NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
91.73 |
91.50 |
-0.23 |
-0.3% |
93.54 |
| High |
91.79 |
93.54 |
1.75 |
1.9% |
96.21 |
| Low |
90.17 |
91.01 |
0.84 |
0.9% |
90.27 |
| Close |
91.17 |
93.46 |
2.29 |
2.5% |
91.71 |
| Range |
1.62 |
2.53 |
0.91 |
56.2% |
5.94 |
| ATR |
3.02 |
2.98 |
-0.03 |
-1.2% |
0.00 |
| Volume |
85,668 |
64,061 |
-21,607 |
-25.2% |
375,108 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.26 |
99.39 |
94.85 |
|
| R3 |
97.73 |
96.86 |
94.16 |
|
| R2 |
95.20 |
95.20 |
93.92 |
|
| R1 |
94.33 |
94.33 |
93.69 |
94.77 |
| PP |
92.67 |
92.67 |
92.67 |
92.89 |
| S1 |
91.80 |
91.80 |
93.23 |
92.24 |
| S2 |
90.14 |
90.14 |
93.00 |
|
| S3 |
87.61 |
89.27 |
92.76 |
|
| S4 |
85.08 |
86.74 |
92.07 |
|
|
| 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 |
6.5% |
2.78 |
3.0% |
54% |
False |
False |
86,114 |
| 10 |
100.79 |
90.17 |
10.62 |
11.4% |
2.94 |
3.1% |
31% |
False |
False |
71,481 |
| 20 |
104.31 |
90.17 |
14.14 |
15.1% |
2.81 |
3.0% |
23% |
False |
False |
69,310 |
| 40 |
114.05 |
90.17 |
23.88 |
25.6% |
3.44 |
3.7% |
14% |
False |
False |
53,205 |
| 60 |
115.63 |
90.17 |
25.46 |
27.2% |
3.07 |
3.3% |
13% |
False |
False |
42,667 |
| 80 |
115.63 |
90.17 |
25.46 |
27.2% |
2.87 |
3.1% |
13% |
False |
False |
36,028 |
| 100 |
115.63 |
90.17 |
25.46 |
27.2% |
2.76 |
3.0% |
13% |
False |
False |
32,347 |
| 120 |
115.63 |
90.17 |
25.46 |
27.2% |
2.53 |
2.7% |
13% |
False |
False |
28,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.29 |
|
2.618 |
100.16 |
|
1.618 |
97.63 |
|
1.000 |
96.07 |
|
0.618 |
95.10 |
|
HIGH |
93.54 |
|
0.618 |
92.57 |
|
0.500 |
92.28 |
|
0.382 |
91.98 |
|
LOW |
91.01 |
|
0.618 |
89.45 |
|
1.000 |
88.48 |
|
1.618 |
86.92 |
|
2.618 |
84.39 |
|
4.250 |
80.26 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.07 |
92.93 |
| PP |
92.67 |
92.39 |
| S1 |
92.28 |
91.86 |
|