NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
97.00 |
96.65 |
-0.35 |
-0.4% |
101.06 |
| High |
97.36 |
96.66 |
-0.70 |
-0.7% |
101.49 |
| Low |
96.05 |
93.59 |
-2.46 |
-2.6% |
93.59 |
| Close |
96.55 |
94.63 |
-1.92 |
-2.0% |
94.63 |
| Range |
1.31 |
3.07 |
1.76 |
134.4% |
7.90 |
| ATR |
2.88 |
2.89 |
0.01 |
0.5% |
0.00 |
| Volume |
19,601 |
16,471 |
-3,130 |
-16.0% |
93,966 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.17 |
102.47 |
96.32 |
|
| R3 |
101.10 |
99.40 |
95.47 |
|
| R2 |
98.03 |
98.03 |
95.19 |
|
| R1 |
96.33 |
96.33 |
94.91 |
95.65 |
| PP |
94.96 |
94.96 |
94.96 |
94.62 |
| S1 |
93.26 |
93.26 |
94.35 |
92.58 |
| S2 |
91.89 |
91.89 |
94.07 |
|
| S3 |
88.82 |
90.19 |
93.79 |
|
| S4 |
85.75 |
87.12 |
92.94 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.27 |
115.35 |
98.98 |
|
| R3 |
112.37 |
107.45 |
96.80 |
|
| R2 |
104.47 |
104.47 |
96.08 |
|
| R1 |
99.55 |
99.55 |
95.35 |
98.06 |
| PP |
96.57 |
96.57 |
96.57 |
95.83 |
| S1 |
91.65 |
91.65 |
93.91 |
90.16 |
| S2 |
88.67 |
88.67 |
93.18 |
|
| S3 |
80.77 |
83.75 |
92.46 |
|
| S4 |
72.87 |
75.85 |
90.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.49 |
93.59 |
7.90 |
8.3% |
3.10 |
3.3% |
13% |
False |
True |
18,793 |
| 10 |
104.00 |
93.59 |
10.41 |
11.0% |
2.72 |
2.9% |
10% |
False |
True |
19,207 |
| 20 |
104.85 |
93.59 |
11.26 |
11.9% |
2.62 |
2.8% |
9% |
False |
True |
14,618 |
| 40 |
115.57 |
93.59 |
21.98 |
23.2% |
3.05 |
3.2% |
5% |
False |
True |
11,732 |
| 60 |
115.57 |
93.59 |
21.98 |
23.2% |
2.61 |
2.8% |
5% |
False |
True |
10,586 |
| 80 |
115.57 |
93.59 |
21.98 |
23.2% |
2.55 |
2.7% |
5% |
False |
True |
10,157 |
| 100 |
115.57 |
93.59 |
21.98 |
23.2% |
2.36 |
2.5% |
5% |
False |
True |
9,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.71 |
|
2.618 |
104.70 |
|
1.618 |
101.63 |
|
1.000 |
99.73 |
|
0.618 |
98.56 |
|
HIGH |
96.66 |
|
0.618 |
95.49 |
|
0.500 |
95.13 |
|
0.382 |
94.76 |
|
LOW |
93.59 |
|
0.618 |
91.69 |
|
1.000 |
90.52 |
|
1.618 |
88.62 |
|
2.618 |
85.55 |
|
4.250 |
80.54 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.13 |
97.54 |
| PP |
94.96 |
96.57 |
| S1 |
94.80 |
95.60 |
|