NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
96.61 |
96.54 |
-0.07 |
-0.1% |
100.61 |
| High |
96.91 |
96.54 |
-0.37 |
-0.4% |
101.12 |
| Low |
95.62 |
93.10 |
-2.52 |
-2.6% |
93.10 |
| Close |
96.15 |
94.23 |
-1.92 |
-2.0% |
94.23 |
| Range |
1.29 |
3.44 |
2.15 |
166.7% |
8.02 |
| ATR |
2.99 |
3.02 |
0.03 |
1.1% |
0.00 |
| Volume |
35,667 |
26,541 |
-9,126 |
-25.6% |
149,974 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.94 |
103.03 |
96.12 |
|
| R3 |
101.50 |
99.59 |
95.18 |
|
| R2 |
98.06 |
98.06 |
94.86 |
|
| R1 |
96.15 |
96.15 |
94.55 |
95.39 |
| PP |
94.62 |
94.62 |
94.62 |
94.24 |
| S1 |
92.71 |
92.71 |
93.91 |
91.95 |
| S2 |
91.18 |
91.18 |
93.60 |
|
| S3 |
87.74 |
89.27 |
93.28 |
|
| S4 |
84.30 |
85.83 |
92.34 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.21 |
115.24 |
98.64 |
|
| R3 |
112.19 |
107.22 |
96.44 |
|
| R2 |
104.17 |
104.17 |
95.70 |
|
| R1 |
99.20 |
99.20 |
94.97 |
97.68 |
| PP |
96.15 |
96.15 |
96.15 |
95.39 |
| S1 |
91.18 |
91.18 |
93.49 |
89.66 |
| S2 |
88.13 |
88.13 |
92.76 |
|
| S3 |
80.11 |
83.16 |
92.02 |
|
| S4 |
72.09 |
75.14 |
89.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.12 |
93.10 |
8.02 |
8.5% |
3.29 |
3.5% |
14% |
False |
True |
29,994 |
| 10 |
103.76 |
93.10 |
10.66 |
11.3% |
2.86 |
3.0% |
11% |
False |
True |
29,731 |
| 20 |
104.65 |
93.10 |
11.55 |
12.3% |
2.83 |
3.0% |
10% |
False |
True |
23,740 |
| 40 |
115.58 |
93.10 |
22.48 |
23.9% |
3.19 |
3.4% |
5% |
False |
True |
18,026 |
| 60 |
115.58 |
93.10 |
22.48 |
23.9% |
2.77 |
2.9% |
5% |
False |
True |
15,169 |
| 80 |
115.58 |
93.10 |
22.48 |
23.9% |
2.70 |
2.9% |
5% |
False |
True |
13,636 |
| 100 |
115.58 |
92.98 |
22.60 |
24.0% |
2.50 |
2.7% |
6% |
False |
False |
12,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.16 |
|
2.618 |
105.55 |
|
1.618 |
102.11 |
|
1.000 |
99.98 |
|
0.618 |
98.67 |
|
HIGH |
96.54 |
|
0.618 |
95.23 |
|
0.500 |
94.82 |
|
0.382 |
94.41 |
|
LOW |
93.10 |
|
0.618 |
90.97 |
|
1.000 |
89.66 |
|
1.618 |
87.53 |
|
2.618 |
84.09 |
|
4.250 |
78.48 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.82 |
97.11 |
| PP |
94.62 |
96.15 |
| S1 |
94.43 |
95.19 |
|