NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
100.61 |
98.16 |
-2.45 |
-2.4% |
102.10 |
| High |
100.88 |
100.77 |
-0.11 |
-0.1% |
103.76 |
| Low |
97.71 |
97.99 |
0.28 |
0.3% |
99.38 |
| Close |
98.82 |
100.71 |
1.89 |
1.9% |
100.88 |
| Range |
3.17 |
2.78 |
-0.39 |
-12.3% |
4.38 |
| ATR |
2.93 |
2.92 |
-0.01 |
-0.4% |
0.00 |
| Volume |
30,975 |
28,982 |
-1,993 |
-6.4% |
147,340 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.16 |
107.22 |
102.24 |
|
| R3 |
105.38 |
104.44 |
101.47 |
|
| R2 |
102.60 |
102.60 |
101.22 |
|
| R1 |
101.66 |
101.66 |
100.96 |
102.13 |
| PP |
99.82 |
99.82 |
99.82 |
100.06 |
| S1 |
98.88 |
98.88 |
100.46 |
99.35 |
| S2 |
97.04 |
97.04 |
100.20 |
|
| S3 |
94.26 |
96.10 |
99.95 |
|
| S4 |
91.48 |
93.32 |
99.18 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.48 |
112.06 |
103.29 |
|
| R3 |
110.10 |
107.68 |
102.08 |
|
| R2 |
105.72 |
105.72 |
101.68 |
|
| R1 |
103.30 |
103.30 |
101.28 |
102.32 |
| PP |
101.34 |
101.34 |
101.34 |
100.85 |
| S1 |
98.92 |
98.92 |
100.48 |
97.94 |
| S2 |
96.96 |
96.96 |
100.08 |
|
| S3 |
92.58 |
94.54 |
99.68 |
|
| S4 |
88.20 |
90.16 |
98.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.76 |
97.71 |
6.05 |
6.0% |
2.85 |
2.8% |
50% |
False |
False |
33,592 |
| 10 |
104.65 |
97.71 |
6.94 |
6.9% |
2.61 |
2.6% |
43% |
False |
False |
27,531 |
| 20 |
104.65 |
96.56 |
8.09 |
8.0% |
2.69 |
2.7% |
51% |
False |
False |
21,068 |
| 40 |
115.58 |
96.56 |
19.02 |
18.9% |
3.12 |
3.1% |
22% |
False |
False |
16,507 |
| 60 |
115.58 |
96.56 |
19.02 |
18.9% |
2.67 |
2.7% |
22% |
False |
False |
14,027 |
| 80 |
115.58 |
95.63 |
19.95 |
19.8% |
2.69 |
2.7% |
25% |
False |
False |
12,943 |
| 100 |
115.58 |
92.69 |
22.89 |
22.7% |
2.43 |
2.4% |
35% |
False |
False |
12,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.59 |
|
2.618 |
108.05 |
|
1.618 |
105.27 |
|
1.000 |
103.55 |
|
0.618 |
102.49 |
|
HIGH |
100.77 |
|
0.618 |
99.71 |
|
0.500 |
99.38 |
|
0.382 |
99.05 |
|
LOW |
97.99 |
|
0.618 |
96.27 |
|
1.000 |
95.21 |
|
1.618 |
93.49 |
|
2.618 |
90.71 |
|
4.250 |
86.18 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.27 |
100.66 |
| PP |
99.82 |
100.61 |
| S1 |
99.38 |
100.56 |
|