NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
95.47 |
95.56 |
0.09 |
0.1% |
91.73 |
| High |
96.32 |
95.92 |
-0.40 |
-0.4% |
96.36 |
| Low |
94.43 |
94.03 |
-0.40 |
-0.4% |
90.17 |
| Close |
95.96 |
95.51 |
-0.45 |
-0.5% |
95.51 |
| Range |
1.89 |
1.89 |
0.00 |
0.0% |
6.19 |
| ATR |
2.91 |
2.84 |
-0.07 |
-2.4% |
0.00 |
| Volume |
81,722 |
73,337 |
-8,385 |
-10.3% |
383,668 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.82 |
100.06 |
96.55 |
|
| R3 |
98.93 |
98.17 |
96.03 |
|
| R2 |
97.04 |
97.04 |
95.86 |
|
| R1 |
96.28 |
96.28 |
95.68 |
95.72 |
| PP |
95.15 |
95.15 |
95.15 |
94.87 |
| S1 |
94.39 |
94.39 |
95.34 |
93.83 |
| S2 |
93.26 |
93.26 |
95.16 |
|
| S3 |
91.37 |
92.50 |
94.99 |
|
| S4 |
89.48 |
90.61 |
94.47 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.58 |
110.24 |
98.91 |
|
| R3 |
106.39 |
104.05 |
97.21 |
|
| R2 |
100.20 |
100.20 |
96.64 |
|
| R1 |
97.86 |
97.86 |
96.08 |
99.03 |
| PP |
94.01 |
94.01 |
94.01 |
94.60 |
| S1 |
91.67 |
91.67 |
94.94 |
92.84 |
| S2 |
87.82 |
87.82 |
94.38 |
|
| S3 |
81.63 |
85.48 |
93.81 |
|
| S4 |
75.44 |
79.29 |
92.11 |
|
|
| 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% |
2.21 |
2.3% |
86% |
False |
False |
76,733 |
| 10 |
96.36 |
90.17 |
6.19 |
6.5% |
2.54 |
2.7% |
86% |
False |
False |
75,877 |
| 20 |
103.35 |
90.17 |
13.18 |
13.8% |
2.74 |
2.9% |
41% |
False |
False |
72,295 |
| 40 |
105.73 |
90.17 |
15.56 |
16.3% |
3.20 |
3.4% |
34% |
False |
False |
57,115 |
| 60 |
115.63 |
90.17 |
25.46 |
26.7% |
3.13 |
3.3% |
21% |
False |
False |
45,823 |
| 80 |
115.63 |
90.17 |
25.46 |
26.7% |
2.88 |
3.0% |
21% |
False |
False |
37,946 |
| 100 |
115.63 |
90.17 |
25.46 |
26.7% |
2.78 |
2.9% |
21% |
False |
False |
34,334 |
| 120 |
115.63 |
90.17 |
25.46 |
26.7% |
2.55 |
2.7% |
21% |
False |
False |
30,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.95 |
|
2.618 |
100.87 |
|
1.618 |
98.98 |
|
1.000 |
97.81 |
|
0.618 |
97.09 |
|
HIGH |
95.92 |
|
0.618 |
95.20 |
|
0.500 |
94.98 |
|
0.382 |
94.75 |
|
LOW |
94.03 |
|
0.618 |
92.86 |
|
1.000 |
92.14 |
|
1.618 |
90.97 |
|
2.618 |
89.08 |
|
4.250 |
86.00 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.33 |
95.27 |
| PP |
95.15 |
95.03 |
| S1 |
94.98 |
94.79 |
|