NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
96.65 |
93.25 |
-3.40 |
-3.5% |
101.06 |
| High |
96.66 |
95.01 |
-1.65 |
-1.7% |
101.49 |
| Low |
93.59 |
92.79 |
-0.80 |
-0.9% |
93.59 |
| Close |
94.63 |
94.85 |
0.22 |
0.2% |
94.63 |
| Range |
3.07 |
2.22 |
-0.85 |
-27.7% |
7.90 |
| ATR |
2.89 |
2.84 |
-0.05 |
-1.7% |
0.00 |
| Volume |
16,471 |
18,545 |
2,074 |
12.6% |
93,966 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.88 |
100.08 |
96.07 |
|
| R3 |
98.66 |
97.86 |
95.46 |
|
| R2 |
96.44 |
96.44 |
95.26 |
|
| R1 |
95.64 |
95.64 |
95.05 |
96.04 |
| PP |
94.22 |
94.22 |
94.22 |
94.42 |
| S1 |
93.42 |
93.42 |
94.65 |
93.82 |
| S2 |
92.00 |
92.00 |
94.44 |
|
| S3 |
89.78 |
91.20 |
94.24 |
|
| S4 |
87.56 |
88.98 |
93.63 |
|
|
| 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 |
92.79 |
8.70 |
9.2% |
2.95 |
3.1% |
24% |
False |
True |
18,186 |
| 10 |
104.00 |
92.79 |
11.21 |
11.8% |
2.75 |
2.9% |
18% |
False |
True |
19,971 |
| 20 |
104.85 |
92.79 |
12.06 |
12.7% |
2.55 |
2.7% |
17% |
False |
True |
15,217 |
| 40 |
115.57 |
92.79 |
22.78 |
24.0% |
3.07 |
3.2% |
9% |
False |
True |
12,031 |
| 60 |
115.57 |
92.79 |
22.78 |
24.0% |
2.63 |
2.8% |
9% |
False |
True |
10,744 |
| 80 |
115.57 |
92.79 |
22.78 |
24.0% |
2.51 |
2.7% |
9% |
False |
True |
10,138 |
| 100 |
115.57 |
92.79 |
22.78 |
24.0% |
2.37 |
2.5% |
9% |
False |
True |
9,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.45 |
|
2.618 |
100.82 |
|
1.618 |
98.60 |
|
1.000 |
97.23 |
|
0.618 |
96.38 |
|
HIGH |
95.01 |
|
0.618 |
94.16 |
|
0.500 |
93.90 |
|
0.382 |
93.64 |
|
LOW |
92.79 |
|
0.618 |
91.42 |
|
1.000 |
90.57 |
|
1.618 |
89.20 |
|
2.618 |
86.98 |
|
4.250 |
83.36 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.53 |
95.08 |
| PP |
94.22 |
95.00 |
| S1 |
93.90 |
94.93 |
|