NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.09 |
93.36 |
-0.73 |
-0.8% |
94.75 |
| High |
94.34 |
93.37 |
-0.97 |
-1.0% |
97.41 |
| Low |
91.99 |
91.82 |
-0.17 |
-0.2% |
91.77 |
| Close |
93.29 |
92.72 |
-0.57 |
-0.6% |
93.29 |
| Range |
2.35 |
1.55 |
-0.80 |
-34.0% |
5.64 |
| ATR |
3.02 |
2.91 |
-0.10 |
-3.5% |
0.00 |
| Volume |
116,661 |
87,920 |
-28,741 |
-24.6% |
307,842 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.29 |
96.55 |
93.57 |
|
| R3 |
95.74 |
95.00 |
93.15 |
|
| R2 |
94.19 |
94.19 |
93.00 |
|
| R1 |
93.45 |
93.45 |
92.86 |
93.05 |
| PP |
92.64 |
92.64 |
92.64 |
92.43 |
| S1 |
91.90 |
91.90 |
92.58 |
91.50 |
| S2 |
91.09 |
91.09 |
92.44 |
|
| S3 |
89.54 |
90.35 |
92.29 |
|
| S4 |
87.99 |
88.80 |
91.87 |
|
|
| 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 |
6.1% |
2.60 |
2.8% |
17% |
False |
False |
66,033 |
| 10 |
101.75 |
91.77 |
9.98 |
10.8% |
2.84 |
3.1% |
10% |
False |
False |
63,555 |
| 20 |
105.14 |
91.77 |
13.37 |
14.4% |
2.74 |
3.0% |
7% |
False |
False |
60,145 |
| 40 |
115.50 |
91.77 |
23.73 |
25.6% |
3.39 |
3.7% |
4% |
False |
False |
55,665 |
| 60 |
115.50 |
91.77 |
23.73 |
25.6% |
3.03 |
3.3% |
4% |
False |
False |
50,965 |
| 80 |
115.50 |
91.77 |
23.73 |
25.6% |
2.91 |
3.1% |
4% |
False |
False |
49,591 |
| 100 |
115.50 |
91.77 |
23.73 |
25.6% |
2.81 |
3.0% |
4% |
False |
False |
52,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.96 |
|
2.618 |
97.43 |
|
1.618 |
95.88 |
|
1.000 |
94.92 |
|
0.618 |
94.33 |
|
HIGH |
93.37 |
|
0.618 |
92.78 |
|
0.500 |
92.60 |
|
0.382 |
92.41 |
|
LOW |
91.82 |
|
0.618 |
90.86 |
|
1.000 |
90.27 |
|
1.618 |
89.31 |
|
2.618 |
87.76 |
|
4.250 |
85.23 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.68 |
94.01 |
| PP |
92.64 |
93.58 |
| S1 |
92.60 |
93.15 |
|