGH |
95.07 |
|
0.618 |
93.24 |
|
0.500 |
92.67 |
|
0.382 |
92.10 |
|
LOW |
90.27 |
|
0.618 |
87.30 |
|
1.000 |
85.47 |
|
1.618 |
82.50 |
|
2.618 |
77.70 |
|
4.250 |
69.87 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.67 |
93.24 |
| PP |
92.29 |
92.67 |
| S1 |
91.92 |
92.11 |
|