NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
92.15 |
94.20 |
2.05 |
2.2% |
93.79 |
| High |
94.07 |
96.87 |
2.80 |
3.0% |
96.65 |
| Low |
91.55 |
93.80 |
2.25 |
2.5% |
90.80 |
| Close |
94.01 |
95.84 |
1.83 |
1.9% |
92.23 |
| Range |
2.52 |
3.07 |
0.55 |
21.8% |
5.85 |
| ATR |
2.89 |
2.90 |
0.01 |
0.4% |
0.00 |
| Volume |
34,056 |
40,292 |
6,236 |
18.3% |
165,864 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.71 |
103.35 |
97.53 |
|
| R3 |
101.64 |
100.28 |
96.68 |
|
| R2 |
98.57 |
98.57 |
96.40 |
|
| R1 |
97.21 |
97.21 |
96.12 |
97.89 |
| PP |
95.50 |
95.50 |
95.50 |
95.85 |
| S1 |
94.14 |
94.14 |
95.56 |
94.82 |
| S2 |
92.43 |
92.43 |
95.28 |
|
| S3 |
89.36 |
91.07 |
95.00 |
|
| S4 |
86.29 |
88.00 |
94.15 |
|
|
| 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 |
96.87 |
90.73 |
6.14 |
6.4% |
2.81 |
2.9% |
83% |
True |
False |
45,196 |
| 10 |
96.91 |
90.73 |
6.18 |
6.4% |
2.57 |
2.7% |
83% |
False |
False |
35,209 |
| 20 |
103.76 |
90.73 |
13.03 |
13.6% |
2.71 |
2.8% |
39% |
False |
False |
32,015 |
| 40 |
112.13 |
90.73 |
21.40 |
22.3% |
3.29 |
3.4% |
24% |
False |
False |
23,404 |
| 60 |
115.58 |
90.73 |
24.85 |
25.9% |
2.93 |
3.1% |
21% |
False |
False |
18,818 |
| 80 |
115.58 |
90.73 |
24.85 |
25.9% |
2.73 |
2.8% |
21% |
False |
False |
16,101 |
| 100 |
115.58 |
90.73 |
24.85 |
25.9% |
2.59 |
2.7% |
21% |
False |
False |
14,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.92 |
|
2.618 |
104.91 |
|
1.618 |
101.84 |
|
1.000 |
99.94 |
|
0.618 |
98.77 |
|
HIGH |
96.87 |
|
0.618 |
95.70 |
|
0.500 |
95.34 |
|
0.382 |
94.97 |
|
LOW |
93.80 |
|
0.618 |
91.90 |
|
1.000 |
90.73 |
|
1.618 |
88.83 |
|
2.618 |
85.76 |
|
4.250 |
80.75 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.67 |
95.16 |
| PP |
95.50 |
94.48 |
| S1 |
95.34 |
93.80 |
|