NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
96.46 |
95.95 |
-0.51 |
-0.5% |
101.61 |
| High |
96.46 |
97.82 |
1.36 |
1.4% |
101.98 |
| Low |
95.12 |
95.83 |
0.71 |
0.7% |
94.68 |
| Close |
96.26 |
97.82 |
1.56 |
1.6% |
95.63 |
| Range |
1.34 |
1.99 |
0.65 |
48.5% |
7.30 |
| ATR |
2.26 |
2.25 |
-0.02 |
-0.9% |
0.00 |
| Volume |
2,019 |
3,264 |
1,245 |
61.7% |
30,823 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.13 |
102.46 |
98.91 |
|
| R3 |
101.14 |
100.47 |
98.37 |
|
| R2 |
99.15 |
99.15 |
98.18 |
|
| R1 |
98.48 |
98.48 |
98.00 |
98.82 |
| PP |
97.16 |
97.16 |
97.16 |
97.32 |
| S1 |
96.49 |
96.49 |
97.64 |
96.83 |
| S2 |
95.17 |
95.17 |
97.46 |
|
| S3 |
93.18 |
94.50 |
97.27 |
|
| S4 |
91.19 |
92.51 |
96.73 |
|
|
| 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 |
106.28 |
|
2.618 |
103.03 |
|
1.618 |
101.04 |
|
1.000 |
99.81 |
|
0.618 |
99.05 |
|
HIGH |
97.82 |
|
0.618 |
97.06 |
|
0.500 |
96.83 |
|
0.382 |
96.59 |
|
LOW |
95.83 |
|
0.618 |
94.60 |
|
1.000 |
93.84 |
|
1.618 |
92.61 |
|
2.618 |
90.62 |
|
4.250 |
87.37 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.49 |
97.25 |
| PP |
97.16 |
96.67 |
| S1 |
96.83 |
96.10 |
|