NYMEX Light Sweet Crude Oil Future March 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 |
94.65 |
94.42 |
-0.23 |
-0.2% |
94.62 |
| High |
94.65 |
95.13 |
0.48 |
0.5% |
98.26 |
| Low |
93.52 |
94.40 |
0.88 |
0.9% |
93.46 |
| Close |
93.94 |
96.22 |
2.28 |
2.4% |
94.64 |
| Range |
1.13 |
0.73 |
-0.40 |
-35.4% |
4.80 |
| ATR |
|
|
|
|
|
| Volume |
7,612 |
3,541 |
-4,071 |
-53.5% |
23,181 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.44 |
97.56 |
96.62 |
|
| R3 |
96.71 |
96.83 |
96.42 |
|
| R2 |
95.98 |
95.98 |
96.35 |
|
| R1 |
96.10 |
96.10 |
96.29 |
96.04 |
| PP |
95.25 |
95.25 |
95.25 |
95.22 |
| S1 |
95.37 |
95.37 |
96.15 |
95.31 |
| S2 |
94.52 |
94.52 |
96.09 |
|
| S3 |
93.79 |
94.64 |
96.02 |
|
| S4 |
93.06 |
93.91 |
95.82 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.85 |
107.05 |
97.28 |
|
| R3 |
105.05 |
102.25 |
95.96 |
|
| R2 |
100.25 |
100.25 |
95.52 |
|
| R1 |
97.45 |
97.45 |
95.08 |
98.85 |
| PP |
95.45 |
95.45 |
95.45 |
96.16 |
| S1 |
92.65 |
92.65 |
94.20 |
94.05 |
| S2 |
90.65 |
90.65 |
93.76 |
|
| S3 |
85.85 |
87.85 |
93.32 |
|
| S4 |
81.05 |
83.05 |
92.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.23 |
|
2.618 |
97.04 |
|
1.618 |
96.31 |
|
1.000 |
95.86 |
|
0.618 |
95.58 |
|
HIGH |
95.13 |
|
0.618 |
94.85 |
|
0.500 |
94.77 |
|
0.382 |
94.68 |
|
LOW |
94.40 |
|
0.618 |
93.95 |
|
1.000 |
93.67 |
|
1.618 |
93.22 |
|
2.618 |
92.49 |
|
4.250 |
91.30 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.74 |
95.65 |
| PP |
95.25 |
95.08 |
| S1 |
94.77 |
94.52 |
|