NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
96.13 |
94.09 |
-2.04 |
-2.1% |
94.75 |
| High |
96.24 |
94.34 |
-1.90 |
-2.0% |
97.41 |
| Low |
91.77 |
91.99 |
0.22 |
0.2% |
91.77 |
| Close |
93.04 |
93.29 |
0.25 |
0.3% |
93.29 |
| Range |
4.47 |
2.35 |
-2.12 |
-47.4% |
5.64 |
| ATR |
3.07 |
3.02 |
-0.05 |
-1.7% |
0.00 |
| Volume |
47,781 |
116,661 |
68,880 |
144.2% |
307,842 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.26 |
99.12 |
94.58 |
|
| R3 |
97.91 |
96.77 |
93.94 |
|
| R2 |
95.56 |
95.56 |
93.72 |
|
| R1 |
94.42 |
94.42 |
93.51 |
93.82 |
| PP |
93.21 |
93.21 |
93.21 |
92.90 |
| S1 |
92.07 |
92.07 |
93.07 |
91.47 |
| S2 |
90.86 |
90.86 |
92.86 |
|
| S3 |
88.51 |
89.72 |
92.64 |
|
| S4 |
86.16 |
87.37 |
92.00 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.08 |
107.82 |
96.39 |
|
| R3 |
105.44 |
102.18 |
94.84 |
|
| R2 |
99.80 |
99.80 |
94.32 |
|
| R1 |
96.54 |
96.54 |
93.81 |
95.35 |
| PP |
94.16 |
94.16 |
94.16 |
93.56 |
| S1 |
90.90 |
90.90 |
92.77 |
89.71 |
| S2 |
88.52 |
88.52 |
92.26 |
|
| S3 |
82.88 |
85.26 |
91.74 |
|
| S4 |
77.24 |
79.62 |
90.19 |
|
|
| 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 |
6.0% |
2.76 |
3.0% |
27% |
False |
False |
61,568 |
| 10 |
101.75 |
91.77 |
9.98 |
10.7% |
3.00 |
3.2% |
15% |
False |
False |
60,907 |
| 20 |
105.14 |
91.77 |
13.37 |
14.3% |
2.72 |
2.9% |
11% |
False |
False |
58,995 |
| 40 |
115.50 |
91.77 |
23.73 |
25.4% |
3.39 |
3.6% |
6% |
False |
False |
54,424 |
| 60 |
115.50 |
91.77 |
23.73 |
25.4% |
3.04 |
3.3% |
6% |
False |
False |
50,263 |
| 80 |
115.50 |
91.77 |
23.73 |
25.4% |
2.92 |
3.1% |
6% |
False |
False |
49,414 |
| 100 |
115.50 |
91.77 |
23.73 |
25.4% |
2.80 |
3.0% |
6% |
False |
False |
51,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.33 |
|
2.618 |
100.49 |
|
1.618 |
98.14 |
|
1.000 |
96.69 |
|
0.618 |
95.79 |
|
HIGH |
94.34 |
|
0.618 |
93.44 |
|
0.500 |
93.17 |
|
0.382 |
92.89 |
|
LOW |
91.99 |
|
0.618 |
90.54 |
|
1.000 |
89.64 |
|
1.618 |
88.19 |
|
2.618 |
85.84 |
|
4.250 |
82.00 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.25 |
94.59 |
| PP |
93.21 |
94.16 |
| S1 |
93.17 |
93.72 |
|