NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
98.90 |
98.75 |
-0.15 |
-0.2% |
96.90 |
High |
99.76 |
100.52 |
0.76 |
0.8% |
100.02 |
Low |
97.33 |
97.59 |
0.26 |
0.3% |
94.50 |
Close |
98.78 |
99.46 |
0.68 |
0.7% |
97.99 |
Range |
2.43 |
2.93 |
0.50 |
20.6% |
5.52 |
ATR |
2.82 |
2.83 |
0.01 |
0.3% |
0.00 |
Volume |
42,131 |
50,617 |
8,486 |
20.1% |
236,285 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.98 |
106.65 |
101.07 |
|
R3 |
105.05 |
103.72 |
100.27 |
|
R2 |
102.12 |
102.12 |
100.00 |
|
R1 |
100.79 |
100.79 |
99.73 |
101.46 |
PP |
99.19 |
99.19 |
99.19 |
99.52 |
S1 |
97.86 |
97.86 |
99.19 |
98.53 |
S2 |
96.26 |
96.26 |
98.92 |
|
S3 |
93.33 |
94.93 |
98.65 |
|
S4 |
90.40 |
92.00 |
97.85 |
|
|
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 |
100.52 |
95.47 |
5.05 |
5.1% |
2.69 |
2.7% |
79% |
True |
False |
47,774 |
10 |
100.52 |
94.50 |
6.02 |
6.1% |
2.98 |
3.0% |
82% |
True |
False |
48,143 |
20 |
100.52 |
90.73 |
9.79 |
9.8% |
2.73 |
2.7% |
89% |
True |
False |
44,363 |
40 |
104.65 |
90.73 |
13.92 |
14.0% |
2.70 |
2.7% |
63% |
False |
False |
34,683 |
60 |
115.58 |
90.73 |
24.85 |
25.0% |
3.08 |
3.1% |
35% |
False |
False |
27,470 |
80 |
115.58 |
90.73 |
24.85 |
25.0% |
2.80 |
2.8% |
35% |
False |
False |
22,914 |
100 |
115.58 |
90.73 |
24.85 |
25.0% |
2.68 |
2.7% |
35% |
False |
False |
19,988 |
120 |
115.58 |
90.73 |
24.85 |
25.0% |
2.55 |
2.6% |
35% |
False |
False |
18,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.97 |
2.618 |
108.19 |
1.618 |
105.26 |
1.000 |
103.45 |
0.618 |
102.33 |
HIGH |
100.52 |
0.618 |
99.40 |
0.500 |
99.06 |
0.382 |
98.71 |
LOW |
97.59 |
0.618 |
95.78 |
1.000 |
94.66 |
1.618 |
92.85 |
2.618 |
89.92 |
4.250 |
85.14 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.33 |
99.17 |
PP |
99.19 |
98.88 |
S1 |
99.06 |
98.60 |
|