NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
96.82 |
98.16 |
1.34 |
1.4% |
96.90 |
High |
98.52 |
98.43 |
-0.09 |
-0.1% |
100.02 |
Low |
96.06 |
95.47 |
-0.59 |
-0.6% |
94.50 |
Close |
97.99 |
96.65 |
-1.34 |
-1.4% |
97.99 |
Range |
2.46 |
2.96 |
0.50 |
20.3% |
5.52 |
ATR |
2.85 |
2.86 |
0.01 |
0.3% |
0.00 |
Volume |
53,702 |
41,594 |
-12,108 |
-22.5% |
236,285 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.73 |
104.15 |
98.28 |
|
R3 |
102.77 |
101.19 |
97.46 |
|
R2 |
99.81 |
99.81 |
97.19 |
|
R1 |
98.23 |
98.23 |
96.92 |
97.54 |
PP |
96.85 |
96.85 |
96.85 |
96.51 |
S1 |
95.27 |
95.27 |
96.38 |
94.58 |
S2 |
93.89 |
93.89 |
96.11 |
|
S3 |
90.93 |
92.31 |
95.84 |
|
S4 |
87.97 |
89.35 |
95.02 |
|
|
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 |
5.7% |
3.23 |
3.3% |
39% |
False |
False |
46,502 |
10 |
100.27 |
94.50 |
5.77 |
6.0% |
2.88 |
3.0% |
37% |
False |
False |
44,320 |
20 |
100.27 |
90.73 |
9.54 |
9.9% |
2.67 |
2.8% |
62% |
False |
False |
40,380 |
40 |
104.65 |
90.73 |
13.92 |
14.4% |
2.75 |
2.8% |
43% |
False |
False |
32,060 |
60 |
115.58 |
90.73 |
24.85 |
25.7% |
3.02 |
3.1% |
24% |
False |
False |
25,477 |
80 |
115.58 |
90.73 |
24.85 |
25.7% |
2.74 |
2.8% |
24% |
False |
False |
21,472 |
100 |
115.58 |
90.73 |
24.85 |
25.7% |
2.70 |
2.8% |
24% |
False |
False |
18,985 |
120 |
115.58 |
90.73 |
24.85 |
25.7% |
2.53 |
2.6% |
24% |
False |
False |
17,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.01 |
2.618 |
106.18 |
1.618 |
103.22 |
1.000 |
101.39 |
0.618 |
100.26 |
HIGH |
98.43 |
0.618 |
97.30 |
0.500 |
96.95 |
0.382 |
96.60 |
LOW |
95.47 |
0.618 |
93.64 |
1.000 |
92.51 |
1.618 |
90.68 |
2.618 |
87.72 |
4.250 |
82.89 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
96.95 |
97.58 |
PP |
96.85 |
97.27 |
S1 |
96.75 |
96.96 |
|