NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
99.02 |
101.48 |
2.46 |
2.5% |
102.46 |
| High |
101.37 |
101.75 |
0.38 |
0.4% |
104.20 |
| Low |
98.76 |
96.05 |
-2.71 |
-2.7% |
100.15 |
| Close |
101.36 |
96.80 |
-4.56 |
-4.5% |
101.59 |
| Range |
2.61 |
5.70 |
3.09 |
118.4% |
4.05 |
| ATR |
2.93 |
3.13 |
0.20 |
6.7% |
0.00 |
| Volume |
69,395 |
50,454 |
-18,941 |
-27.3% |
306,287 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.30 |
111.75 |
99.94 |
|
| R3 |
109.60 |
106.05 |
98.37 |
|
| R2 |
103.90 |
103.90 |
97.85 |
|
| R1 |
100.35 |
100.35 |
97.32 |
99.28 |
| PP |
98.20 |
98.20 |
98.20 |
97.66 |
| S1 |
94.65 |
94.65 |
96.28 |
93.58 |
| S2 |
92.50 |
92.50 |
95.76 |
|
| S3 |
86.80 |
88.95 |
95.23 |
|
| S4 |
81.10 |
83.25 |
93.67 |
|
|
| 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 |
96.05 |
8.15 |
8.4% |
3.23 |
3.3% |
9% |
False |
True |
66,871 |
| 10 |
104.20 |
96.05 |
8.15 |
8.4% |
2.82 |
2.9% |
9% |
False |
True |
60,124 |
| 20 |
105.14 |
96.05 |
9.09 |
9.4% |
2.83 |
2.9% |
8% |
False |
True |
53,226 |
| 40 |
115.50 |
95.79 |
19.71 |
20.4% |
3.33 |
3.4% |
5% |
False |
False |
50,114 |
| 60 |
115.50 |
95.79 |
19.71 |
20.4% |
2.93 |
3.0% |
5% |
False |
False |
47,159 |
| 80 |
115.50 |
95.79 |
19.71 |
20.4% |
3.00 |
3.1% |
5% |
False |
False |
51,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.98 |
|
2.618 |
116.67 |
|
1.618 |
110.97 |
|
1.000 |
107.45 |
|
0.618 |
105.27 |
|
HIGH |
101.75 |
|
0.618 |
99.57 |
|
0.500 |
98.90 |
|
0.382 |
98.23 |
|
LOW |
96.05 |
|
0.618 |
92.53 |
|
1.000 |
90.35 |
|
1.618 |
86.83 |
|
2.618 |
81.13 |
|
4.250 |
71.83 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.90 |
98.90 |
| PP |
98.20 |
98.20 |
| S1 |
97.50 |
97.50 |
|