NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
104.09 |
100.78 |
-3.31 |
-3.2% |
102.44 |
| High |
104.09 |
101.40 |
-2.69 |
-2.6% |
104.25 |
| Low |
101.25 |
98.71 |
-2.54 |
-2.5% |
100.47 |
| Close |
101.84 |
99.83 |
-2.01 |
-2.0% |
101.84 |
| Range |
2.84 |
2.69 |
-0.15 |
-5.3% |
3.78 |
| ATR |
2.60 |
2.63 |
0.04 |
1.5% |
0.00 |
| Volume |
13,377 |
13,124 |
-253 |
-1.9% |
50,661 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.05 |
106.63 |
101.31 |
|
| R3 |
105.36 |
103.94 |
100.57 |
|
| R2 |
102.67 |
102.67 |
100.32 |
|
| R1 |
101.25 |
101.25 |
100.08 |
100.62 |
| PP |
99.98 |
99.98 |
99.98 |
99.66 |
| S1 |
98.56 |
98.56 |
99.58 |
97.93 |
| S2 |
97.29 |
97.29 |
99.34 |
|
| S3 |
94.60 |
95.87 |
99.09 |
|
| S4 |
91.91 |
93.18 |
98.35 |
|
|
| 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 |
112.83 |
|
2.618 |
108.44 |
|
1.618 |
105.75 |
|
1.000 |
104.09 |
|
0.618 |
103.06 |
|
HIGH |
101.40 |
|
0.618 |
100.37 |
|
0.500 |
100.06 |
|
0.382 |
99.74 |
|
LOW |
98.71 |
|
0.618 |
97.05 |
|
1.000 |
96.02 |
|
1.618 |
94.36 |
|
2.618 |
91.67 |
|
4.250 |
87.28 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.06 |
101.48 |
| PP |
99.98 |
100.93 |
| S1 |
99.91 |
100.38 |
|