NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
93.36 |
93.44 |
0.08 |
0.1% |
94.75 |
| High |
93.37 |
95.13 |
1.76 |
1.9% |
97.41 |
| Low |
91.82 |
92.56 |
0.74 |
0.8% |
91.77 |
| Close |
92.72 |
95.06 |
2.34 |
2.5% |
93.29 |
| Range |
1.55 |
2.57 |
1.02 |
65.8% |
5.64 |
| ATR |
2.91 |
2.89 |
-0.02 |
-0.8% |
0.00 |
| Volume |
87,920 |
48,015 |
-39,905 |
-45.4% |
307,842 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.96 |
101.08 |
96.47 |
|
| R3 |
99.39 |
98.51 |
95.77 |
|
| R2 |
96.82 |
96.82 |
95.53 |
|
| R1 |
95.94 |
95.94 |
95.30 |
96.38 |
| PP |
94.25 |
94.25 |
94.25 |
94.47 |
| S1 |
93.37 |
93.37 |
94.82 |
93.81 |
| S2 |
91.68 |
91.68 |
94.59 |
|
| S3 |
89.11 |
90.80 |
94.35 |
|
| S4 |
86.54 |
88.23 |
93.65 |
|
|
| 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 |
5.9% |
2.68 |
2.8% |
58% |
False |
False |
68,645 |
| 10 |
101.75 |
91.77 |
9.98 |
10.5% |
2.83 |
3.0% |
33% |
False |
False |
61,417 |
| 20 |
105.10 |
91.77 |
13.33 |
14.0% |
2.70 |
2.8% |
25% |
False |
False |
60,494 |
| 40 |
113.97 |
91.77 |
22.20 |
23.4% |
3.36 |
3.5% |
15% |
False |
False |
56,213 |
| 60 |
115.50 |
91.77 |
23.73 |
25.0% |
3.05 |
3.2% |
14% |
False |
False |
51,082 |
| 80 |
115.50 |
91.77 |
23.73 |
25.0% |
2.92 |
3.1% |
14% |
False |
False |
49,570 |
| 100 |
115.50 |
91.77 |
23.73 |
25.0% |
2.82 |
3.0% |
14% |
False |
False |
51,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.05 |
|
2.618 |
101.86 |
|
1.618 |
99.29 |
|
1.000 |
97.70 |
|
0.618 |
96.72 |
|
HIGH |
95.13 |
|
0.618 |
94.15 |
|
0.500 |
93.85 |
|
0.382 |
93.54 |
|
LOW |
92.56 |
|
0.618 |
90.97 |
|
1.000 |
89.99 |
|
1.618 |
88.40 |
|
2.618 |
85.83 |
|
4.250 |
81.64 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.66 |
94.53 |
| PP |
94.25 |
94.00 |
| S1 |
93.85 |
93.48 |
|