NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
99.24 |
96.45 |
-2.79 |
-2.8% |
95.49 |
| High |
99.64 |
96.93 |
-2.71 |
-2.7% |
99.87 |
| Low |
96.08 |
94.65 |
-1.43 |
-1.5% |
94.91 |
| Close |
96.70 |
95.62 |
-1.08 |
-1.1% |
96.70 |
| Range |
3.56 |
2.28 |
-1.28 |
-36.0% |
4.96 |
| ATR |
2.84 |
2.80 |
-0.04 |
-1.4% |
0.00 |
| Volume |
109,073 |
131,169 |
22,096 |
20.3% |
320,507 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.57 |
101.38 |
96.87 |
|
| R3 |
100.29 |
99.10 |
96.25 |
|
| R2 |
98.01 |
98.01 |
96.04 |
|
| R1 |
96.82 |
96.82 |
95.83 |
96.28 |
| PP |
95.73 |
95.73 |
95.73 |
95.46 |
| S1 |
94.54 |
94.54 |
95.41 |
94.00 |
| S2 |
93.45 |
93.45 |
95.20 |
|
| S3 |
91.17 |
92.26 |
94.99 |
|
| S4 |
88.89 |
89.98 |
94.37 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.04 |
109.33 |
99.43 |
|
| R3 |
107.08 |
104.37 |
98.06 |
|
| R2 |
102.12 |
102.12 |
97.61 |
|
| R1 |
99.41 |
99.41 |
97.15 |
100.77 |
| PP |
97.16 |
97.16 |
97.16 |
97.84 |
| S1 |
94.45 |
94.45 |
96.25 |
95.81 |
| S2 |
92.20 |
92.20 |
95.79 |
|
| S3 |
87.24 |
89.49 |
95.34 |
|
| S4 |
82.28 |
84.53 |
93.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.87 |
94.65 |
5.22 |
5.5% |
2.64 |
2.8% |
19% |
False |
True |
90,335 |
| 10 |
99.87 |
90.17 |
9.70 |
10.1% |
2.43 |
2.5% |
56% |
False |
False |
83,534 |
| 20 |
100.79 |
90.17 |
10.62 |
11.1% |
2.77 |
2.9% |
51% |
False |
False |
77,042 |
| 40 |
104.31 |
90.17 |
14.14 |
14.8% |
2.80 |
2.9% |
39% |
False |
False |
62,938 |
| 60 |
115.63 |
90.17 |
25.46 |
26.6% |
3.12 |
3.3% |
21% |
False |
False |
51,622 |
| 80 |
115.63 |
90.17 |
25.46 |
26.6% |
2.86 |
3.0% |
21% |
False |
False |
42,596 |
| 100 |
115.63 |
90.17 |
25.46 |
26.6% |
2.83 |
3.0% |
21% |
False |
False |
38,157 |
| 120 |
115.63 |
90.17 |
25.46 |
26.6% |
2.61 |
2.7% |
21% |
False |
False |
33,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.62 |
|
2.618 |
102.90 |
|
1.618 |
100.62 |
|
1.000 |
99.21 |
|
0.618 |
98.34 |
|
HIGH |
96.93 |
|
0.618 |
96.06 |
|
0.500 |
95.79 |
|
0.382 |
95.52 |
|
LOW |
94.65 |
|
0.618 |
93.24 |
|
1.000 |
92.37 |
|
1.618 |
90.96 |
|
2.618 |
88.68 |
|
4.250 |
84.96 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.79 |
97.26 |
| PP |
95.73 |
96.71 |
| S1 |
95.68 |
96.17 |
|