NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
103.90 |
101.00 |
-2.90 |
-2.8% |
102.46 |
| High |
104.03 |
101.60 |
-2.43 |
-2.3% |
104.20 |
| Low |
100.90 |
98.37 |
-2.53 |
-2.5% |
100.15 |
| Close |
101.59 |
99.55 |
-2.04 |
-2.0% |
101.59 |
| Range |
3.13 |
3.23 |
0.10 |
3.2% |
4.05 |
| ATR |
2.94 |
2.96 |
0.02 |
0.7% |
0.00 |
| Volume |
73,579 |
61,440 |
-12,139 |
-16.5% |
306,287 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.53 |
107.77 |
101.33 |
|
| R3 |
106.30 |
104.54 |
100.44 |
|
| R2 |
103.07 |
103.07 |
100.14 |
|
| R1 |
101.31 |
101.31 |
99.85 |
100.58 |
| PP |
99.84 |
99.84 |
99.84 |
99.47 |
| S1 |
98.08 |
98.08 |
99.25 |
97.35 |
| S2 |
96.61 |
96.61 |
98.96 |
|
| S3 |
93.38 |
94.85 |
98.66 |
|
| S4 |
90.15 |
91.62 |
97.77 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.13 |
111.91 |
103.82 |
|
| R3 |
110.08 |
107.86 |
102.70 |
|
| R2 |
106.03 |
106.03 |
102.33 |
|
| R1 |
103.81 |
103.81 |
101.96 |
102.90 |
| PP |
101.98 |
101.98 |
101.98 |
101.52 |
| S1 |
99.76 |
99.76 |
101.22 |
98.85 |
| S2 |
97.93 |
97.93 |
100.85 |
|
| S3 |
93.88 |
95.71 |
100.48 |
|
| S4 |
89.83 |
91.66 |
99.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.20 |
98.37 |
5.83 |
5.9% |
2.63 |
2.6% |
20% |
False |
True |
61,980 |
| 10 |
105.14 |
98.37 |
6.77 |
6.8% |
2.65 |
2.7% |
17% |
False |
True |
56,734 |
| 20 |
105.14 |
96.93 |
8.21 |
8.2% |
2.69 |
2.7% |
32% |
False |
False |
51,373 |
| 40 |
115.50 |
95.79 |
19.71 |
19.8% |
3.26 |
3.3% |
19% |
False |
False |
49,447 |
| 60 |
115.50 |
95.79 |
19.71 |
19.8% |
2.87 |
2.9% |
19% |
False |
False |
46,436 |
| 80 |
115.50 |
95.75 |
19.75 |
19.8% |
2.94 |
3.0% |
19% |
False |
False |
51,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.33 |
|
2.618 |
110.06 |
|
1.618 |
106.83 |
|
1.000 |
104.83 |
|
0.618 |
103.60 |
|
HIGH |
101.60 |
|
0.618 |
100.37 |
|
0.500 |
99.99 |
|
0.382 |
99.60 |
|
LOW |
98.37 |
|
0.618 |
96.37 |
|
1.000 |
95.14 |
|
1.618 |
93.14 |
|
2.618 |
89.91 |
|
4.250 |
84.64 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.99 |
101.29 |
| PP |
99.84 |
100.71 |
| S1 |
99.70 |
100.13 |
|