NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
98.73 |
96.82 |
-1.91 |
-1.9% |
96.90 |
| High |
99.72 |
98.52 |
-1.20 |
-1.2% |
100.02 |
| Low |
95.44 |
96.06 |
0.62 |
0.6% |
94.50 |
| Close |
96.55 |
97.99 |
1.44 |
1.5% |
97.99 |
| Range |
4.28 |
2.46 |
-1.82 |
-42.5% |
5.52 |
| ATR |
2.88 |
2.85 |
-0.03 |
-1.1% |
0.00 |
| Volume |
44,863 |
53,702 |
8,839 |
19.7% |
236,285 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.90 |
103.91 |
99.34 |
|
| R3 |
102.44 |
101.45 |
98.67 |
|
| R2 |
99.98 |
99.98 |
98.44 |
|
| R1 |
98.99 |
98.99 |
98.22 |
99.49 |
| PP |
97.52 |
97.52 |
97.52 |
97.77 |
| S1 |
96.53 |
96.53 |
97.76 |
97.03 |
| S2 |
95.06 |
95.06 |
97.54 |
|
| S3 |
92.60 |
94.07 |
97.31 |
|
| S4 |
90.14 |
91.61 |
96.64 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.06 |
111.55 |
101.03 |
|
| R3 |
108.54 |
106.03 |
99.51 |
|
| R2 |
103.02 |
103.02 |
99.00 |
|
| R1 |
100.51 |
100.51 |
98.50 |
101.77 |
| PP |
97.50 |
97.50 |
97.50 |
98.13 |
| S1 |
94.99 |
94.99 |
97.48 |
96.25 |
| S2 |
91.98 |
91.98 |
96.98 |
|
| S3 |
86.46 |
89.47 |
96.47 |
|
| S4 |
80.94 |
83.95 |
94.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.02 |
94.50 |
5.52 |
5.6% |
3.06 |
3.1% |
63% |
False |
False |
47,257 |
| 10 |
100.27 |
94.50 |
5.77 |
5.9% |
2.78 |
2.8% |
60% |
False |
False |
43,768 |
| 20 |
100.27 |
90.73 |
9.54 |
9.7% |
2.70 |
2.8% |
76% |
False |
False |
39,627 |
| 40 |
104.65 |
90.73 |
13.92 |
14.2% |
2.73 |
2.8% |
52% |
False |
False |
31,334 |
| 60 |
115.58 |
90.73 |
24.85 |
25.4% |
3.01 |
3.1% |
29% |
False |
False |
24,956 |
| 80 |
115.58 |
90.73 |
24.85 |
25.4% |
2.72 |
2.8% |
29% |
False |
False |
21,011 |
| 100 |
115.58 |
90.73 |
24.85 |
25.4% |
2.70 |
2.8% |
29% |
False |
False |
18,719 |
| 120 |
115.58 |
90.73 |
24.85 |
25.4% |
2.52 |
2.6% |
29% |
False |
False |
17,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.98 |
|
2.618 |
104.96 |
|
1.618 |
102.50 |
|
1.000 |
100.98 |
|
0.618 |
100.04 |
|
HIGH |
98.52 |
|
0.618 |
97.58 |
|
0.500 |
97.29 |
|
0.382 |
97.00 |
|
LOW |
96.06 |
|
0.618 |
94.54 |
|
1.000 |
93.60 |
|
1.618 |
92.08 |
|
2.618 |
89.62 |
|
4.250 |
85.61 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.76 |
97.90 |
| PP |
97.52 |
97.82 |
| S1 |
97.29 |
97.73 |
|