NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
95.95 |
96.68 |
0.73 |
0.8% |
101.61 |
| High |
97.82 |
96.68 |
-1.14 |
-1.2% |
101.98 |
| Low |
95.83 |
93.31 |
-2.52 |
-2.6% |
94.68 |
| Close |
97.82 |
93.87 |
-3.95 |
-4.0% |
95.63 |
| Range |
1.99 |
3.37 |
1.38 |
69.3% |
7.30 |
| ATR |
2.25 |
2.41 |
0.16 |
7.2% |
0.00 |
| Volume |
3,264 |
3,439 |
175 |
5.4% |
30,823 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.73 |
102.67 |
95.72 |
|
| R3 |
101.36 |
99.30 |
94.80 |
|
| R2 |
97.99 |
97.99 |
94.49 |
|
| R1 |
95.93 |
95.93 |
94.18 |
95.28 |
| PP |
94.62 |
94.62 |
94.62 |
94.29 |
| S1 |
92.56 |
92.56 |
93.56 |
91.91 |
| S2 |
91.25 |
91.25 |
93.25 |
|
| S3 |
87.88 |
89.19 |
92.94 |
|
| S4 |
84.51 |
85.82 |
92.02 |
|
|
| 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 |
111.00 |
|
2.618 |
105.50 |
|
1.618 |
102.13 |
|
1.000 |
100.05 |
|
0.618 |
98.76 |
|
HIGH |
96.68 |
|
0.618 |
95.39 |
|
0.500 |
95.00 |
|
0.382 |
94.60 |
|
LOW |
93.31 |
|
0.618 |
91.23 |
|
1.000 |
89.94 |
|
1.618 |
87.86 |
|
2.618 |
84.49 |
|
4.250 |
78.99 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.00 |
95.57 |
| PP |
94.62 |
95.00 |
| S1 |
94.25 |
94.44 |
|