NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 17-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
97.56 |
96.96 |
-0.60 |
-0.6% |
100.78 |
High |
97.86 |
96.96 |
-0.90 |
-0.9% |
101.93 |
Low |
96.58 |
94.88 |
-1.70 |
-1.8% |
94.88 |
Close |
97.19 |
95.31 |
-1.88 |
-1.9% |
95.31 |
Range |
1.28 |
2.08 |
0.80 |
62.5% |
7.05 |
ATR |
2.69 |
2.67 |
-0.03 |
-1.0% |
0.00 |
Volume |
10,678 |
5,645 |
-5,033 |
-47.1% |
50,199 |
|
Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.96 |
100.71 |
96.45 |
|
R3 |
99.88 |
98.63 |
95.88 |
|
R2 |
97.80 |
97.80 |
95.69 |
|
R1 |
96.55 |
96.55 |
95.50 |
96.14 |
PP |
95.72 |
95.72 |
95.72 |
95.51 |
S1 |
94.47 |
94.47 |
95.12 |
94.06 |
S2 |
93.64 |
93.64 |
94.93 |
|
S3 |
91.56 |
92.39 |
94.74 |
|
S4 |
89.48 |
90.31 |
94.17 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.52 |
113.97 |
99.19 |
|
R3 |
111.47 |
106.92 |
97.25 |
|
R2 |
104.42 |
104.42 |
96.60 |
|
R1 |
99.87 |
99.87 |
95.96 |
98.62 |
PP |
97.37 |
97.37 |
97.37 |
96.75 |
S1 |
92.82 |
92.82 |
94.66 |
91.57 |
S2 |
90.32 |
90.32 |
94.02 |
|
S3 |
83.27 |
85.77 |
93.37 |
|
S4 |
76.22 |
78.72 |
91.43 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.80 |
2.618 |
102.41 |
1.618 |
100.33 |
1.000 |
99.04 |
0.618 |
98.25 |
HIGH |
96.96 |
0.618 |
96.17 |
0.500 |
95.92 |
0.382 |
95.67 |
LOW |
94.88 |
0.618 |
93.59 |
1.000 |
92.80 |
1.618 |
91.51 |
2.618 |
89.43 |
4.250 |
86.04 |
|
|
Fisher Pivots for day following 17-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
95.92 |
98.41 |
PP |
95.72 |
97.37 |
S1 |
95.51 |
96.34 |
|