NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
97.00 |
97.04 |
0.04 |
0.0% |
91.16 |
High |
97.79 |
99.42 |
1.63 |
1.7% |
95.84 |
Low |
95.90 |
96.99 |
1.09 |
1.1% |
89.61 |
Close |
96.65 |
98.67 |
2.02 |
2.1% |
94.94 |
Range |
1.89 |
2.43 |
0.54 |
28.6% |
6.23 |
ATR |
2.85 |
2.85 |
-0.01 |
-0.2% |
0.00 |
Volume |
271,575 |
314,293 |
42,718 |
15.7% |
1,358,279 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.65 |
104.59 |
100.01 |
|
R3 |
103.22 |
102.16 |
99.34 |
|
R2 |
100.79 |
100.79 |
99.12 |
|
R1 |
99.73 |
99.73 |
98.89 |
100.26 |
PP |
98.36 |
98.36 |
98.36 |
98.63 |
S1 |
97.30 |
97.30 |
98.45 |
97.83 |
S2 |
95.93 |
95.93 |
98.22 |
|
S3 |
93.50 |
94.87 |
98.00 |
|
S4 |
91.07 |
92.44 |
97.33 |
|
|
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 |
99.42 |
93.45 |
5.97 |
6.1% |
2.27 |
2.3% |
87% |
True |
False |
269,894 |
10 |
99.42 |
89.61 |
9.81 |
9.9% |
2.64 |
2.7% |
92% |
True |
False |
292,669 |
20 |
102.95 |
89.61 |
13.34 |
13.5% |
2.78 |
2.8% |
68% |
False |
False |
244,180 |
40 |
105.52 |
89.61 |
15.91 |
16.1% |
3.02 |
3.1% |
57% |
False |
False |
156,182 |
60 |
115.52 |
89.61 |
25.91 |
26.3% |
3.20 |
3.2% |
35% |
False |
False |
115,555 |
80 |
115.52 |
89.61 |
25.91 |
26.3% |
2.98 |
3.0% |
35% |
False |
False |
90,632 |
100 |
115.52 |
89.61 |
25.91 |
26.3% |
2.91 |
2.9% |
35% |
False |
False |
77,015 |
120 |
115.52 |
89.61 |
25.91 |
26.3% |
2.66 |
2.7% |
35% |
False |
False |
66,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.75 |
2.618 |
105.78 |
1.618 |
103.35 |
1.000 |
101.85 |
0.618 |
100.92 |
HIGH |
99.42 |
0.618 |
98.49 |
0.500 |
98.21 |
0.382 |
97.92 |
LOW |
96.99 |
0.618 |
95.49 |
1.000 |
94.56 |
1.618 |
93.06 |
2.618 |
90.63 |
4.250 |
86.66 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
98.52 |
98.07 |
PP |
98.36 |
97.48 |
S1 |
98.21 |
96.88 |
|