NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 08-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.26 |
100.15 |
-0.11 |
-0.1% |
98.61 |
High |
101.95 |
100.17 |
-1.78 |
-1.7% |
101.95 |
Low |
99.87 |
99.02 |
-0.85 |
-0.9% |
98.57 |
Close |
101.67 |
99.57 |
-2.10 |
-2.1% |
99.57 |
Range |
2.08 |
1.15 |
-0.93 |
-44.7% |
3.38 |
ATR |
1.98 |
2.03 |
0.05 |
2.4% |
0.00 |
Volume |
5,076 |
8,891 |
3,815 |
75.2% |
23,137 |
|
Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.04 |
102.45 |
100.20 |
|
R3 |
101.89 |
101.30 |
99.89 |
|
R2 |
100.74 |
100.74 |
99.78 |
|
R1 |
100.15 |
100.15 |
99.68 |
99.87 |
PP |
99.59 |
99.59 |
99.59 |
99.45 |
S1 |
99.00 |
99.00 |
99.46 |
98.72 |
S2 |
98.44 |
98.44 |
99.36 |
|
S3 |
97.29 |
97.85 |
99.25 |
|
S4 |
96.14 |
96.70 |
98.94 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.17 |
108.25 |
101.43 |
|
R3 |
106.79 |
104.87 |
100.50 |
|
R2 |
103.41 |
103.41 |
100.19 |
|
R1 |
101.49 |
101.49 |
99.88 |
102.45 |
PP |
100.03 |
100.03 |
100.03 |
100.51 |
S1 |
98.11 |
98.11 |
99.26 |
99.07 |
S2 |
96.65 |
96.65 |
98.95 |
|
S3 |
93.27 |
94.73 |
98.64 |
|
S4 |
89.89 |
91.35 |
97.71 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.06 |
2.618 |
103.18 |
1.618 |
102.03 |
1.000 |
101.32 |
0.618 |
100.88 |
HIGH |
100.17 |
0.618 |
99.73 |
0.500 |
99.60 |
0.382 |
99.46 |
LOW |
99.02 |
0.618 |
98.31 |
1.000 |
97.87 |
1.618 |
97.16 |
2.618 |
96.01 |
4.250 |
94.13 |
|
|
Fisher Pivots for day following 08-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.60 |
100.49 |
PP |
99.59 |
100.18 |
S1 |
99.58 |
99.88 |
|