NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
101.48 |
97.43 |
-4.05 |
-4.0% |
102.46 |
| High |
101.75 |
97.65 |
-4.10 |
-4.0% |
104.20 |
| Low |
96.05 |
96.28 |
0.23 |
0.2% |
100.15 |
| Close |
96.80 |
96.89 |
0.09 |
0.1% |
101.59 |
| Range |
5.70 |
1.37 |
-4.33 |
-76.0% |
4.05 |
| ATR |
3.13 |
3.01 |
-0.13 |
-4.0% |
0.00 |
| Volume |
50,454 |
72,699 |
22,245 |
44.1% |
306,287 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.05 |
100.34 |
97.64 |
|
| R3 |
99.68 |
98.97 |
97.27 |
|
| R2 |
98.31 |
98.31 |
97.14 |
|
| R1 |
97.60 |
97.60 |
97.02 |
97.27 |
| PP |
96.94 |
96.94 |
96.94 |
96.78 |
| S1 |
96.23 |
96.23 |
96.76 |
95.90 |
| S2 |
95.57 |
95.57 |
96.64 |
|
| S3 |
94.20 |
94.86 |
96.51 |
|
| S4 |
92.83 |
93.49 |
96.14 |
|
|
| 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 |
104.03 |
96.05 |
7.98 |
8.2% |
3.21 |
3.3% |
11% |
False |
False |
65,513 |
| 10 |
104.20 |
96.05 |
8.15 |
8.4% |
2.73 |
2.8% |
10% |
False |
False |
62,314 |
| 20 |
105.14 |
96.05 |
9.09 |
9.4% |
2.75 |
2.8% |
9% |
False |
False |
54,392 |
| 40 |
115.50 |
95.79 |
19.71 |
20.3% |
3.30 |
3.4% |
6% |
False |
False |
51,098 |
| 60 |
115.50 |
95.79 |
19.71 |
20.3% |
2.91 |
3.0% |
6% |
False |
False |
47,933 |
| 80 |
115.50 |
95.79 |
19.71 |
20.3% |
2.95 |
3.0% |
6% |
False |
False |
51,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.47 |
|
2.618 |
101.24 |
|
1.618 |
99.87 |
|
1.000 |
99.02 |
|
0.618 |
98.50 |
|
HIGH |
97.65 |
|
0.618 |
97.13 |
|
0.500 |
96.97 |
|
0.382 |
96.80 |
|
LOW |
96.28 |
|
0.618 |
95.43 |
|
1.000 |
94.91 |
|
1.618 |
94.06 |
|
2.618 |
92.69 |
|
4.250 |
90.46 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.97 |
98.90 |
| PP |
96.94 |
98.23 |
| S1 |
96.92 |
97.56 |
|