NYMEX Light Sweet Crude Oil Future March 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 |
99.92 |
100.26 |
0.34 |
0.3% |
94.65 |
| High |
99.94 |
101.95 |
2.01 |
2.0% |
98.83 |
| Low |
99.44 |
99.87 |
0.43 |
0.4% |
93.52 |
| Close |
99.61 |
101.67 |
2.06 |
2.1% |
98.53 |
| Range |
0.50 |
2.08 |
1.58 |
316.0% |
5.31 |
| ATR |
1.95 |
1.98 |
0.03 |
1.4% |
0.00 |
| Volume |
5,763 |
5,076 |
-687 |
-11.9% |
27,729 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.40 |
106.62 |
102.81 |
|
| R3 |
105.32 |
104.54 |
102.24 |
|
| R2 |
103.24 |
103.24 |
102.05 |
|
| R1 |
102.46 |
102.46 |
101.86 |
102.85 |
| PP |
101.16 |
101.16 |
101.16 |
101.36 |
| S1 |
100.38 |
100.38 |
101.48 |
100.77 |
| S2 |
99.08 |
99.08 |
101.29 |
|
| S3 |
97.00 |
98.30 |
101.10 |
|
| S4 |
94.92 |
96.22 |
100.53 |
|
|
| 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 |
110.79 |
|
2.618 |
107.40 |
|
1.618 |
105.32 |
|
1.000 |
104.03 |
|
0.618 |
103.24 |
|
HIGH |
101.95 |
|
0.618 |
101.16 |
|
0.500 |
100.91 |
|
0.382 |
100.66 |
|
LOW |
99.87 |
|
0.618 |
98.58 |
|
1.000 |
97.79 |
|
1.618 |
96.50 |
|
2.618 |
94.42 |
|
4.250 |
91.03 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.42 |
101.20 |
| PP |
101.16 |
100.73 |
| S1 |
100.91 |
100.26 |
|