NYMEX Light Sweet Crude Oil Future September 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 |
97.45 |
97.54 |
0.09 |
0.1% |
91.73 |
| High |
98.25 |
99.87 |
1.62 |
1.6% |
96.36 |
| Low |
96.39 |
97.46 |
1.07 |
1.1% |
90.17 |
| Close |
97.13 |
99.14 |
2.01 |
2.1% |
95.51 |
| Range |
1.86 |
2.41 |
0.55 |
29.6% |
6.19 |
| ATR |
2.79 |
2.79 |
0.00 |
-0.1% |
0.00 |
| Volume |
67,267 |
78,626 |
11,359 |
16.9% |
383,668 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.05 |
105.01 |
100.47 |
|
| R3 |
103.64 |
102.60 |
99.80 |
|
| R2 |
101.23 |
101.23 |
99.58 |
|
| R1 |
100.19 |
100.19 |
99.36 |
100.71 |
| PP |
98.82 |
98.82 |
98.82 |
99.09 |
| S1 |
97.78 |
97.78 |
98.92 |
98.30 |
| S2 |
96.41 |
96.41 |
98.70 |
|
| S3 |
94.00 |
95.37 |
98.48 |
|
| S4 |
91.59 |
92.96 |
97.81 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.58 |
110.24 |
98.91 |
|
| R3 |
106.39 |
104.05 |
97.21 |
|
| R2 |
100.20 |
100.20 |
96.64 |
|
| R1 |
97.86 |
97.86 |
96.08 |
99.03 |
| PP |
94.01 |
94.01 |
94.01 |
94.60 |
| S1 |
91.67 |
91.67 |
94.94 |
92.84 |
| S2 |
87.82 |
87.82 |
94.38 |
|
| S3 |
81.63 |
85.48 |
93.81 |
|
| S4 |
75.44 |
79.29 |
92.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.87 |
94.03 |
5.84 |
5.9% |
2.23 |
2.2% |
88% |
True |
False |
73,298 |
| 10 |
99.87 |
90.17 |
9.70 |
9.8% |
2.57 |
2.6% |
92% |
True |
False |
82,317 |
| 20 |
103.35 |
90.17 |
13.18 |
13.3% |
2.73 |
2.8% |
68% |
False |
False |
74,288 |
| 40 |
105.73 |
90.17 |
15.56 |
15.7% |
2.96 |
3.0% |
58% |
False |
False |
59,025 |
| 60 |
115.63 |
90.17 |
25.46 |
25.7% |
3.13 |
3.2% |
35% |
False |
False |
48,401 |
| 80 |
115.63 |
90.17 |
25.46 |
25.7% |
2.87 |
2.9% |
35% |
False |
False |
39,944 |
| 100 |
115.63 |
90.17 |
25.46 |
25.7% |
2.82 |
2.8% |
35% |
False |
False |
35,992 |
| 120 |
115.63 |
90.17 |
25.46 |
25.7% |
2.58 |
2.6% |
35% |
False |
False |
32,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.11 |
|
2.618 |
106.18 |
|
1.618 |
103.77 |
|
1.000 |
102.28 |
|
0.618 |
101.36 |
|
HIGH |
99.87 |
|
0.618 |
98.95 |
|
0.500 |
98.67 |
|
0.382 |
98.38 |
|
LOW |
97.46 |
|
0.618 |
95.97 |
|
1.000 |
95.05 |
|
1.618 |
93.56 |
|
2.618 |
91.15 |
|
4.250 |
87.22 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.98 |
98.56 |
| PP |
98.82 |
97.97 |
| S1 |
98.67 |
97.39 |
|