NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
95.07 |
92.75 |
-2.32 |
-2.4% |
93.54 |
| High |
95.07 |
92.84 |
-2.23 |
-2.3% |
96.21 |
| Low |
90.27 |
90.36 |
0.09 |
0.1% |
90.27 |
| Close |
91.54 |
91.71 |
0.17 |
0.2% |
91.71 |
| Range |
4.80 |
2.48 |
-2.32 |
-48.3% |
5.94 |
| ATR |
3.17 |
3.12 |
-0.05 |
-1.6% |
0.00 |
| Volume |
83,110 |
144,965 |
61,855 |
74.4% |
375,108 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.08 |
97.87 |
93.07 |
|
| R3 |
96.60 |
95.39 |
92.39 |
|
| R2 |
94.12 |
94.12 |
92.16 |
|
| R1 |
92.91 |
92.91 |
91.94 |
92.28 |
| PP |
91.64 |
91.64 |
91.64 |
91.32 |
| S1 |
90.43 |
90.43 |
91.48 |
89.80 |
| S2 |
89.16 |
89.16 |
91.26 |
|
| S3 |
86.68 |
87.95 |
91.03 |
|
| S4 |
84.20 |
85.47 |
90.35 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.55 |
107.07 |
94.98 |
|
| R3 |
104.61 |
101.13 |
93.34 |
|
| R2 |
98.67 |
98.67 |
92.80 |
|
| R1 |
95.19 |
95.19 |
92.25 |
93.96 |
| PP |
92.73 |
92.73 |
92.73 |
92.12 |
| S1 |
89.25 |
89.25 |
91.17 |
88.02 |
| S2 |
86.79 |
86.79 |
90.62 |
|
| S3 |
80.85 |
83.31 |
90.08 |
|
| S4 |
74.91 |
77.37 |
88.44 |
|
|
| 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% |
2.86 |
3.1% |
24% |
False |
False |
75,021 |
| 10 |
100.79 |
90.27 |
10.52 |
11.5% |
3.12 |
3.4% |
14% |
False |
False |
70,549 |
| 20 |
104.31 |
90.27 |
14.04 |
15.3% |
2.85 |
3.1% |
10% |
False |
False |
66,933 |
| 40 |
115.63 |
90.27 |
25.36 |
27.7% |
3.48 |
3.8% |
6% |
False |
False |
50,724 |
| 60 |
115.63 |
90.27 |
25.36 |
27.7% |
3.06 |
3.3% |
6% |
False |
False |
40,701 |
| 80 |
115.63 |
90.27 |
25.36 |
27.7% |
2.87 |
3.1% |
6% |
False |
False |
34,629 |
| 100 |
115.63 |
90.27 |
25.36 |
27.7% |
2.74 |
3.0% |
6% |
False |
False |
31,186 |
| 120 |
115.63 |
90.27 |
25.36 |
27.7% |
2.54 |
2.8% |
6% |
False |
False |
27,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.38 |
|
2.618 |
99.33 |
|
1.618 |
96.85 |
|
1.000 |
95.32 |
|
0.618 |
94.37 |
|
HIGH |
92.84 |
|
0.618 |
91.89 |
|
0.500 |
91.60 |
|
0.382 |
91.31 |
|
LOW |
90.36 |
|
0.618 |
88.83 |
|
1.000 |
87.88 |
|
1.618 |
86.35 |
|
2.618 |
83.87 |
|
4.250 |
79.82 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.67 |
93.24 |
| PP |
91.64 |
92.73 |
| S1 |
91.60 |
92.22 |
|