NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 21-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
93.82 |
95.82 |
2.00 |
2.1% |
100.78 |
High |
95.57 |
96.58 |
1.01 |
1.1% |
101.93 |
Low |
93.64 |
95.04 |
1.40 |
1.5% |
94.88 |
Close |
95.52 |
95.96 |
0.44 |
0.5% |
95.31 |
Range |
1.93 |
1.54 |
-0.39 |
-20.2% |
7.05 |
ATR |
2.61 |
2.54 |
-0.08 |
-2.9% |
0.00 |
Volume |
9,581 |
4,381 |
-5,200 |
-54.3% |
50,199 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.48 |
99.76 |
96.81 |
|
R3 |
98.94 |
98.22 |
96.38 |
|
R2 |
97.40 |
97.40 |
96.24 |
|
R1 |
96.68 |
96.68 |
96.10 |
97.04 |
PP |
95.86 |
95.86 |
95.86 |
96.04 |
S1 |
95.14 |
95.14 |
95.82 |
95.50 |
S2 |
94.32 |
94.32 |
95.68 |
|
S3 |
92.78 |
93.60 |
95.54 |
|
S4 |
91.24 |
92.06 |
95.11 |
|
|
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 |
103.13 |
2.618 |
100.61 |
1.618 |
99.07 |
1.000 |
98.12 |
0.618 |
97.53 |
HIGH |
96.58 |
0.618 |
95.99 |
0.500 |
95.81 |
0.382 |
95.63 |
LOW |
95.04 |
0.618 |
94.09 |
1.000 |
93.50 |
1.618 |
92.55 |
2.618 |
91.01 |
4.250 |
88.50 |
|
|
Fisher Pivots for day following 21-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
95.91 |
95.74 |
PP |
95.86 |
95.52 |
S1 |
95.81 |
95.30 |
|