NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
94.42 |
96.66 |
2.24 |
2.4% |
94.62 |
| High |
95.13 |
98.66 |
3.53 |
3.7% |
98.26 |
| Low |
94.40 |
96.27 |
1.87 |
2.0% |
93.46 |
| Close |
96.22 |
97.92 |
1.70 |
1.8% |
94.64 |
| Range |
0.73 |
2.39 |
1.66 |
227.4% |
4.80 |
| ATR |
|
|
|
|
|
| Volume |
3,541 |
5,502 |
1,961 |
55.4% |
23,181 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.79 |
103.74 |
99.23 |
|
| R3 |
102.40 |
101.35 |
98.58 |
|
| R2 |
100.01 |
100.01 |
98.36 |
|
| R1 |
98.96 |
98.96 |
98.14 |
99.49 |
| PP |
97.62 |
97.62 |
97.62 |
97.88 |
| S1 |
96.57 |
96.57 |
97.70 |
97.10 |
| S2 |
95.23 |
95.23 |
97.48 |
|
| S3 |
92.84 |
94.18 |
97.26 |
|
| S4 |
90.45 |
91.79 |
96.61 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.85 |
107.05 |
97.28 |
|
| R3 |
105.05 |
102.25 |
95.96 |
|
| R2 |
100.25 |
100.25 |
95.52 |
|
| R1 |
97.45 |
97.45 |
95.08 |
98.85 |
| PP |
95.45 |
95.45 |
95.45 |
96.16 |
| S1 |
92.65 |
92.65 |
94.20 |
94.05 |
| S2 |
90.65 |
90.65 |
93.76 |
|
| S3 |
85.85 |
87.85 |
93.32 |
|
| S4 |
81.05 |
83.05 |
92.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.82 |
|
2.618 |
104.92 |
|
1.618 |
102.53 |
|
1.000 |
101.05 |
|
0.618 |
100.14 |
|
HIGH |
98.66 |
|
0.618 |
97.75 |
|
0.500 |
97.47 |
|
0.382 |
97.18 |
|
LOW |
96.27 |
|
0.618 |
94.79 |
|
1.000 |
93.88 |
|
1.618 |
92.40 |
|
2.618 |
90.01 |
|
4.250 |
86.11 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.77 |
97.31 |
| PP |
97.62 |
96.70 |
| S1 |
97.47 |
96.09 |
|