NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
100.69 |
96.61 |
-4.08 |
-4.1% |
102.10 |
| High |
101.12 |
96.91 |
-4.21 |
-4.2% |
103.76 |
| Low |
95.36 |
95.62 |
0.26 |
0.3% |
99.38 |
| Close |
96.11 |
96.15 |
0.04 |
0.0% |
100.88 |
| Range |
5.76 |
1.29 |
-4.47 |
-77.6% |
4.38 |
| ATR |
3.12 |
2.99 |
-0.13 |
-4.2% |
0.00 |
| Volume |
27,809 |
35,667 |
7,858 |
28.3% |
147,340 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.10 |
99.41 |
96.86 |
|
| R3 |
98.81 |
98.12 |
96.50 |
|
| R2 |
97.52 |
97.52 |
96.39 |
|
| R1 |
96.83 |
96.83 |
96.27 |
96.53 |
| PP |
96.23 |
96.23 |
96.23 |
96.08 |
| S1 |
95.54 |
95.54 |
96.03 |
95.24 |
| S2 |
94.94 |
94.94 |
95.91 |
|
| S3 |
93.65 |
94.25 |
95.80 |
|
| S4 |
92.36 |
92.96 |
95.44 |
|
|
| 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 |
103.41 |
95.36 |
8.05 |
8.4% |
3.25 |
3.4% |
10% |
False |
False |
32,818 |
| 10 |
103.76 |
95.36 |
8.40 |
8.7% |
2.74 |
2.9% |
9% |
False |
False |
30,869 |
| 20 |
104.65 |
95.36 |
9.29 |
9.7% |
2.77 |
2.9% |
9% |
False |
False |
23,040 |
| 40 |
115.58 |
95.36 |
20.22 |
21.0% |
3.17 |
3.3% |
4% |
False |
False |
17,620 |
| 60 |
115.58 |
95.36 |
20.22 |
21.0% |
2.73 |
2.8% |
4% |
False |
False |
14,806 |
| 80 |
115.58 |
95.36 |
20.22 |
21.0% |
2.70 |
2.8% |
4% |
False |
False |
13,492 |
| 100 |
115.58 |
92.69 |
22.89 |
23.8% |
2.48 |
2.6% |
15% |
False |
False |
12,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.39 |
|
2.618 |
100.29 |
|
1.618 |
99.00 |
|
1.000 |
98.20 |
|
0.618 |
97.71 |
|
HIGH |
96.91 |
|
0.618 |
96.42 |
|
0.500 |
96.27 |
|
0.382 |
96.11 |
|
LOW |
95.62 |
|
0.618 |
94.82 |
|
1.000 |
94.33 |
|
1.618 |
93.53 |
|
2.618 |
92.24 |
|
4.250 |
90.14 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.27 |
98.24 |
| PP |
96.23 |
97.54 |
| S1 |
96.19 |
96.85 |
|