NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 14-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
100.78 |
99.67 |
-1.11 |
-1.1% |
102.44 |
High |
101.40 |
101.58 |
0.18 |
0.2% |
104.25 |
Low |
98.71 |
99.08 |
0.37 |
0.4% |
100.47 |
Close |
99.83 |
101.60 |
1.77 |
1.8% |
101.84 |
Range |
2.69 |
2.50 |
-0.19 |
-7.1% |
3.78 |
ATR |
2.63 |
2.62 |
-0.01 |
-0.4% |
0.00 |
Volume |
13,124 |
11,142 |
-1,982 |
-15.1% |
50,661 |
|
Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.25 |
107.43 |
102.98 |
|
R3 |
105.75 |
104.93 |
102.29 |
|
R2 |
103.25 |
103.25 |
102.06 |
|
R1 |
102.43 |
102.43 |
101.83 |
102.84 |
PP |
100.75 |
100.75 |
100.75 |
100.96 |
S1 |
99.93 |
99.93 |
101.37 |
100.34 |
S2 |
98.25 |
98.25 |
101.14 |
|
S3 |
95.75 |
97.43 |
100.91 |
|
S4 |
93.25 |
94.93 |
100.23 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.53 |
111.46 |
103.92 |
|
R3 |
109.75 |
107.68 |
102.88 |
|
R2 |
105.97 |
105.97 |
102.53 |
|
R1 |
103.90 |
103.90 |
102.19 |
103.05 |
PP |
102.19 |
102.19 |
102.19 |
101.76 |
S1 |
100.12 |
100.12 |
101.49 |
99.27 |
S2 |
98.41 |
98.41 |
101.15 |
|
S3 |
94.63 |
96.34 |
100.80 |
|
S4 |
90.85 |
92.56 |
99.76 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.21 |
2.618 |
108.13 |
1.618 |
105.63 |
1.000 |
104.08 |
0.618 |
103.13 |
HIGH |
101.58 |
0.618 |
100.63 |
0.500 |
100.33 |
0.382 |
100.04 |
LOW |
99.08 |
0.618 |
97.54 |
1.000 |
96.58 |
1.618 |
95.04 |
2.618 |
92.54 |
4.250 |
88.46 |
|
|
Fisher Pivots for day following 14-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
101.18 |
101.53 |
PP |
100.75 |
101.47 |
S1 |
100.33 |
101.40 |
|