NYMEX Light Sweet Crude Oil Future October 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 |
98.04 |
98.00 |
-0.04 |
0.0% |
91.90 |
| High |
98.68 |
100.27 |
1.59 |
1.6% |
96.87 |
| Low |
96.99 |
97.88 |
0.89 |
0.9% |
90.73 |
| Close |
97.57 |
99.59 |
2.02 |
2.1% |
96.06 |
| Range |
1.69 |
2.39 |
0.70 |
41.4% |
6.14 |
| ATR |
2.70 |
2.70 |
0.00 |
0.0% |
0.00 |
| Volume |
35,380 |
33,666 |
-1,714 |
-4.8% |
198,547 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.42 |
105.39 |
100.90 |
|
| R3 |
104.03 |
103.00 |
100.25 |
|
| R2 |
101.64 |
101.64 |
100.03 |
|
| R1 |
100.61 |
100.61 |
99.81 |
101.13 |
| PP |
99.25 |
99.25 |
99.25 |
99.50 |
| S1 |
98.22 |
98.22 |
99.37 |
98.74 |
| S2 |
96.86 |
96.86 |
99.15 |
|
| S3 |
94.47 |
95.83 |
98.93 |
|
| S4 |
92.08 |
93.44 |
98.28 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.97 |
110.66 |
99.44 |
|
| R3 |
106.83 |
104.52 |
97.75 |
|
| R2 |
100.69 |
100.69 |
97.19 |
|
| R1 |
98.38 |
98.38 |
96.62 |
99.54 |
| PP |
94.55 |
94.55 |
94.55 |
95.13 |
| S1 |
92.24 |
92.24 |
95.50 |
93.40 |
| S2 |
88.41 |
88.41 |
94.93 |
|
| S3 |
82.27 |
86.10 |
94.37 |
|
| S4 |
76.13 |
79.96 |
92.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.27 |
94.59 |
5.68 |
5.7% |
2.15 |
2.2% |
88% |
True |
False |
35,972 |
| 10 |
100.27 |
90.73 |
9.54 |
9.6% |
2.48 |
2.5% |
93% |
True |
False |
40,584 |
| 20 |
103.76 |
90.73 |
13.03 |
13.1% |
2.65 |
2.7% |
68% |
False |
False |
35,037 |
| 40 |
105.81 |
90.73 |
15.08 |
15.1% |
2.85 |
2.9% |
59% |
False |
False |
26,040 |
| 60 |
115.58 |
90.73 |
24.85 |
25.0% |
2.97 |
3.0% |
36% |
False |
False |
21,084 |
| 80 |
115.58 |
90.73 |
24.85 |
25.0% |
2.71 |
2.7% |
36% |
False |
False |
17,785 |
| 100 |
115.58 |
90.73 |
24.85 |
25.0% |
2.64 |
2.6% |
36% |
False |
False |
16,268 |
| 120 |
115.58 |
90.73 |
24.85 |
25.0% |
2.42 |
2.4% |
36% |
False |
False |
14,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.43 |
|
2.618 |
106.53 |
|
1.618 |
104.14 |
|
1.000 |
102.66 |
|
0.618 |
101.75 |
|
HIGH |
100.27 |
|
0.618 |
99.36 |
|
0.500 |
99.08 |
|
0.382 |
98.79 |
|
LOW |
97.88 |
|
0.618 |
96.40 |
|
1.000 |
95.49 |
|
1.618 |
94.01 |
|
2.618 |
91.62 |
|
4.250 |
87.72 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.42 |
99.02 |
| PP |
99.25 |
98.45 |
| S1 |
99.08 |
97.88 |
|