NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
103.38 |
104.09 |
0.71 |
0.7% |
102.44 |
| High |
104.25 |
104.09 |
-0.16 |
-0.2% |
104.25 |
| Low |
102.99 |
101.25 |
-1.74 |
-1.7% |
100.47 |
| Close |
104.00 |
101.84 |
-2.16 |
-2.1% |
101.84 |
| Range |
1.26 |
2.84 |
1.58 |
125.4% |
3.78 |
| ATR |
2.58 |
2.60 |
0.02 |
0.7% |
0.00 |
| Volume |
15,562 |
13,377 |
-2,185 |
-14.0% |
50,661 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.91 |
109.22 |
103.40 |
|
| R3 |
108.07 |
106.38 |
102.62 |
|
| R2 |
105.23 |
105.23 |
102.36 |
|
| R1 |
103.54 |
103.54 |
102.10 |
102.97 |
| PP |
102.39 |
102.39 |
102.39 |
102.11 |
| S1 |
100.70 |
100.70 |
101.58 |
100.13 |
| S2 |
99.55 |
99.55 |
101.32 |
|
| S3 |
96.71 |
97.86 |
101.06 |
|
| S4 |
93.87 |
95.02 |
100.28 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.53 |
111.46 |
103.92 |
|
| R3 |
109.75 |
107.68 |
102.88 |
|
| R2 |
105.97 |
105.97 |
102.53 |
|
| R1 |
103.90 |
103.90 |
102.19 |
103.05 |
| PP |
102.19 |
102.19 |
102.19 |
101.76 |
| S1 |
100.12 |
100.12 |
101.49 |
99.27 |
| S2 |
98.41 |
98.41 |
101.15 |
|
| S3 |
94.63 |
96.34 |
100.80 |
|
| S4 |
90.85 |
92.56 |
99.76 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.16 |
|
2.618 |
111.53 |
|
1.618 |
108.69 |
|
1.000 |
106.93 |
|
0.618 |
105.85 |
|
HIGH |
104.09 |
|
0.618 |
103.01 |
|
0.500 |
102.67 |
|
0.382 |
102.33 |
|
LOW |
101.25 |
|
0.618 |
99.49 |
|
1.000 |
98.41 |
|
1.618 |
96.65 |
|
2.618 |
93.81 |
|
4.250 |
89.18 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.67 |
102.44 |
| PP |
102.39 |
102.24 |
| S1 |
102.12 |
102.04 |
|