NYMEX Light Sweet Crude Oil Future October 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 |
99.76 |
96.90 |
-2.86 |
-2.9% |
96.15 |
| High |
100.05 |
97.27 |
-2.78 |
-2.8% |
100.27 |
| Low |
96.58 |
95.16 |
-1.42 |
-1.5% |
95.48 |
| Close |
97.19 |
96.11 |
-1.08 |
-1.1% |
97.19 |
| Range |
3.47 |
2.11 |
-1.36 |
-39.2% |
4.79 |
| ATR |
2.75 |
2.71 |
-0.05 |
-1.7% |
0.00 |
| Volume |
59,982 |
45,367 |
-14,615 |
-24.4% |
165,322 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.51 |
101.42 |
97.27 |
|
| R3 |
100.40 |
99.31 |
96.69 |
|
| R2 |
98.29 |
98.29 |
96.50 |
|
| R1 |
97.20 |
97.20 |
96.30 |
96.69 |
| PP |
96.18 |
96.18 |
96.18 |
95.93 |
| S1 |
95.09 |
95.09 |
95.92 |
94.58 |
| S2 |
94.07 |
94.07 |
95.72 |
|
| S3 |
91.96 |
92.98 |
95.53 |
|
| S4 |
89.85 |
90.87 |
94.95 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.02 |
109.39 |
99.82 |
|
| R3 |
107.23 |
104.60 |
98.51 |
|
| R2 |
102.44 |
102.44 |
98.07 |
|
| R1 |
99.81 |
99.81 |
97.63 |
101.13 |
| PP |
97.65 |
97.65 |
97.65 |
98.30 |
| S1 |
95.02 |
95.02 |
96.75 |
96.34 |
| S2 |
92.86 |
92.86 |
96.31 |
|
| S3 |
88.07 |
90.23 |
95.87 |
|
| S4 |
83.28 |
85.44 |
94.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.27 |
95.16 |
5.11 |
5.3% |
2.54 |
2.6% |
19% |
False |
True |
42,137 |
| 10 |
100.27 |
90.73 |
9.54 |
9.9% |
2.35 |
2.4% |
56% |
False |
False |
40,923 |
| 20 |
101.12 |
90.73 |
10.39 |
10.8% |
2.69 |
2.8% |
52% |
False |
False |
36,253 |
| 40 |
104.65 |
90.73 |
13.92 |
14.5% |
2.69 |
2.8% |
39% |
False |
False |
27,772 |
| 60 |
115.58 |
90.73 |
24.85 |
25.9% |
2.96 |
3.1% |
22% |
False |
False |
22,460 |
| 80 |
115.58 |
90.73 |
24.85 |
25.9% |
2.69 |
2.8% |
22% |
False |
False |
18,967 |
| 100 |
115.58 |
90.73 |
24.85 |
25.9% |
2.65 |
2.8% |
22% |
False |
False |
17,140 |
| 120 |
115.58 |
90.73 |
24.85 |
25.9% |
2.45 |
2.5% |
22% |
False |
False |
15,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.24 |
|
2.618 |
102.79 |
|
1.618 |
100.68 |
|
1.000 |
99.38 |
|
0.618 |
98.57 |
|
HIGH |
97.27 |
|
0.618 |
96.46 |
|
0.500 |
96.22 |
|
0.382 |
95.97 |
|
LOW |
95.16 |
|
0.618 |
93.86 |
|
1.000 |
93.05 |
|
1.618 |
91.75 |
|
2.618 |
89.64 |
|
4.250 |
86.19 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.22 |
97.72 |
| PP |
96.18 |
97.18 |
| S1 |
96.15 |
96.65 |
|