NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
97.66 |
94.37 |
-3.29 |
-3.4% |
101.61 |
High |
97.66 |
95.70 |
-1.96 |
-2.0% |
101.98 |
Low |
94.68 |
94.37 |
-0.31 |
-0.3% |
94.68 |
Close |
95.63 |
95.84 |
0.21 |
0.2% |
95.63 |
Range |
2.98 |
1.33 |
-1.65 |
-55.4% |
7.30 |
ATR |
2.41 |
2.34 |
-0.08 |
-3.2% |
0.00 |
Volume |
2,710 |
4,826 |
2,116 |
78.1% |
30,823 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.29 |
98.90 |
96.57 |
|
R3 |
97.96 |
97.57 |
96.21 |
|
R2 |
96.63 |
96.63 |
96.08 |
|
R1 |
96.24 |
96.24 |
95.96 |
96.44 |
PP |
95.30 |
95.30 |
95.30 |
95.40 |
S1 |
94.91 |
94.91 |
95.72 |
95.11 |
S2 |
93.97 |
93.97 |
95.60 |
|
S3 |
92.64 |
93.58 |
95.47 |
|
S4 |
91.31 |
92.25 |
95.11 |
|
|
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 |
101.35 |
2.618 |
99.18 |
1.618 |
97.85 |
1.000 |
97.03 |
0.618 |
96.52 |
HIGH |
95.70 |
0.618 |
95.19 |
0.500 |
95.04 |
0.382 |
94.88 |
LOW |
94.37 |
0.618 |
93.55 |
1.000 |
93.04 |
1.618 |
92.22 |
2.618 |
90.89 |
4.250 |
88.72 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
95.57 |
96.16 |
PP |
95.30 |
96.05 |
S1 |
95.04 |
95.95 |
|