NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
95.33 |
96.13 |
0.80 |
0.8% |
101.00 |
| High |
97.41 |
96.24 |
-1.17 |
-1.2% |
101.75 |
| Low |
94.95 |
91.77 |
-3.18 |
-3.3% |
93.93 |
| Close |
97.15 |
93.04 |
-4.11 |
-4.2% |
94.98 |
| Range |
2.46 |
4.47 |
2.01 |
81.7% |
7.82 |
| ATR |
2.89 |
3.07 |
0.18 |
6.2% |
0.00 |
| Volume |
42,849 |
47,781 |
4,932 |
11.5% |
301,235 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.09 |
104.54 |
95.50 |
|
| R3 |
102.62 |
100.07 |
94.27 |
|
| R2 |
98.15 |
98.15 |
93.86 |
|
| R1 |
95.60 |
95.60 |
93.45 |
94.64 |
| PP |
93.68 |
93.68 |
93.68 |
93.21 |
| S1 |
91.13 |
91.13 |
92.63 |
90.17 |
| S2 |
89.21 |
89.21 |
92.22 |
|
| S3 |
84.74 |
86.66 |
91.81 |
|
| S4 |
80.27 |
82.19 |
90.58 |
|
|
| 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 |
97.41 |
91.77 |
5.64 |
6.1% |
2.95 |
3.2% |
23% |
False |
True |
47,685 |
| 10 |
104.03 |
91.77 |
12.26 |
13.2% |
3.08 |
3.3% |
10% |
False |
True |
56,599 |
| 20 |
105.14 |
91.77 |
13.37 |
14.4% |
2.70 |
2.9% |
9% |
False |
True |
55,872 |
| 40 |
115.50 |
91.77 |
23.73 |
25.5% |
3.39 |
3.6% |
5% |
False |
True |
52,661 |
| 60 |
115.50 |
91.77 |
23.73 |
25.5% |
3.03 |
3.3% |
5% |
False |
True |
48,813 |
| 80 |
115.50 |
91.77 |
23.73 |
25.5% |
2.92 |
3.1% |
5% |
False |
True |
48,802 |
| 100 |
115.50 |
91.77 |
23.73 |
25.5% |
2.79 |
3.0% |
5% |
False |
True |
51,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.24 |
|
2.618 |
107.94 |
|
1.618 |
103.47 |
|
1.000 |
100.71 |
|
0.618 |
99.00 |
|
HIGH |
96.24 |
|
0.618 |
94.53 |
|
0.500 |
94.01 |
|
0.382 |
93.48 |
|
LOW |
91.77 |
|
0.618 |
89.01 |
|
1.000 |
87.30 |
|
1.618 |
84.54 |
|
2.618 |
80.07 |
|
4.250 |
72.77 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.01 |
94.59 |
| PP |
93.68 |
94.07 |
| S1 |
93.36 |
93.56 |
|