NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.17 |
96.30 |
2.13 |
2.3% |
94.37 |
| High |
95.68 |
98.49 |
2.81 |
2.9% |
97.82 |
| Low |
94.16 |
96.04 |
1.88 |
2.0% |
93.29 |
| Close |
95.86 |
97.57 |
1.71 |
1.8% |
94.19 |
| Range |
1.52 |
2.45 |
0.93 |
61.2% |
4.53 |
| ATR |
2.18 |
2.21 |
0.03 |
1.5% |
0.00 |
| Volume |
3,719 |
6,193 |
2,474 |
66.5% |
20,022 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.72 |
103.59 |
98.92 |
|
| R3 |
102.27 |
101.14 |
98.24 |
|
| R2 |
99.82 |
99.82 |
98.02 |
|
| R1 |
98.69 |
98.69 |
97.79 |
99.26 |
| PP |
97.37 |
97.37 |
97.37 |
97.65 |
| S1 |
96.24 |
96.24 |
97.35 |
96.81 |
| S2 |
94.92 |
94.92 |
97.12 |
|
| S3 |
92.47 |
93.79 |
96.90 |
|
| S4 |
90.02 |
91.34 |
96.22 |
|
|
| 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 |
108.90 |
|
2.618 |
104.90 |
|
1.618 |
102.45 |
|
1.000 |
100.94 |
|
0.618 |
100.00 |
|
HIGH |
98.49 |
|
0.618 |
97.55 |
|
0.500 |
97.27 |
|
0.382 |
96.98 |
|
LOW |
96.04 |
|
0.618 |
94.53 |
|
1.000 |
93.59 |
|
1.618 |
92.08 |
|
2.618 |
89.63 |
|
4.250 |
85.63 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.47 |
97.03 |
| PP |
97.37 |
96.50 |
| S1 |
97.27 |
95.96 |
|