NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
93.71 |
94.17 |
0.46 |
0.5% |
94.37 |
| High |
93.97 |
95.68 |
1.71 |
1.8% |
97.82 |
| Low |
93.43 |
94.16 |
0.73 |
0.8% |
93.29 |
| Close |
93.54 |
95.86 |
2.32 |
2.5% |
94.19 |
| Range |
0.54 |
1.52 |
0.98 |
181.5% |
4.53 |
| ATR |
2.19 |
2.18 |
0.00 |
-0.2% |
0.00 |
| Volume |
7,034 |
3,719 |
-3,315 |
-47.1% |
20,022 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.79 |
99.35 |
96.70 |
|
| R3 |
98.27 |
97.83 |
96.28 |
|
| R2 |
96.75 |
96.75 |
96.14 |
|
| R1 |
96.31 |
96.31 |
96.00 |
96.53 |
| PP |
95.23 |
95.23 |
95.23 |
95.35 |
| S1 |
94.79 |
94.79 |
95.72 |
95.01 |
| S2 |
93.71 |
93.71 |
95.58 |
|
| S3 |
92.19 |
93.27 |
95.44 |
|
| S4 |
90.67 |
91.75 |
95.02 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.69 |
105.97 |
96.68 |
|
| R3 |
104.16 |
101.44 |
95.44 |
|
| R2 |
99.63 |
99.63 |
95.02 |
|
| R1 |
96.91 |
96.91 |
94.61 |
96.01 |
| PP |
95.10 |
95.10 |
95.10 |
94.65 |
| S1 |
92.38 |
92.38 |
93.77 |
91.48 |
| S2 |
90.57 |
90.57 |
93.36 |
|
| S3 |
86.04 |
87.85 |
92.94 |
|
| S4 |
81.51 |
83.32 |
91.70 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.14 |
|
2.618 |
99.66 |
|
1.618 |
98.14 |
|
1.000 |
97.20 |
|
0.618 |
96.62 |
|
HIGH |
95.68 |
|
0.618 |
95.10 |
|
0.500 |
94.92 |
|
0.382 |
94.74 |
|
LOW |
94.16 |
|
0.618 |
93.22 |
|
1.000 |
92.64 |
|
1.618 |
91.70 |
|
2.618 |
90.18 |
|
4.250 |
87.70 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.55 |
95.40 |
| PP |
95.23 |
94.94 |
| S1 |
94.92 |
94.49 |
|