NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
97.90 |
97.66 |
-0.24 |
-0.2% |
101.61 |
| High |
97.95 |
97.66 |
-0.29 |
-0.3% |
101.98 |
| Low |
96.86 |
94.68 |
-2.18 |
-2.3% |
94.68 |
| Close |
97.46 |
95.63 |
-1.83 |
-1.9% |
95.63 |
| Range |
1.09 |
2.98 |
1.89 |
173.4% |
7.30 |
| ATR |
2.37 |
2.41 |
0.04 |
1.8% |
0.00 |
| Volume |
5,477 |
2,710 |
-2,767 |
-50.5% |
30,823 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.93 |
103.26 |
97.27 |
|
| R3 |
101.95 |
100.28 |
96.45 |
|
| R2 |
98.97 |
98.97 |
96.18 |
|
| R1 |
97.30 |
97.30 |
95.90 |
96.65 |
| PP |
95.99 |
95.99 |
95.99 |
95.66 |
| S1 |
94.32 |
94.32 |
95.36 |
93.67 |
| S2 |
93.01 |
93.01 |
95.08 |
|
| S3 |
90.03 |
91.34 |
94.81 |
|
| S4 |
87.05 |
88.36 |
93.99 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.33 |
114.78 |
99.65 |
|
| R3 |
112.03 |
107.48 |
97.64 |
|
| R2 |
104.73 |
104.73 |
96.97 |
|
| R1 |
100.18 |
100.18 |
96.30 |
98.81 |
| PP |
97.43 |
97.43 |
97.43 |
96.74 |
| S1 |
92.88 |
92.88 |
94.96 |
91.51 |
| S2 |
90.13 |
90.13 |
94.29 |
|
| S3 |
82.83 |
85.58 |
93.62 |
|
| S4 |
75.53 |
78.28 |
91.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.33 |
|
2.618 |
105.46 |
|
1.618 |
102.48 |
|
1.000 |
100.64 |
|
0.618 |
99.50 |
|
HIGH |
97.66 |
|
0.618 |
96.52 |
|
0.500 |
96.17 |
|
0.382 |
95.82 |
|
LOW |
94.68 |
|
0.618 |
92.84 |
|
1.000 |
91.70 |
|
1.618 |
89.86 |
|
2.618 |
86.88 |
|
4.250 |
82.02 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.17 |
98.33 |
| PP |
95.99 |
97.43 |
| S1 |
95.81 |
96.53 |
|