NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
93.89 |
95.47 |
1.58 |
1.7% |
93.54 |
| High |
96.36 |
96.32 |
-0.04 |
0.0% |
96.21 |
| Low |
93.22 |
94.43 |
1.21 |
1.3% |
90.27 |
| Close |
95.32 |
95.96 |
0.64 |
0.7% |
91.71 |
| Range |
3.14 |
1.89 |
-1.25 |
-39.8% |
5.94 |
| ATR |
2.99 |
2.91 |
-0.08 |
-2.6% |
0.00 |
| Volume |
78,880 |
81,722 |
2,842 |
3.6% |
375,108 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.24 |
100.49 |
97.00 |
|
| R3 |
99.35 |
98.60 |
96.48 |
|
| R2 |
97.46 |
97.46 |
96.31 |
|
| R1 |
96.71 |
96.71 |
96.13 |
97.09 |
| PP |
95.57 |
95.57 |
95.57 |
95.76 |
| S1 |
94.82 |
94.82 |
95.79 |
95.20 |
| S2 |
93.68 |
93.68 |
95.61 |
|
| S3 |
91.79 |
92.93 |
95.44 |
|
| S4 |
89.90 |
91.04 |
94.92 |
|
|
| 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 |
96.36 |
90.17 |
6.19 |
6.5% |
2.33 |
2.4% |
94% |
False |
False |
91,059 |
| 10 |
96.36 |
90.17 |
6.19 |
6.5% |
2.70 |
2.8% |
94% |
False |
False |
73,696 |
| 20 |
103.35 |
90.17 |
13.18 |
13.7% |
2.78 |
2.9% |
44% |
False |
False |
72,206 |
| 40 |
110.27 |
90.17 |
20.10 |
20.9% |
3.43 |
3.6% |
29% |
False |
False |
56,152 |
| 60 |
115.63 |
90.17 |
25.46 |
26.5% |
3.12 |
3.3% |
23% |
False |
False |
44,854 |
| 80 |
115.63 |
90.17 |
25.46 |
26.5% |
2.88 |
3.0% |
23% |
False |
False |
37,315 |
| 100 |
115.63 |
90.17 |
25.46 |
26.5% |
2.78 |
2.9% |
23% |
False |
False |
33,680 |
| 120 |
115.63 |
90.17 |
25.46 |
26.5% |
2.55 |
2.7% |
23% |
False |
False |
29,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.35 |
|
2.618 |
101.27 |
|
1.618 |
99.38 |
|
1.000 |
98.21 |
|
0.618 |
97.49 |
|
HIGH |
96.32 |
|
0.618 |
95.60 |
|
0.500 |
95.38 |
|
0.382 |
95.15 |
|
LOW |
94.43 |
|
0.618 |
93.26 |
|
1.000 |
92.54 |
|
1.618 |
91.37 |
|
2.618 |
89.48 |
|
4.250 |
86.40 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.77 |
95.20 |
| PP |
95.57 |
94.44 |
| S1 |
95.38 |
93.69 |
|