NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
96.96 |
94.75 |
-2.21 |
-2.3% |
101.00 |
| High |
97.25 |
95.40 |
-1.85 |
-1.9% |
101.75 |
| Low |
93.93 |
93.06 |
-0.87 |
-0.9% |
93.93 |
| Close |
94.98 |
95.19 |
0.21 |
0.2% |
94.98 |
| Range |
3.32 |
2.34 |
-0.98 |
-29.5% |
7.82 |
| ATR |
3.03 |
2.98 |
-0.05 |
-1.6% |
0.00 |
| Volume |
47,247 |
65,596 |
18,349 |
38.8% |
301,235 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.57 |
100.72 |
96.48 |
|
| R3 |
99.23 |
98.38 |
95.83 |
|
| R2 |
96.89 |
96.89 |
95.62 |
|
| R1 |
96.04 |
96.04 |
95.40 |
96.47 |
| PP |
94.55 |
94.55 |
94.55 |
94.76 |
| S1 |
93.70 |
93.70 |
94.98 |
94.13 |
| S2 |
92.21 |
92.21 |
94.76 |
|
| S3 |
89.87 |
91.36 |
94.55 |
|
| S4 |
87.53 |
89.02 |
93.90 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.35 |
115.48 |
99.28 |
|
| R3 |
112.53 |
107.66 |
97.13 |
|
| R2 |
104.71 |
104.71 |
96.41 |
|
| R1 |
99.84 |
99.84 |
95.70 |
98.37 |
| PP |
96.89 |
96.89 |
96.89 |
96.15 |
| S1 |
92.02 |
92.02 |
94.26 |
90.55 |
| S2 |
89.07 |
89.07 |
93.55 |
|
| S3 |
81.25 |
84.20 |
92.83 |
|
| S4 |
73.43 |
76.38 |
90.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.75 |
93.06 |
8.69 |
9.1% |
3.07 |
3.2% |
25% |
False |
True |
61,078 |
| 10 |
104.20 |
93.06 |
11.14 |
11.7% |
2.85 |
3.0% |
19% |
False |
True |
61,529 |
| 20 |
105.14 |
93.06 |
12.08 |
12.7% |
2.72 |
2.9% |
18% |
False |
True |
55,523 |
| 40 |
115.50 |
93.06 |
22.44 |
23.6% |
3.32 |
3.5% |
9% |
False |
True |
51,948 |
| 60 |
115.50 |
93.06 |
22.44 |
23.6% |
2.96 |
3.1% |
9% |
False |
True |
48,496 |
| 80 |
115.50 |
93.06 |
22.44 |
23.6% |
2.91 |
3.1% |
9% |
False |
True |
49,803 |
| 100 |
115.50 |
93.06 |
22.44 |
23.6% |
2.77 |
2.9% |
9% |
False |
True |
52,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.35 |
|
2.618 |
101.53 |
|
1.618 |
99.19 |
|
1.000 |
97.74 |
|
0.618 |
96.85 |
|
HIGH |
95.40 |
|
0.618 |
94.51 |
|
0.500 |
94.23 |
|
0.382 |
93.95 |
|
LOW |
93.06 |
|
0.618 |
91.61 |
|
1.000 |
90.72 |
|
1.618 |
89.27 |
|
2.618 |
86.93 |
|
4.250 |
83.12 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.87 |
95.36 |
| PP |
94.55 |
95.30 |
| S1 |
94.23 |
95.25 |
|