NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
101.24 |
103.38 |
2.14 |
2.1% |
102.31 |
| High |
103.84 |
104.25 |
0.41 |
0.4% |
105.30 |
| Low |
100.62 |
102.99 |
2.37 |
2.4% |
100.84 |
| Close |
103.13 |
104.00 |
0.87 |
0.8% |
102.78 |
| Range |
3.22 |
1.26 |
-1.96 |
-60.9% |
4.46 |
| ATR |
2.68 |
2.58 |
-0.10 |
-3.8% |
0.00 |
| Volume |
9,886 |
15,562 |
5,676 |
57.4% |
27,305 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.53 |
107.02 |
104.69 |
|
| R3 |
106.27 |
105.76 |
104.35 |
|
| R2 |
105.01 |
105.01 |
104.23 |
|
| R1 |
104.50 |
104.50 |
104.12 |
104.76 |
| PP |
103.75 |
103.75 |
103.75 |
103.87 |
| S1 |
103.24 |
103.24 |
103.88 |
103.50 |
| S2 |
102.49 |
102.49 |
103.77 |
|
| S3 |
101.23 |
101.98 |
103.65 |
|
| S4 |
99.97 |
100.72 |
103.31 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.35 |
114.03 |
105.23 |
|
| R3 |
111.89 |
109.57 |
104.01 |
|
| R2 |
107.43 |
107.43 |
103.60 |
|
| R1 |
105.11 |
105.11 |
103.19 |
106.27 |
| PP |
102.97 |
102.97 |
102.97 |
103.56 |
| S1 |
100.65 |
100.65 |
102.37 |
101.81 |
| S2 |
98.51 |
98.51 |
101.96 |
|
| S3 |
94.05 |
96.19 |
101.55 |
|
| S4 |
89.59 |
91.73 |
100.33 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.61 |
|
2.618 |
107.55 |
|
1.618 |
106.29 |
|
1.000 |
105.51 |
|
0.618 |
105.03 |
|
HIGH |
104.25 |
|
0.618 |
103.77 |
|
0.500 |
103.62 |
|
0.382 |
103.47 |
|
LOW |
102.99 |
|
0.618 |
102.21 |
|
1.000 |
101.73 |
|
1.618 |
100.95 |
|
2.618 |
99.69 |
|
4.250 |
97.64 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.87 |
103.45 |
| PP |
103.75 |
102.91 |
| S1 |
103.62 |
102.36 |
|