NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 05-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
96.92 |
97.97 |
1.05 |
1.1% |
92.90 |
High |
97.88 |
99.79 |
1.91 |
2.0% |
98.14 |
Low |
96.22 |
97.26 |
1.04 |
1.1% |
92.39 |
Close |
97.64 |
99.29 |
1.65 |
1.7% |
97.64 |
Range |
1.66 |
2.53 |
0.87 |
52.4% |
5.75 |
ATR |
2.38 |
2.39 |
0.01 |
0.4% |
0.00 |
Volume |
8,279 |
12,688 |
4,409 |
53.3% |
41,980 |
|
Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.37 |
105.36 |
100.68 |
|
R3 |
103.84 |
102.83 |
99.99 |
|
R2 |
101.31 |
101.31 |
99.75 |
|
R1 |
100.30 |
100.30 |
99.52 |
100.81 |
PP |
98.78 |
98.78 |
98.78 |
99.03 |
S1 |
97.77 |
97.77 |
99.06 |
98.28 |
S2 |
96.25 |
96.25 |
98.83 |
|
S3 |
93.72 |
95.24 |
98.59 |
|
S4 |
91.19 |
92.71 |
97.90 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.31 |
111.22 |
100.80 |
|
R3 |
107.56 |
105.47 |
99.22 |
|
R2 |
101.81 |
101.81 |
98.69 |
|
R1 |
99.72 |
99.72 |
98.17 |
100.77 |
PP |
96.06 |
96.06 |
96.06 |
96.58 |
S1 |
93.97 |
93.97 |
97.11 |
95.02 |
S2 |
90.31 |
90.31 |
96.59 |
|
S3 |
84.56 |
88.22 |
96.06 |
|
S4 |
78.81 |
82.47 |
94.48 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.54 |
2.618 |
106.41 |
1.618 |
103.88 |
1.000 |
102.32 |
0.618 |
101.35 |
HIGH |
99.79 |
0.618 |
98.82 |
0.500 |
98.53 |
0.382 |
98.23 |
LOW |
97.26 |
0.618 |
95.70 |
1.000 |
94.73 |
1.618 |
93.17 |
2.618 |
90.64 |
4.250 |
86.51 |
|
|
Fisher Pivots for day following 05-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.04 |
98.86 |
PP |
98.78 |
98.43 |
S1 |
98.53 |
98.01 |
|