NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.75 |
95.36 |
0.61 |
0.6% |
101.00 |
| High |
95.40 |
96.61 |
1.21 |
1.3% |
101.75 |
| Low |
93.06 |
94.43 |
1.37 |
1.5% |
93.93 |
| Close |
95.19 |
95.66 |
0.47 |
0.5% |
94.98 |
| Range |
2.34 |
2.18 |
-0.16 |
-6.8% |
7.82 |
| ATR |
2.98 |
2.92 |
-0.06 |
-1.9% |
0.00 |
| Volume |
65,596 |
34,955 |
-30,641 |
-46.7% |
301,235 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.11 |
101.06 |
96.86 |
|
| R3 |
99.93 |
98.88 |
96.26 |
|
| R2 |
97.75 |
97.75 |
96.06 |
|
| R1 |
96.70 |
96.70 |
95.86 |
97.23 |
| PP |
95.57 |
95.57 |
95.57 |
95.83 |
| S1 |
94.52 |
94.52 |
95.46 |
95.05 |
| S2 |
93.39 |
93.39 |
95.26 |
|
| S3 |
91.21 |
92.34 |
95.06 |
|
| S4 |
89.03 |
90.16 |
94.46 |
|
|
| 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% |
2.98 |
3.1% |
30% |
False |
False |
54,190 |
| 10 |
104.20 |
93.06 |
11.14 |
11.6% |
2.87 |
3.0% |
23% |
False |
False |
61,714 |
| 20 |
105.14 |
93.06 |
12.08 |
12.6% |
2.66 |
2.8% |
22% |
False |
False |
55,287 |
| 40 |
115.50 |
93.06 |
22.44 |
23.5% |
3.32 |
3.5% |
12% |
False |
False |
51,945 |
| 60 |
115.50 |
93.06 |
22.44 |
23.5% |
2.97 |
3.1% |
12% |
False |
False |
48,261 |
| 80 |
115.50 |
93.06 |
22.44 |
23.5% |
2.90 |
3.0% |
12% |
False |
False |
48,930 |
| 100 |
115.50 |
93.06 |
22.44 |
23.5% |
2.78 |
2.9% |
12% |
False |
False |
51,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.88 |
|
2.618 |
102.32 |
|
1.618 |
100.14 |
|
1.000 |
98.79 |
|
0.618 |
97.96 |
|
HIGH |
96.61 |
|
0.618 |
95.78 |
|
0.500 |
95.52 |
|
0.382 |
95.26 |
|
LOW |
94.43 |
|
0.618 |
93.08 |
|
1.000 |
92.25 |
|
1.618 |
90.90 |
|
2.618 |
88.72 |
|
4.250 |
85.17 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.61 |
95.49 |
| PP |
95.57 |
95.32 |
| S1 |
95.52 |
95.16 |
|