NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
96.36 |
96.72 |
0.36 |
0.4% |
92.34 |
| High |
97.30 |
96.91 |
-0.39 |
-0.4% |
97.30 |
| Low |
95.56 |
95.20 |
-0.36 |
-0.4% |
91.35 |
| Close |
97.04 |
96.61 |
-0.43 |
-0.4% |
96.61 |
| Range |
1.74 |
1.71 |
-0.03 |
-1.7% |
5.95 |
| ATR |
2.71 |
2.65 |
-0.06 |
-2.3% |
0.00 |
| Volume |
21,787 |
21,181 |
-606 |
-2.8% |
127,360 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.37 |
100.70 |
97.55 |
|
| R3 |
99.66 |
98.99 |
97.08 |
|
| R2 |
97.95 |
97.95 |
96.92 |
|
| R1 |
97.28 |
97.28 |
96.77 |
96.76 |
| PP |
96.24 |
96.24 |
96.24 |
95.98 |
| S1 |
95.57 |
95.57 |
96.45 |
95.05 |
| S2 |
94.53 |
94.53 |
96.30 |
|
| S3 |
92.82 |
93.86 |
96.14 |
|
| S4 |
91.11 |
92.15 |
95.67 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.94 |
110.72 |
99.88 |
|
| R3 |
106.99 |
104.77 |
98.25 |
|
| R2 |
101.04 |
101.04 |
97.70 |
|
| R1 |
98.82 |
98.82 |
97.16 |
99.93 |
| PP |
95.09 |
95.09 |
95.09 |
95.64 |
| S1 |
92.87 |
92.87 |
96.06 |
93.98 |
| S2 |
89.14 |
89.14 |
95.52 |
|
| S3 |
83.19 |
86.92 |
94.97 |
|
| S4 |
77.24 |
80.97 |
93.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.30 |
91.35 |
5.95 |
6.2% |
2.06 |
2.1% |
88% |
False |
False |
25,472 |
| 10 |
97.30 |
91.35 |
5.95 |
6.2% |
2.36 |
2.4% |
88% |
False |
False |
23,026 |
| 20 |
104.00 |
91.35 |
12.65 |
13.1% |
2.54 |
2.6% |
42% |
False |
False |
21,116 |
| 40 |
105.74 |
91.35 |
14.39 |
14.9% |
2.92 |
3.0% |
37% |
False |
False |
15,908 |
| 60 |
115.57 |
91.35 |
24.22 |
25.1% |
2.81 |
2.9% |
22% |
False |
False |
13,042 |
| 80 |
115.57 |
91.35 |
24.22 |
25.1% |
2.58 |
2.7% |
22% |
False |
False |
11,606 |
| 100 |
115.57 |
91.35 |
24.22 |
25.1% |
2.46 |
2.5% |
22% |
False |
False |
11,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.18 |
|
2.618 |
101.39 |
|
1.618 |
99.68 |
|
1.000 |
98.62 |
|
0.618 |
97.97 |
|
HIGH |
96.91 |
|
0.618 |
96.26 |
|
0.500 |
96.06 |
|
0.382 |
95.85 |
|
LOW |
95.20 |
|
0.618 |
94.14 |
|
1.000 |
93.49 |
|
1.618 |
92.43 |
|
2.618 |
90.72 |
|
4.250 |
87.93 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.43 |
96.35 |
| PP |
96.24 |
96.09 |
| S1 |
96.06 |
95.83 |
|