NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 06-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
94.98 |
97.00 |
2.02 |
2.1% |
91.16 |
High |
97.48 |
97.79 |
0.31 |
0.3% |
95.84 |
Low |
94.34 |
95.90 |
1.56 |
1.7% |
89.61 |
Close |
96.89 |
96.65 |
-0.24 |
-0.2% |
94.94 |
Range |
3.14 |
1.89 |
-1.25 |
-39.8% |
6.23 |
ATR |
2.93 |
2.85 |
-0.07 |
-2.5% |
0.00 |
Volume |
263,626 |
271,575 |
7,949 |
3.0% |
1,358,279 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.45 |
101.44 |
97.69 |
|
R3 |
100.56 |
99.55 |
97.17 |
|
R2 |
98.67 |
98.67 |
97.00 |
|
R1 |
97.66 |
97.66 |
96.82 |
97.22 |
PP |
96.78 |
96.78 |
96.78 |
96.56 |
S1 |
95.77 |
95.77 |
96.48 |
95.33 |
S2 |
94.89 |
94.89 |
96.30 |
|
S3 |
93.00 |
93.88 |
96.13 |
|
S4 |
91.11 |
91.99 |
95.61 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.15 |
109.78 |
98.37 |
|
R3 |
105.92 |
103.55 |
96.65 |
|
R2 |
99.69 |
99.69 |
96.08 |
|
R1 |
97.32 |
97.32 |
95.51 |
98.51 |
PP |
93.46 |
93.46 |
93.46 |
94.06 |
S1 |
91.09 |
91.09 |
94.37 |
92.28 |
S2 |
87.23 |
87.23 |
93.80 |
|
S3 |
81.00 |
84.86 |
93.23 |
|
S4 |
74.77 |
78.63 |
91.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.79 |
92.66 |
5.13 |
5.3% |
2.42 |
2.5% |
78% |
True |
False |
273,255 |
10 |
97.79 |
89.61 |
8.18 |
8.5% |
2.65 |
2.7% |
86% |
True |
False |
289,557 |
20 |
102.95 |
89.61 |
13.34 |
13.8% |
2.85 |
2.9% |
53% |
False |
False |
235,434 |
40 |
105.52 |
89.61 |
15.91 |
16.5% |
3.06 |
3.2% |
44% |
False |
False |
150,032 |
60 |
115.52 |
89.61 |
25.91 |
26.8% |
3.23 |
3.3% |
27% |
False |
False |
110,848 |
80 |
115.52 |
89.61 |
25.91 |
26.8% |
2.98 |
3.1% |
27% |
False |
False |
86,930 |
100 |
115.52 |
89.61 |
25.91 |
26.8% |
2.90 |
3.0% |
27% |
False |
False |
74,026 |
120 |
115.52 |
89.61 |
25.91 |
26.8% |
2.65 |
2.7% |
27% |
False |
False |
64,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.82 |
2.618 |
102.74 |
1.618 |
100.85 |
1.000 |
99.68 |
0.618 |
98.96 |
HIGH |
97.79 |
0.618 |
97.07 |
0.500 |
96.85 |
0.382 |
96.62 |
LOW |
95.90 |
0.618 |
94.73 |
1.000 |
94.01 |
1.618 |
92.84 |
2.618 |
90.95 |
4.250 |
87.87 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
96.85 |
96.31 |
PP |
96.78 |
95.96 |
S1 |
96.72 |
95.62 |
|