NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
95.30 |
92.74 |
-2.56 |
-2.7% |
93.79 |
| High |
95.30 |
93.33 |
-1.97 |
-2.1% |
96.65 |
| Low |
90.80 |
90.94 |
0.14 |
0.2% |
90.80 |
| Close |
92.04 |
92.23 |
0.19 |
0.2% |
92.23 |
| Range |
4.50 |
2.39 |
-2.11 |
-46.9% |
5.85 |
| ATR |
3.07 |
3.02 |
-0.05 |
-1.6% |
0.00 |
| Volume |
33,151 |
68,802 |
35,651 |
107.5% |
165,864 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.34 |
98.17 |
93.54 |
|
| R3 |
96.95 |
95.78 |
92.89 |
|
| R2 |
94.56 |
94.56 |
92.67 |
|
| R1 |
93.39 |
93.39 |
92.45 |
92.78 |
| PP |
92.17 |
92.17 |
92.17 |
91.86 |
| S1 |
91.00 |
91.00 |
92.01 |
90.39 |
| S2 |
89.78 |
89.78 |
91.79 |
|
| S3 |
87.39 |
88.61 |
91.57 |
|
| S4 |
85.00 |
86.22 |
90.92 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.78 |
107.35 |
95.45 |
|
| R3 |
104.93 |
101.50 |
93.84 |
|
| R2 |
99.08 |
99.08 |
93.30 |
|
| R1 |
95.65 |
95.65 |
92.77 |
94.44 |
| PP |
93.23 |
93.23 |
93.23 |
92.62 |
| S1 |
89.80 |
89.80 |
91.69 |
88.59 |
| S2 |
87.38 |
87.38 |
91.16 |
|
| S3 |
81.53 |
83.95 |
90.62 |
|
| S4 |
75.68 |
78.10 |
89.01 |
|
|
| 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 |
6.3% |
2.76 |
3.0% |
24% |
False |
False |
33,172 |
| 10 |
101.12 |
90.80 |
10.32 |
11.2% |
3.02 |
3.3% |
14% |
False |
False |
31,583 |
| 20 |
104.65 |
90.80 |
13.85 |
15.0% |
2.75 |
3.0% |
10% |
False |
False |
28,800 |
| 40 |
115.58 |
90.80 |
24.78 |
26.9% |
3.31 |
3.6% |
6% |
False |
False |
20,991 |
| 60 |
115.58 |
90.80 |
24.78 |
26.9% |
2.89 |
3.1% |
6% |
False |
False |
17,209 |
| 80 |
115.58 |
90.80 |
24.78 |
26.9% |
2.70 |
2.9% |
6% |
False |
False |
14,931 |
| 100 |
115.58 |
90.80 |
24.78 |
26.9% |
2.56 |
2.8% |
6% |
False |
False |
14,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.49 |
|
2.618 |
99.59 |
|
1.618 |
97.20 |
|
1.000 |
95.72 |
|
0.618 |
94.81 |
|
HIGH |
93.33 |
|
0.618 |
92.42 |
|
0.500 |
92.14 |
|
0.382 |
91.85 |
|
LOW |
90.94 |
|
0.618 |
89.46 |
|
1.000 |
88.55 |
|
1.618 |
87.07 |
|
2.618 |
84.68 |
|
4.250 |
80.78 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.20 |
93.73 |
| PP |
92.17 |
93.23 |
| S1 |
92.14 |
92.73 |
|