NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
96.96 |
93.82 |
-3.14 |
-3.2% |
100.78 |
High |
96.96 |
95.57 |
-1.39 |
-1.4% |
101.93 |
Low |
94.88 |
93.64 |
-1.24 |
-1.3% |
94.88 |
Close |
95.31 |
95.52 |
0.21 |
0.2% |
95.31 |
Range |
2.08 |
1.93 |
-0.15 |
-7.2% |
7.05 |
ATR |
2.67 |
2.61 |
-0.05 |
-2.0% |
0.00 |
Volume |
5,645 |
9,581 |
3,936 |
69.7% |
50,199 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.70 |
100.04 |
96.58 |
|
R3 |
98.77 |
98.11 |
96.05 |
|
R2 |
96.84 |
96.84 |
95.87 |
|
R1 |
96.18 |
96.18 |
95.70 |
96.51 |
PP |
94.91 |
94.91 |
94.91 |
95.08 |
S1 |
94.25 |
94.25 |
95.34 |
94.58 |
S2 |
92.98 |
92.98 |
95.17 |
|
S3 |
91.05 |
92.32 |
94.99 |
|
S4 |
89.12 |
90.39 |
94.46 |
|
|
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 |
103.77 |
2.618 |
100.62 |
1.618 |
98.69 |
1.000 |
97.50 |
0.618 |
96.76 |
HIGH |
95.57 |
0.618 |
94.83 |
0.500 |
94.61 |
0.382 |
94.38 |
LOW |
93.64 |
0.618 |
92.45 |
1.000 |
91.71 |
1.618 |
90.52 |
2.618 |
88.59 |
4.250 |
85.44 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
95.22 |
95.75 |
PP |
94.91 |
95.67 |
S1 |
94.61 |
95.60 |
|