NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
97.83 |
96.45 |
-1.38 |
-1.4% |
96.45 |
| High |
98.05 |
98.98 |
0.93 |
0.9% |
99.61 |
| Low |
95.05 |
96.25 |
1.20 |
1.3% |
94.02 |
| Close |
96.25 |
97.86 |
1.61 |
1.7% |
97.60 |
| Range |
3.00 |
2.73 |
-0.27 |
-9.0% |
5.59 |
| ATR |
2.94 |
2.92 |
-0.01 |
-0.5% |
0.00 |
| Volume |
168,865 |
276,271 |
107,406 |
63.6% |
709,408 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.89 |
104.60 |
99.36 |
|
| R3 |
103.16 |
101.87 |
98.61 |
|
| R2 |
100.43 |
100.43 |
98.36 |
|
| R1 |
99.14 |
99.14 |
98.11 |
99.79 |
| PP |
97.70 |
97.70 |
97.70 |
98.02 |
| S1 |
96.41 |
96.41 |
97.61 |
97.06 |
| S2 |
94.97 |
94.97 |
97.36 |
|
| S3 |
92.24 |
93.68 |
97.11 |
|
| S4 |
89.51 |
90.95 |
96.36 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.85 |
111.31 |
100.67 |
|
| R3 |
108.26 |
105.72 |
99.14 |
|
| R2 |
102.67 |
102.67 |
98.62 |
|
| R1 |
100.13 |
100.13 |
98.11 |
101.40 |
| PP |
97.08 |
97.08 |
97.08 |
97.71 |
| S1 |
94.54 |
94.54 |
97.09 |
95.81 |
| S2 |
91.49 |
91.49 |
96.58 |
|
| S3 |
85.90 |
88.95 |
96.06 |
|
| S4 |
80.31 |
83.36 |
94.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.61 |
94.98 |
4.63 |
4.7% |
3.04 |
3.1% |
62% |
False |
False |
183,586 |
| 10 |
99.87 |
94.02 |
5.85 |
6.0% |
2.92 |
3.0% |
66% |
False |
False |
140,951 |
| 20 |
99.87 |
90.17 |
9.70 |
9.9% |
2.77 |
2.8% |
79% |
False |
False |
108,776 |
| 40 |
104.31 |
90.17 |
14.14 |
14.4% |
2.82 |
2.9% |
54% |
False |
False |
83,864 |
| 60 |
115.63 |
90.17 |
25.46 |
26.0% |
3.19 |
3.3% |
30% |
False |
False |
66,326 |
| 80 |
115.63 |
90.17 |
25.46 |
26.0% |
2.91 |
3.0% |
30% |
False |
False |
54,455 |
| 100 |
115.63 |
90.17 |
25.46 |
26.0% |
2.83 |
2.9% |
30% |
False |
False |
47,133 |
| 120 |
115.63 |
90.17 |
25.46 |
26.0% |
2.70 |
2.8% |
30% |
False |
False |
42,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.58 |
|
2.618 |
106.13 |
|
1.618 |
103.40 |
|
1.000 |
101.71 |
|
0.618 |
100.67 |
|
HIGH |
98.98 |
|
0.618 |
97.94 |
|
0.500 |
97.62 |
|
0.382 |
97.29 |
|
LOW |
96.25 |
|
0.618 |
94.56 |
|
1.000 |
93.52 |
|
1.618 |
91.83 |
|
2.618 |
89.10 |
|
4.250 |
84.65 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.78 |
97.58 |
| PP |
97.70 |
97.30 |
| S1 |
97.62 |
97.02 |
|