NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.37 |
96.46 |
2.09 |
2.2% |
101.61 |
| High |
95.70 |
96.46 |
0.76 |
0.8% |
101.98 |
| Low |
94.37 |
95.12 |
0.75 |
0.8% |
94.68 |
| Close |
95.84 |
96.26 |
0.42 |
0.4% |
95.63 |
| Range |
1.33 |
1.34 |
0.01 |
0.8% |
7.30 |
| ATR |
2.34 |
2.26 |
-0.07 |
-3.0% |
0.00 |
| Volume |
4,826 |
2,019 |
-2,807 |
-58.2% |
30,823 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.97 |
99.45 |
97.00 |
|
| R3 |
98.63 |
98.11 |
96.63 |
|
| R2 |
97.29 |
97.29 |
96.51 |
|
| R1 |
96.77 |
96.77 |
96.38 |
96.36 |
| PP |
95.95 |
95.95 |
95.95 |
95.74 |
| S1 |
95.43 |
95.43 |
96.14 |
95.02 |
| S2 |
94.61 |
94.61 |
96.01 |
|
| S3 |
93.27 |
94.09 |
95.89 |
|
| S4 |
91.93 |
92.75 |
95.52 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.33 |
114.78 |
99.65 |
|
| R3 |
112.03 |
107.48 |
97.64 |
|
| R2 |
104.73 |
104.73 |
96.97 |
|
| R1 |
100.18 |
100.18 |
96.30 |
98.81 |
| PP |
97.43 |
97.43 |
97.43 |
96.74 |
| S1 |
92.88 |
92.88 |
94.96 |
91.51 |
| S2 |
90.13 |
90.13 |
94.29 |
|
| S3 |
82.83 |
85.58 |
93.62 |
|
| S4 |
75.53 |
78.28 |
91.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.16 |
|
2.618 |
99.97 |
|
1.618 |
98.63 |
|
1.000 |
97.80 |
|
0.618 |
97.29 |
|
HIGH |
96.46 |
|
0.618 |
95.95 |
|
0.500 |
95.79 |
|
0.382 |
95.63 |
|
LOW |
95.12 |
|
0.618 |
94.29 |
|
1.000 |
93.78 |
|
1.618 |
92.95 |
|
2.618 |
91.61 |
|
4.250 |
89.43 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.10 |
96.18 |
| PP |
95.95 |
96.10 |
| S1 |
95.79 |
96.02 |
|