NYMEX Light Sweet Crude Oil Future March 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 |
98.61 |
99.92 |
1.31 |
1.3% |
94.65 |
High |
100.15 |
99.94 |
-0.21 |
-0.2% |
98.83 |
Low |
98.57 |
99.44 |
0.87 |
0.9% |
93.52 |
Close |
100.09 |
99.61 |
-0.48 |
-0.5% |
98.53 |
Range |
1.58 |
0.50 |
-1.08 |
-68.4% |
5.31 |
ATR |
2.05 |
1.95 |
-0.10 |
-4.9% |
0.00 |
Volume |
3,407 |
5,763 |
2,356 |
69.2% |
27,729 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.16 |
100.89 |
99.89 |
|
R3 |
100.66 |
100.39 |
99.75 |
|
R2 |
100.16 |
100.16 |
99.70 |
|
R1 |
99.89 |
99.89 |
99.66 |
99.78 |
PP |
99.66 |
99.66 |
99.66 |
99.61 |
S1 |
99.39 |
99.39 |
99.56 |
99.28 |
S2 |
99.16 |
99.16 |
99.52 |
|
S3 |
98.66 |
98.89 |
99.47 |
|
S4 |
98.16 |
98.39 |
99.34 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.89 |
111.02 |
101.45 |
|
R3 |
107.58 |
105.71 |
99.99 |
|
R2 |
102.27 |
102.27 |
99.50 |
|
R1 |
100.40 |
100.40 |
99.02 |
101.34 |
PP |
96.96 |
96.96 |
96.96 |
97.43 |
S1 |
95.09 |
95.09 |
98.04 |
96.03 |
S2 |
91.65 |
91.65 |
97.56 |
|
S3 |
86.34 |
89.78 |
97.07 |
|
S4 |
81.03 |
84.47 |
95.61 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.07 |
2.618 |
101.25 |
1.618 |
100.75 |
1.000 |
100.44 |
0.618 |
100.25 |
HIGH |
99.94 |
0.618 |
99.75 |
0.500 |
99.69 |
0.382 |
99.63 |
LOW |
99.44 |
0.618 |
99.13 |
1.000 |
98.94 |
1.618 |
98.63 |
2.618 |
98.13 |
4.250 |
97.32 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.69 |
99.34 |
PP |
99.66 |
99.07 |
S1 |
99.64 |
98.80 |
|