NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 06-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
97.97 |
99.50 |
1.53 |
1.6% |
92.90 |
High |
99.79 |
99.87 |
0.08 |
0.1% |
98.14 |
Low |
97.26 |
98.35 |
1.09 |
1.1% |
92.39 |
Close |
99.29 |
98.86 |
-0.43 |
-0.4% |
97.64 |
Range |
2.53 |
1.52 |
-1.01 |
-39.9% |
5.75 |
ATR |
2.39 |
2.33 |
-0.06 |
-2.6% |
0.00 |
Volume |
12,688 |
8,307 |
-4,381 |
-34.5% |
41,980 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.59 |
102.74 |
99.70 |
|
R3 |
102.07 |
101.22 |
99.28 |
|
R2 |
100.55 |
100.55 |
99.14 |
|
R1 |
99.70 |
99.70 |
99.00 |
99.37 |
PP |
99.03 |
99.03 |
99.03 |
98.86 |
S1 |
98.18 |
98.18 |
98.72 |
97.85 |
S2 |
97.51 |
97.51 |
98.58 |
|
S3 |
95.99 |
96.66 |
98.44 |
|
S4 |
94.47 |
95.14 |
98.02 |
|
|
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 |
106.33 |
2.618 |
103.85 |
1.618 |
102.33 |
1.000 |
101.39 |
0.618 |
100.81 |
HIGH |
99.87 |
0.618 |
99.29 |
0.500 |
99.11 |
0.382 |
98.93 |
LOW |
98.35 |
0.618 |
97.41 |
1.000 |
96.83 |
1.618 |
95.89 |
2.618 |
94.37 |
4.250 |
91.89 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.11 |
98.59 |
PP |
99.03 |
98.32 |
S1 |
98.94 |
98.05 |
|