NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
93.44 |
95.11 |
1.67 |
1.8% |
94.75 |
| High |
95.13 |
97.78 |
2.65 |
2.8% |
97.41 |
| Low |
92.56 |
94.72 |
2.16 |
2.3% |
91.77 |
| Close |
95.06 |
96.81 |
1.75 |
1.8% |
93.29 |
| Range |
2.57 |
3.06 |
0.49 |
19.1% |
5.64 |
| ATR |
2.89 |
2.90 |
0.01 |
0.4% |
0.00 |
| Volume |
48,015 |
61,515 |
13,500 |
28.1% |
307,842 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.62 |
104.27 |
98.49 |
|
| R3 |
102.56 |
101.21 |
97.65 |
|
| R2 |
99.50 |
99.50 |
97.37 |
|
| R1 |
98.15 |
98.15 |
97.09 |
98.83 |
| PP |
96.44 |
96.44 |
96.44 |
96.77 |
| S1 |
95.09 |
95.09 |
96.53 |
95.77 |
| S2 |
93.38 |
93.38 |
96.25 |
|
| S3 |
90.32 |
92.03 |
95.97 |
|
| S4 |
87.26 |
88.97 |
95.13 |
|
|
| 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 |
97.78 |
91.77 |
6.01 |
6.2% |
2.80 |
2.9% |
84% |
True |
False |
72,378 |
| 10 |
97.78 |
91.77 |
6.01 |
6.2% |
2.57 |
2.7% |
84% |
True |
False |
62,523 |
| 20 |
104.20 |
91.77 |
12.43 |
12.8% |
2.70 |
2.8% |
41% |
False |
False |
61,324 |
| 40 |
112.16 |
91.77 |
20.39 |
21.1% |
3.37 |
3.5% |
25% |
False |
False |
57,001 |
| 60 |
115.50 |
91.77 |
23.73 |
24.5% |
3.08 |
3.2% |
21% |
False |
False |
51,493 |
| 80 |
115.50 |
91.77 |
23.73 |
24.5% |
2.92 |
3.0% |
21% |
False |
False |
49,428 |
| 100 |
115.50 |
91.77 |
23.73 |
24.5% |
2.83 |
2.9% |
21% |
False |
False |
52,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.79 |
|
2.618 |
105.79 |
|
1.618 |
102.73 |
|
1.000 |
100.84 |
|
0.618 |
99.67 |
|
HIGH |
97.78 |
|
0.618 |
96.61 |
|
0.500 |
96.25 |
|
0.382 |
95.89 |
|
LOW |
94.72 |
|
0.618 |
92.83 |
|
1.000 |
91.66 |
|
1.618 |
89.77 |
|
2.618 |
86.71 |
|
4.250 |
81.72 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.62 |
96.14 |
| PP |
96.44 |
95.47 |
| S1 |
96.25 |
94.80 |
|