NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
96.05 |
97.56 |
1.51 |
1.6% |
96.15 |
High |
98.34 |
100.02 |
1.68 |
1.7% |
100.27 |
Low |
94.50 |
97.40 |
2.90 |
3.1% |
95.48 |
Close |
98.27 |
98.90 |
0.63 |
0.6% |
97.19 |
Range |
3.84 |
2.62 |
-1.22 |
-31.8% |
4.79 |
ATR |
2.79 |
2.78 |
-0.01 |
-0.4% |
0.00 |
Volume |
37,618 |
54,735 |
17,117 |
45.5% |
165,322 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.63 |
105.39 |
100.34 |
|
R3 |
104.01 |
102.77 |
99.62 |
|
R2 |
101.39 |
101.39 |
99.38 |
|
R1 |
100.15 |
100.15 |
99.14 |
100.77 |
PP |
98.77 |
98.77 |
98.77 |
99.09 |
S1 |
97.53 |
97.53 |
98.66 |
98.15 |
S2 |
96.15 |
96.15 |
98.42 |
|
S3 |
93.53 |
94.91 |
98.18 |
|
S4 |
90.91 |
92.29 |
97.46 |
|
|
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 |
94.50 |
5.77 |
5.8% |
2.89 |
2.9% |
76% |
False |
False |
46,273 |
10 |
100.27 |
93.80 |
6.47 |
6.5% |
2.59 |
2.6% |
79% |
False |
False |
41,785 |
20 |
101.12 |
90.73 |
10.39 |
10.5% |
2.71 |
2.7% |
79% |
False |
False |
37,873 |
40 |
104.65 |
90.73 |
13.92 |
14.1% |
2.70 |
2.7% |
59% |
False |
False |
29,470 |
60 |
115.58 |
90.73 |
24.85 |
25.1% |
2.99 |
3.0% |
33% |
False |
False |
23,629 |
80 |
115.58 |
90.73 |
24.85 |
25.1% |
2.68 |
2.7% |
33% |
False |
False |
19,989 |
100 |
115.58 |
90.73 |
24.85 |
25.1% |
2.70 |
2.7% |
33% |
False |
False |
17,929 |
120 |
115.58 |
90.73 |
24.85 |
25.1% |
2.48 |
2.5% |
33% |
False |
False |
16,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.16 |
2.618 |
106.88 |
1.618 |
104.26 |
1.000 |
102.64 |
0.618 |
101.64 |
HIGH |
100.02 |
0.618 |
99.02 |
0.500 |
98.71 |
0.382 |
98.40 |
LOW |
97.40 |
0.618 |
95.78 |
1.000 |
94.78 |
1.618 |
93.16 |
2.618 |
90.54 |
4.250 |
86.27 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
98.84 |
98.35 |
PP |
98.77 |
97.81 |
S1 |
98.71 |
97.26 |
|