NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
100.62 |
97.00 |
-3.62 |
-3.6% |
102.47 |
| High |
101.49 |
97.36 |
-4.13 |
-4.1% |
104.00 |
| Low |
96.00 |
96.05 |
0.05 |
0.1% |
99.76 |
| Close |
96.50 |
96.55 |
0.05 |
0.1% |
101.30 |
| Range |
5.49 |
1.31 |
-4.18 |
-76.1% |
4.24 |
| ATR |
3.00 |
2.88 |
-0.12 |
-4.0% |
0.00 |
| Volume |
13,951 |
19,601 |
5,650 |
40.5% |
98,105 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.58 |
99.88 |
97.27 |
|
| R3 |
99.27 |
98.57 |
96.91 |
|
| R2 |
97.96 |
97.96 |
96.79 |
|
| R1 |
97.26 |
97.26 |
96.67 |
96.96 |
| PP |
96.65 |
96.65 |
96.65 |
96.50 |
| S1 |
95.95 |
95.95 |
96.43 |
95.65 |
| S2 |
95.34 |
95.34 |
96.31 |
|
| S3 |
94.03 |
94.64 |
96.19 |
|
| S4 |
92.72 |
93.33 |
95.83 |
|
|
| 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 |
103.57 |
96.00 |
7.57 |
7.8% |
3.08 |
3.2% |
7% |
False |
False |
22,290 |
| 10 |
104.00 |
96.00 |
8.00 |
8.3% |
2.65 |
2.7% |
7% |
False |
False |
18,758 |
| 20 |
104.85 |
96.00 |
8.85 |
9.2% |
2.57 |
2.7% |
6% |
False |
False |
14,325 |
| 40 |
115.57 |
96.00 |
19.57 |
20.3% |
3.03 |
3.1% |
3% |
False |
False |
11,469 |
| 60 |
115.57 |
96.00 |
19.57 |
20.3% |
2.57 |
2.7% |
3% |
False |
False |
10,388 |
| 80 |
115.57 |
96.00 |
19.57 |
20.3% |
2.55 |
2.6% |
3% |
False |
False |
10,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.93 |
|
2.618 |
100.79 |
|
1.618 |
99.48 |
|
1.000 |
98.67 |
|
0.618 |
98.17 |
|
HIGH |
97.36 |
|
0.618 |
96.86 |
|
0.500 |
96.71 |
|
0.382 |
96.55 |
|
LOW |
96.05 |
|
0.618 |
95.24 |
|
1.000 |
94.74 |
|
1.618 |
93.93 |
|
2.618 |
92.62 |
|
4.250 |
90.48 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.71 |
98.75 |
| PP |
96.65 |
98.01 |
| S1 |
96.60 |
97.28 |
|