NYMEX Light Sweet Crude Oil Future September 2011
Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
99.76 |
99.15 |
-0.61 |
-0.6% |
97.83 |
High |
99.87 |
100.62 |
0.75 |
0.8% |
100.19 |
Low |
98.52 |
97.76 |
-0.76 |
-0.8% |
95.05 |
Close |
99.20 |
99.59 |
0.39 |
0.4% |
99.87 |
Range |
1.35 |
2.86 |
1.51 |
111.9% |
5.14 |
ATR |
2.71 |
2.72 |
0.01 |
0.4% |
0.00 |
Volume |
193,035 |
318,440 |
125,405 |
65.0% |
1,210,882 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.90 |
106.61 |
101.16 |
|
R3 |
105.04 |
103.75 |
100.38 |
|
R2 |
102.18 |
102.18 |
100.11 |
|
R1 |
100.89 |
100.89 |
99.85 |
101.54 |
PP |
99.32 |
99.32 |
99.32 |
99.65 |
S1 |
98.03 |
98.03 |
99.33 |
98.68 |
S2 |
96.46 |
96.46 |
99.07 |
|
S3 |
93.60 |
95.17 |
98.80 |
|
S4 |
90.74 |
92.31 |
98.02 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.79 |
111.97 |
102.70 |
|
R3 |
108.65 |
106.83 |
101.28 |
|
R2 |
103.51 |
103.51 |
100.81 |
|
R1 |
101.69 |
101.69 |
100.34 |
102.60 |
PP |
98.37 |
98.37 |
98.37 |
98.83 |
S1 |
96.55 |
96.55 |
99.40 |
97.46 |
S2 |
93.23 |
93.23 |
98.93 |
|
S3 |
88.09 |
91.41 |
98.46 |
|
S4 |
82.95 |
86.27 |
97.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.62 |
96.93 |
3.69 |
3.7% |
2.27 |
2.3% |
72% |
True |
False |
255,444 |
10 |
100.62 |
94.98 |
5.64 |
5.7% |
2.66 |
2.7% |
82% |
True |
False |
219,515 |
20 |
100.62 |
91.01 |
9.61 |
9.6% |
2.66 |
2.7% |
89% |
True |
False |
152,513 |
40 |
104.31 |
90.17 |
14.14 |
14.2% |
2.76 |
2.8% |
67% |
False |
False |
110,336 |
60 |
115.63 |
90.17 |
25.46 |
25.6% |
3.20 |
3.2% |
37% |
False |
False |
85,607 |
80 |
115.63 |
90.17 |
25.46 |
25.6% |
2.95 |
3.0% |
37% |
False |
False |
69,513 |
100 |
115.63 |
90.17 |
25.46 |
25.6% |
2.82 |
2.8% |
37% |
False |
False |
58,877 |
120 |
115.63 |
90.17 |
25.46 |
25.6% |
2.73 |
2.7% |
37% |
False |
False |
51,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.78 |
2.618 |
108.11 |
1.618 |
105.25 |
1.000 |
103.48 |
0.618 |
102.39 |
HIGH |
100.62 |
0.618 |
99.53 |
0.500 |
99.19 |
0.382 |
98.85 |
LOW |
97.76 |
0.618 |
95.99 |
1.000 |
94.90 |
1.618 |
93.13 |
2.618 |
90.27 |
4.250 |
85.61 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.46 |
99.46 |
PP |
99.32 |
99.32 |
S1 |
99.19 |
99.19 |
|