NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.70 |
94.49 |
-0.21 |
-0.2% |
100.61 |
| High |
95.91 |
96.65 |
0.74 |
0.8% |
101.12 |
| Low |
93.72 |
94.18 |
0.46 |
0.5% |
93.10 |
| Close |
94.96 |
96.35 |
1.39 |
1.5% |
94.23 |
| Range |
2.19 |
2.47 |
0.28 |
12.8% |
8.02 |
| ATR |
2.91 |
2.88 |
-0.03 |
-1.1% |
0.00 |
| Volume |
16,727 |
21,236 |
4,509 |
27.0% |
149,974 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.14 |
102.21 |
97.71 |
|
| R3 |
100.67 |
99.74 |
97.03 |
|
| R2 |
98.20 |
98.20 |
96.80 |
|
| R1 |
97.27 |
97.27 |
96.58 |
97.74 |
| PP |
95.73 |
95.73 |
95.73 |
95.96 |
| S1 |
94.80 |
94.80 |
96.12 |
95.27 |
| S2 |
93.26 |
93.26 |
95.90 |
|
| S3 |
90.79 |
92.33 |
95.67 |
|
| S4 |
88.32 |
89.86 |
94.99 |
|
|
| 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 |
96.91 |
92.41 |
4.50 |
4.7% |
2.33 |
2.4% |
88% |
False |
False |
25,223 |
| 10 |
103.76 |
92.41 |
11.35 |
11.8% |
2.81 |
2.9% |
35% |
False |
False |
29,490 |
| 20 |
104.65 |
92.41 |
12.24 |
12.7% |
2.67 |
2.8% |
32% |
False |
False |
25,002 |
| 40 |
115.58 |
92.41 |
23.17 |
24.0% |
3.25 |
3.4% |
17% |
False |
False |
19,023 |
| 60 |
115.58 |
92.41 |
23.17 |
24.0% |
2.82 |
2.9% |
17% |
False |
False |
15,764 |
| 80 |
115.58 |
92.41 |
23.17 |
24.0% |
2.67 |
2.8% |
17% |
False |
False |
13,894 |
| 100 |
115.58 |
92.41 |
23.17 |
24.0% |
2.52 |
2.6% |
17% |
False |
False |
13,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.15 |
|
2.618 |
103.12 |
|
1.618 |
100.65 |
|
1.000 |
99.12 |
|
0.618 |
98.18 |
|
HIGH |
96.65 |
|
0.618 |
95.71 |
|
0.500 |
95.42 |
|
0.382 |
95.12 |
|
LOW |
94.18 |
|
0.618 |
92.65 |
|
1.000 |
91.71 |
|
1.618 |
90.18 |
|
2.618 |
87.71 |
|
4.250 |
83.68 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.04 |
95.74 |
| PP |
95.73 |
95.14 |
| S1 |
95.42 |
94.53 |
|