NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
96.03 |
96.17 |
0.14 |
0.1% |
91.90 |
| High |
96.80 |
96.46 |
-0.34 |
-0.4% |
96.87 |
| Low |
95.01 |
94.59 |
-0.42 |
-0.4% |
90.73 |
| Close |
96.50 |
96.06 |
-0.44 |
-0.5% |
96.06 |
| Range |
1.79 |
1.87 |
0.08 |
4.5% |
6.14 |
| ATR |
2.82 |
2.76 |
-0.07 |
-2.3% |
0.00 |
| Volume |
38,446 |
36,074 |
-2,372 |
-6.2% |
198,547 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.31 |
100.56 |
97.09 |
|
| R3 |
99.44 |
98.69 |
96.57 |
|
| R2 |
97.57 |
97.57 |
96.40 |
|
| R1 |
96.82 |
96.82 |
96.23 |
96.26 |
| PP |
95.70 |
95.70 |
95.70 |
95.43 |
| S1 |
94.95 |
94.95 |
95.89 |
94.39 |
| S2 |
93.83 |
93.83 |
95.72 |
|
| S3 |
91.96 |
93.08 |
95.55 |
|
| S4 |
90.09 |
91.21 |
95.03 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.97 |
110.66 |
99.44 |
|
| R3 |
106.83 |
104.52 |
97.75 |
|
| R2 |
100.69 |
100.69 |
97.19 |
|
| R1 |
98.38 |
98.38 |
96.62 |
99.54 |
| PP |
94.55 |
94.55 |
94.55 |
95.13 |
| S1 |
92.24 |
92.24 |
95.50 |
93.40 |
| S2 |
88.41 |
88.41 |
94.93 |
|
| S3 |
82.27 |
86.10 |
94.37 |
|
| S4 |
76.13 |
79.96 |
92.68 |
|
|
| 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% |
2.17 |
2.3% |
87% |
False |
False |
39,709 |
| 10 |
96.87 |
90.73 |
6.14 |
6.4% |
2.46 |
2.6% |
87% |
False |
False |
36,441 |
| 20 |
103.76 |
90.73 |
13.03 |
13.6% |
2.66 |
2.8% |
41% |
False |
False |
33,086 |
| 40 |
105.81 |
90.73 |
15.08 |
15.7% |
3.07 |
3.2% |
35% |
False |
False |
24,695 |
| 60 |
115.58 |
90.73 |
24.85 |
25.9% |
2.96 |
3.1% |
21% |
False |
False |
19,784 |
| 80 |
115.58 |
90.73 |
24.85 |
25.9% |
2.73 |
2.8% |
21% |
False |
False |
16,779 |
| 100 |
115.58 |
90.73 |
24.85 |
25.9% |
2.60 |
2.7% |
21% |
False |
False |
15,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.41 |
|
2.618 |
101.36 |
|
1.618 |
99.49 |
|
1.000 |
98.33 |
|
0.618 |
97.62 |
|
HIGH |
96.46 |
|
0.618 |
95.75 |
|
0.500 |
95.53 |
|
0.382 |
95.30 |
|
LOW |
94.59 |
|
0.618 |
93.43 |
|
1.000 |
92.72 |
|
1.618 |
91.56 |
|
2.618 |
89.69 |
|
4.250 |
86.64 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.88 |
95.82 |
| PP |
95.70 |
95.58 |
| S1 |
95.53 |
95.34 |
|