NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
96.45 |
95.55 |
-0.90 |
-0.9% |
95.49 |
| High |
96.93 |
97.93 |
1.00 |
1.0% |
99.87 |
| Low |
94.65 |
94.02 |
-0.63 |
-0.7% |
94.91 |
| Close |
95.62 |
97.85 |
2.23 |
2.3% |
96.70 |
| Range |
2.28 |
3.91 |
1.63 |
71.5% |
4.96 |
| ATR |
2.80 |
2.88 |
0.08 |
2.8% |
0.00 |
| Volume |
131,169 |
105,445 |
-25,724 |
-19.6% |
320,507 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.33 |
107.00 |
100.00 |
|
| R3 |
104.42 |
103.09 |
98.93 |
|
| R2 |
100.51 |
100.51 |
98.57 |
|
| R1 |
99.18 |
99.18 |
98.21 |
99.85 |
| PP |
96.60 |
96.60 |
96.60 |
96.93 |
| S1 |
95.27 |
95.27 |
97.49 |
95.94 |
| S2 |
92.69 |
92.69 |
97.13 |
|
| S3 |
88.78 |
91.36 |
96.77 |
|
| S4 |
84.87 |
87.45 |
95.70 |
|
|
| 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 |
94.02 |
5.85 |
6.0% |
2.80 |
2.9% |
65% |
False |
True |
98,316 |
| 10 |
99.87 |
91.01 |
8.86 |
9.1% |
2.66 |
2.7% |
77% |
False |
False |
85,512 |
| 20 |
100.79 |
90.17 |
10.62 |
10.9% |
2.81 |
2.9% |
72% |
False |
False |
78,543 |
| 40 |
104.31 |
90.17 |
14.14 |
14.5% |
2.81 |
2.9% |
54% |
False |
False |
64,817 |
| 60 |
115.63 |
90.17 |
25.46 |
26.0% |
3.15 |
3.2% |
30% |
False |
False |
52,857 |
| 80 |
115.63 |
90.17 |
25.46 |
26.0% |
2.85 |
2.9% |
30% |
False |
False |
43,732 |
| 100 |
115.63 |
90.17 |
25.46 |
26.0% |
2.86 |
2.9% |
30% |
False |
False |
39,075 |
| 120 |
115.63 |
90.17 |
25.46 |
26.0% |
2.64 |
2.7% |
30% |
False |
False |
34,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.55 |
|
2.618 |
108.17 |
|
1.618 |
104.26 |
|
1.000 |
101.84 |
|
0.618 |
100.35 |
|
HIGH |
97.93 |
|
0.618 |
96.44 |
|
0.500 |
95.98 |
|
0.382 |
95.51 |
|
LOW |
94.02 |
|
0.618 |
91.60 |
|
1.000 |
90.11 |
|
1.618 |
87.69 |
|
2.618 |
83.78 |
|
4.250 |
77.40 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.23 |
97.51 |
| PP |
96.60 |
97.17 |
| S1 |
95.98 |
96.83 |
|