NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
92.34 |
92.75 |
0.41 |
0.4% |
93.25 |
| High |
92.82 |
94.59 |
1.77 |
1.9% |
97.05 |
| Low |
91.35 |
92.06 |
0.71 |
0.8% |
91.49 |
| Close |
92.24 |
94.57 |
2.33 |
2.5% |
92.78 |
| Range |
1.47 |
2.53 |
1.06 |
72.1% |
5.56 |
| ATR |
2.80 |
2.78 |
-0.02 |
-0.7% |
0.00 |
| Volume |
37,082 |
20,158 |
-16,924 |
-45.6% |
102,907 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.33 |
100.48 |
95.96 |
|
| R3 |
98.80 |
97.95 |
95.27 |
|
| R2 |
96.27 |
96.27 |
95.03 |
|
| R1 |
95.42 |
95.42 |
94.80 |
95.85 |
| PP |
93.74 |
93.74 |
93.74 |
93.95 |
| S1 |
92.89 |
92.89 |
94.34 |
93.32 |
| S2 |
91.21 |
91.21 |
94.11 |
|
| S3 |
88.68 |
90.36 |
93.87 |
|
| S4 |
86.15 |
87.83 |
93.18 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.45 |
107.18 |
95.84 |
|
| R3 |
104.89 |
101.62 |
94.31 |
|
| R2 |
99.33 |
99.33 |
93.80 |
|
| R1 |
96.06 |
96.06 |
93.29 |
94.92 |
| PP |
93.77 |
93.77 |
93.77 |
93.20 |
| S1 |
90.50 |
90.50 |
92.27 |
89.36 |
| S2 |
88.21 |
88.21 |
91.76 |
|
| S3 |
82.65 |
84.94 |
91.25 |
|
| S4 |
77.09 |
79.38 |
89.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.05 |
91.35 |
5.70 |
6.0% |
2.59 |
2.7% |
56% |
False |
False |
26,206 |
| 10 |
101.49 |
91.35 |
10.14 |
10.7% |
2.72 |
2.9% |
32% |
False |
False |
21,017 |
| 20 |
104.85 |
91.35 |
13.50 |
14.3% |
2.61 |
2.8% |
24% |
False |
False |
19,089 |
| 40 |
113.86 |
91.35 |
22.51 |
23.8% |
3.15 |
3.3% |
14% |
False |
False |
14,666 |
| 60 |
115.57 |
91.35 |
24.22 |
25.6% |
2.75 |
2.9% |
13% |
False |
False |
12,142 |
| 80 |
115.57 |
91.35 |
24.22 |
25.6% |
2.57 |
2.7% |
13% |
False |
False |
11,118 |
| 100 |
115.57 |
91.35 |
24.22 |
25.6% |
2.44 |
2.6% |
13% |
False |
False |
10,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.34 |
|
2.618 |
101.21 |
|
1.618 |
98.68 |
|
1.000 |
97.12 |
|
0.618 |
96.15 |
|
HIGH |
94.59 |
|
0.618 |
93.62 |
|
0.500 |
93.33 |
|
0.382 |
93.03 |
|
LOW |
92.06 |
|
0.618 |
90.50 |
|
1.000 |
89.53 |
|
1.618 |
87.97 |
|
2.618 |
85.44 |
|
4.250 |
81.31 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.16 |
94.04 |
| PP |
93.74 |
93.50 |
| S1 |
93.33 |
92.97 |
|