NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
98.16 |
96.80 |
-1.36 |
-1.4% |
96.90 |
High |
98.43 |
99.36 |
0.93 |
0.9% |
100.02 |
Low |
95.47 |
96.67 |
1.20 |
1.3% |
94.50 |
Close |
96.65 |
98.24 |
1.59 |
1.6% |
97.99 |
Range |
2.96 |
2.69 |
-0.27 |
-9.1% |
5.52 |
ATR |
2.86 |
2.85 |
-0.01 |
-0.4% |
0.00 |
Volume |
41,594 |
50,829 |
9,235 |
22.2% |
236,285 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.16 |
104.89 |
99.72 |
|
R3 |
103.47 |
102.20 |
98.98 |
|
R2 |
100.78 |
100.78 |
98.73 |
|
R1 |
99.51 |
99.51 |
98.49 |
100.15 |
PP |
98.09 |
98.09 |
98.09 |
98.41 |
S1 |
96.82 |
96.82 |
97.99 |
97.46 |
S2 |
95.40 |
95.40 |
97.75 |
|
S3 |
92.71 |
94.13 |
97.50 |
|
S4 |
90.02 |
91.44 |
96.76 |
|
|
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 |
95.44 |
4.58 |
4.7% |
3.00 |
3.1% |
61% |
False |
False |
49,144 |
10 |
100.27 |
94.50 |
5.77 |
5.9% |
2.85 |
2.9% |
65% |
False |
False |
45,773 |
20 |
100.27 |
90.73 |
9.54 |
9.7% |
2.70 |
2.7% |
79% |
False |
False |
41,624 |
40 |
104.65 |
90.73 |
13.92 |
14.2% |
2.73 |
2.8% |
54% |
False |
False |
33,060 |
60 |
115.58 |
90.73 |
24.85 |
25.3% |
3.04 |
3.1% |
30% |
False |
False |
26,183 |
80 |
115.58 |
90.73 |
24.85 |
25.3% |
2.76 |
2.8% |
30% |
False |
False |
21,996 |
100 |
115.58 |
90.73 |
24.85 |
25.3% |
2.67 |
2.7% |
30% |
False |
False |
19,300 |
120 |
115.58 |
90.73 |
24.85 |
25.3% |
2.54 |
2.6% |
30% |
False |
False |
17,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.79 |
2.618 |
106.40 |
1.618 |
103.71 |
1.000 |
102.05 |
0.618 |
101.02 |
HIGH |
99.36 |
0.618 |
98.33 |
0.500 |
98.02 |
0.382 |
97.70 |
LOW |
96.67 |
0.618 |
95.01 |
1.000 |
93.98 |
1.618 |
92.32 |
2.618 |
89.63 |
4.250 |
85.24 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
98.17 |
97.97 |
PP |
98.09 |
97.69 |
S1 |
98.02 |
97.42 |
|