NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
96.54 |
93.79 |
-2.75 |
-2.8% |
100.61 |
| High |
96.54 |
94.65 |
-1.89 |
-2.0% |
101.12 |
| Low |
93.10 |
92.41 |
-0.69 |
-0.7% |
93.10 |
| Close |
94.23 |
94.46 |
0.23 |
0.2% |
94.23 |
| Range |
3.44 |
2.24 |
-1.20 |
-34.9% |
8.02 |
| ATR |
3.02 |
2.96 |
-0.06 |
-1.8% |
0.00 |
| Volume |
26,541 |
25,948 |
-593 |
-2.2% |
149,974 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.56 |
99.75 |
95.69 |
|
| R3 |
98.32 |
97.51 |
95.08 |
|
| R2 |
96.08 |
96.08 |
94.87 |
|
| R1 |
95.27 |
95.27 |
94.67 |
95.68 |
| PP |
93.84 |
93.84 |
93.84 |
94.04 |
| S1 |
93.03 |
93.03 |
94.25 |
93.44 |
| S2 |
91.60 |
91.60 |
94.05 |
|
| S3 |
89.36 |
90.79 |
93.84 |
|
| S4 |
87.12 |
88.55 |
93.23 |
|
|
| 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 |
92.41 |
8.71 |
9.2% |
3.10 |
3.3% |
24% |
False |
True |
28,989 |
| 10 |
103.76 |
92.41 |
11.35 |
12.0% |
2.88 |
3.0% |
18% |
False |
True |
30,034 |
| 20 |
104.65 |
92.41 |
12.24 |
13.0% |
2.76 |
2.9% |
17% |
False |
True |
24,496 |
| 40 |
115.58 |
92.41 |
23.17 |
24.5% |
3.22 |
3.4% |
9% |
False |
True |
18,462 |
| 60 |
115.58 |
92.41 |
23.17 |
24.5% |
2.79 |
2.9% |
9% |
False |
True |
15,454 |
| 80 |
115.58 |
92.41 |
23.17 |
24.5% |
2.66 |
2.8% |
9% |
False |
True |
13,719 |
| 100 |
115.58 |
92.41 |
23.17 |
24.5% |
2.51 |
2.7% |
9% |
False |
True |
13,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.17 |
|
2.618 |
100.51 |
|
1.618 |
98.27 |
|
1.000 |
96.89 |
|
0.618 |
96.03 |
|
HIGH |
94.65 |
|
0.618 |
93.79 |
|
0.500 |
93.53 |
|
0.382 |
93.27 |
|
LOW |
92.41 |
|
0.618 |
91.03 |
|
1.000 |
90.17 |
|
1.618 |
88.79 |
|
2.618 |
86.55 |
|
4.250 |
82.89 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.15 |
94.66 |
| PP |
93.84 |
94.59 |
| S1 |
93.53 |
94.53 |
|