NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
99.50 |
99.47 |
-0.03 |
0.0% |
92.90 |
High |
99.87 |
101.35 |
1.48 |
1.5% |
98.14 |
Low |
98.35 |
99.14 |
0.79 |
0.8% |
92.39 |
Close |
98.86 |
100.94 |
2.08 |
2.1% |
97.64 |
Range |
1.52 |
2.21 |
0.69 |
45.4% |
5.75 |
ATR |
2.33 |
2.34 |
0.01 |
0.5% |
0.00 |
Volume |
8,307 |
8,574 |
267 |
3.2% |
41,980 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.11 |
106.23 |
102.16 |
|
R3 |
104.90 |
104.02 |
101.55 |
|
R2 |
102.69 |
102.69 |
101.35 |
|
R1 |
101.81 |
101.81 |
101.14 |
102.25 |
PP |
100.48 |
100.48 |
100.48 |
100.70 |
S1 |
99.60 |
99.60 |
100.74 |
100.04 |
S2 |
98.27 |
98.27 |
100.53 |
|
S3 |
96.06 |
97.39 |
100.33 |
|
S4 |
93.85 |
95.18 |
99.72 |
|
|
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 |
110.74 |
2.618 |
107.14 |
1.618 |
104.93 |
1.000 |
103.56 |
0.618 |
102.72 |
HIGH |
101.35 |
0.618 |
100.51 |
0.500 |
100.25 |
0.382 |
99.98 |
LOW |
99.14 |
0.618 |
97.77 |
1.000 |
96.93 |
1.618 |
95.56 |
2.618 |
93.35 |
4.250 |
89.75 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.71 |
100.40 |
PP |
100.48 |
99.85 |
S1 |
100.25 |
99.31 |
|