NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.49 |
95.30 |
0.81 |
0.9% |
100.61 |
| High |
96.65 |
95.30 |
-1.35 |
-1.4% |
101.12 |
| Low |
94.18 |
90.80 |
-3.38 |
-3.6% |
93.10 |
| Close |
96.35 |
92.04 |
-4.31 |
-4.5% |
94.23 |
| Range |
2.47 |
4.50 |
2.03 |
82.2% |
8.02 |
| ATR |
2.88 |
3.07 |
0.19 |
6.6% |
0.00 |
| Volume |
21,236 |
33,151 |
11,915 |
56.1% |
149,974 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.21 |
103.63 |
94.52 |
|
| R3 |
101.71 |
99.13 |
93.28 |
|
| R2 |
97.21 |
97.21 |
92.87 |
|
| R1 |
94.63 |
94.63 |
92.45 |
93.67 |
| PP |
92.71 |
92.71 |
92.71 |
92.24 |
| S1 |
90.13 |
90.13 |
91.63 |
89.17 |
| S2 |
88.21 |
88.21 |
91.22 |
|
| S3 |
83.71 |
85.63 |
90.80 |
|
| S4 |
79.21 |
81.13 |
89.57 |
|
|
| 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 |
96.65 |
90.80 |
5.85 |
6.4% |
2.97 |
3.2% |
21% |
False |
True |
24,720 |
| 10 |
103.41 |
90.80 |
12.61 |
13.7% |
3.11 |
3.4% |
10% |
False |
True |
28,769 |
| 20 |
104.65 |
90.80 |
13.85 |
15.0% |
2.73 |
3.0% |
9% |
False |
True |
25,985 |
| 40 |
115.58 |
90.80 |
24.78 |
26.9% |
3.30 |
3.6% |
5% |
False |
True |
19,588 |
| 60 |
115.58 |
90.80 |
24.78 |
26.9% |
2.86 |
3.1% |
5% |
False |
True |
16,199 |
| 80 |
115.58 |
90.80 |
24.78 |
26.9% |
2.69 |
2.9% |
5% |
False |
True |
14,197 |
| 100 |
115.58 |
90.80 |
24.78 |
26.9% |
2.54 |
2.8% |
5% |
False |
True |
13,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.43 |
|
2.618 |
107.08 |
|
1.618 |
102.58 |
|
1.000 |
99.80 |
|
0.618 |
98.08 |
|
HIGH |
95.30 |
|
0.618 |
93.58 |
|
0.500 |
93.05 |
|
0.382 |
92.52 |
|
LOW |
90.80 |
|
0.618 |
88.02 |
|
1.000 |
86.30 |
|
1.618 |
83.52 |
|
2.618 |
79.02 |
|
4.250 |
71.68 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.05 |
93.73 |
| PP |
92.71 |
93.16 |
| S1 |
92.38 |
92.60 |
|