NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
92.75 |
91.73 |
-1.02 |
-1.1% |
93.54 |
| High |
92.84 |
91.79 |
-1.05 |
-1.1% |
96.21 |
| Low |
90.36 |
90.17 |
-0.19 |
-0.2% |
90.27 |
| Close |
91.71 |
91.17 |
-0.54 |
-0.6% |
91.71 |
| Range |
2.48 |
1.62 |
-0.86 |
-34.7% |
5.94 |
| ATR |
3.12 |
3.02 |
-0.11 |
-3.4% |
0.00 |
| Volume |
144,965 |
85,668 |
-59,297 |
-40.9% |
375,108 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.90 |
95.16 |
92.06 |
|
| R3 |
94.28 |
93.54 |
91.62 |
|
| R2 |
92.66 |
92.66 |
91.47 |
|
| R1 |
91.92 |
91.92 |
91.32 |
91.48 |
| PP |
91.04 |
91.04 |
91.04 |
90.83 |
| S1 |
90.30 |
90.30 |
91.02 |
89.86 |
| S2 |
89.42 |
89.42 |
90.87 |
|
| S3 |
87.80 |
88.68 |
90.72 |
|
| S4 |
86.18 |
87.06 |
90.28 |
|
|
| 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 |
90.17 |
6.04 |
6.6% |
2.71 |
3.0% |
17% |
False |
True |
80,496 |
| 10 |
100.79 |
90.17 |
10.62 |
11.6% |
2.97 |
3.3% |
9% |
False |
True |
71,574 |
| 20 |
104.31 |
90.17 |
14.14 |
15.5% |
2.87 |
3.1% |
7% |
False |
True |
68,158 |
| 40 |
115.63 |
90.17 |
25.46 |
27.9% |
3.47 |
3.8% |
4% |
False |
True |
52,153 |
| 60 |
115.63 |
90.17 |
25.46 |
27.9% |
3.05 |
3.3% |
4% |
False |
True |
41,846 |
| 80 |
115.63 |
90.17 |
25.46 |
27.9% |
2.86 |
3.1% |
4% |
False |
True |
35,468 |
| 100 |
115.63 |
90.17 |
25.46 |
27.9% |
2.75 |
3.0% |
4% |
False |
True |
31,871 |
| 120 |
115.63 |
90.17 |
25.46 |
27.9% |
2.53 |
2.8% |
4% |
False |
True |
28,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.68 |
|
2.618 |
96.03 |
|
1.618 |
94.41 |
|
1.000 |
93.41 |
|
0.618 |
92.79 |
|
HIGH |
91.79 |
|
0.618 |
91.17 |
|
0.500 |
90.98 |
|
0.382 |
90.79 |
|
LOW |
90.17 |
|
0.618 |
89.17 |
|
1.000 |
88.55 |
|
1.618 |
87.55 |
|
2.618 |
85.93 |
|
4.250 |
83.29 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.11 |
92.62 |
| PP |
91.04 |
92.14 |
| S1 |
90.98 |
91.65 |
|