NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 06-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
98.23 |
100.40 |
2.17 |
2.2% |
93.71 |
High |
100.15 |
100.40 |
0.25 |
0.2% |
98.49 |
Low |
97.83 |
98.93 |
1.10 |
1.1% |
93.43 |
Close |
99.70 |
99.25 |
-0.45 |
-0.5% |
98.10 |
Range |
2.32 |
1.47 |
-0.85 |
-36.6% |
5.06 |
ATR |
2.13 |
2.08 |
-0.05 |
-2.2% |
0.00 |
Volume |
4,456 |
4,845 |
389 |
8.7% |
27,725 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.94 |
103.06 |
100.06 |
|
R3 |
102.47 |
101.59 |
99.65 |
|
R2 |
101.00 |
101.00 |
99.52 |
|
R1 |
100.12 |
100.12 |
99.38 |
99.83 |
PP |
99.53 |
99.53 |
99.53 |
99.38 |
S1 |
98.65 |
98.65 |
99.12 |
98.36 |
S2 |
98.06 |
98.06 |
98.98 |
|
S3 |
96.59 |
97.18 |
98.85 |
|
S4 |
95.12 |
95.71 |
98.44 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.85 |
110.04 |
100.88 |
|
R3 |
106.79 |
104.98 |
99.49 |
|
R2 |
101.73 |
101.73 |
99.03 |
|
R1 |
99.92 |
99.92 |
98.56 |
100.83 |
PP |
96.67 |
96.67 |
96.67 |
97.13 |
S1 |
94.86 |
94.86 |
97.64 |
95.77 |
S2 |
91.61 |
91.61 |
97.17 |
|
S3 |
86.55 |
89.80 |
96.71 |
|
S4 |
81.49 |
84.74 |
95.32 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.65 |
2.618 |
104.25 |
1.618 |
102.78 |
1.000 |
101.87 |
0.618 |
101.31 |
HIGH |
100.40 |
0.618 |
99.84 |
0.500 |
99.67 |
0.382 |
99.49 |
LOW |
98.93 |
0.618 |
98.02 |
1.000 |
97.46 |
1.618 |
96.55 |
2.618 |
95.08 |
4.250 |
92.68 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.67 |
99.04 |
PP |
99.53 |
98.83 |
S1 |
99.39 |
98.63 |
|