NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
100.40 |
99.73 |
-0.67 |
-0.7% |
93.71 |
| High |
100.40 |
101.65 |
1.25 |
1.2% |
98.49 |
| Low |
98.93 |
99.50 |
0.57 |
0.6% |
93.43 |
| Close |
99.25 |
101.32 |
2.07 |
2.1% |
98.10 |
| Range |
1.47 |
2.15 |
0.68 |
46.3% |
5.06 |
| ATR |
2.08 |
2.10 |
0.02 |
1.1% |
0.00 |
| Volume |
4,845 |
3,655 |
-1,190 |
-24.6% |
27,725 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.27 |
106.45 |
102.50 |
|
| R3 |
105.12 |
104.30 |
101.91 |
|
| R2 |
102.97 |
102.97 |
101.71 |
|
| R1 |
102.15 |
102.15 |
101.52 |
102.56 |
| PP |
100.82 |
100.82 |
100.82 |
101.03 |
| S1 |
100.00 |
100.00 |
101.12 |
100.41 |
| S2 |
98.67 |
98.67 |
100.93 |
|
| S3 |
96.52 |
97.85 |
100.73 |
|
| S4 |
94.37 |
95.70 |
100.14 |
|
|
| 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 |
110.79 |
|
2.618 |
107.28 |
|
1.618 |
105.13 |
|
1.000 |
103.80 |
|
0.618 |
102.98 |
|
HIGH |
101.65 |
|
0.618 |
100.83 |
|
0.500 |
100.58 |
|
0.382 |
100.32 |
|
LOW |
99.50 |
|
0.618 |
98.17 |
|
1.000 |
97.35 |
|
1.618 |
96.02 |
|
2.618 |
93.87 |
|
4.250 |
90.36 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.07 |
100.79 |
| PP |
100.82 |
100.27 |
| S1 |
100.58 |
99.74 |
|