NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
103.57 |
101.06 |
-2.51 |
-2.4% |
102.47 |
| High |
103.57 |
101.10 |
-2.47 |
-2.4% |
104.00 |
| Low |
100.60 |
98.14 |
-2.46 |
-2.4% |
99.76 |
| Close |
101.30 |
99.24 |
-2.06 |
-2.0% |
101.30 |
| Range |
2.97 |
2.96 |
-0.01 |
-0.3% |
4.24 |
| ATR |
2.79 |
2.82 |
0.03 |
0.9% |
0.00 |
| Volume |
33,956 |
21,580 |
-12,376 |
-36.4% |
98,105 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.37 |
106.77 |
100.87 |
|
| R3 |
105.41 |
103.81 |
100.05 |
|
| R2 |
102.45 |
102.45 |
99.78 |
|
| R1 |
100.85 |
100.85 |
99.51 |
100.17 |
| PP |
99.49 |
99.49 |
99.49 |
99.16 |
| S1 |
97.89 |
97.89 |
98.97 |
97.21 |
| S2 |
96.53 |
96.53 |
98.70 |
|
| S3 |
93.57 |
94.93 |
98.43 |
|
| S4 |
90.61 |
91.97 |
97.61 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.41 |
112.09 |
103.63 |
|
| R3 |
110.17 |
107.85 |
102.47 |
|
| R2 |
105.93 |
105.93 |
102.08 |
|
| R1 |
103.61 |
103.61 |
101.69 |
102.65 |
| PP |
101.69 |
101.69 |
101.69 |
101.21 |
| S1 |
99.37 |
99.37 |
100.91 |
98.41 |
| S2 |
97.45 |
97.45 |
100.52 |
|
| S3 |
93.21 |
95.13 |
100.13 |
|
| S4 |
88.97 |
90.89 |
98.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.00 |
98.14 |
5.86 |
5.9% |
2.56 |
2.6% |
19% |
False |
True |
21,756 |
| 10 |
104.85 |
98.14 |
6.71 |
6.8% |
2.59 |
2.6% |
16% |
False |
True |
15,802 |
| 20 |
104.85 |
96.83 |
8.02 |
8.1% |
2.49 |
2.5% |
30% |
False |
False |
12,759 |
| 40 |
115.57 |
96.04 |
19.53 |
19.7% |
2.97 |
3.0% |
16% |
False |
False |
10,651 |
| 60 |
115.57 |
96.04 |
19.53 |
19.7% |
2.53 |
2.5% |
16% |
False |
False |
9,739 |
| 80 |
115.57 |
95.74 |
19.83 |
20.0% |
2.53 |
2.5% |
18% |
False |
False |
9,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.68 |
|
2.618 |
108.85 |
|
1.618 |
105.89 |
|
1.000 |
104.06 |
|
0.618 |
102.93 |
|
HIGH |
101.10 |
|
0.618 |
99.97 |
|
0.500 |
99.62 |
|
0.382 |
99.27 |
|
LOW |
98.14 |
|
0.618 |
96.31 |
|
1.000 |
95.18 |
|
1.618 |
93.35 |
|
2.618 |
90.39 |
|
4.250 |
85.56 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.62 |
101.07 |
| PP |
99.49 |
100.46 |
| S1 |
99.37 |
99.85 |
|