NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
98.75 |
99.43 |
0.68 |
0.7% |
98.16 |
High |
100.52 |
100.50 |
-0.02 |
0.0% |
100.52 |
Low |
97.59 |
98.76 |
1.17 |
1.2% |
95.47 |
Close |
99.46 |
100.20 |
0.74 |
0.7% |
100.20 |
Range |
2.93 |
1.74 |
-1.19 |
-40.6% |
5.05 |
ATR |
2.83 |
2.75 |
-0.08 |
-2.7% |
0.00 |
Volume |
50,617 |
74,570 |
23,953 |
47.3% |
259,741 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.04 |
104.36 |
101.16 |
|
R3 |
103.30 |
102.62 |
100.68 |
|
R2 |
101.56 |
101.56 |
100.52 |
|
R1 |
100.88 |
100.88 |
100.36 |
101.22 |
PP |
99.82 |
99.82 |
99.82 |
99.99 |
S1 |
99.14 |
99.14 |
100.04 |
99.48 |
S2 |
98.08 |
98.08 |
99.88 |
|
S3 |
96.34 |
97.40 |
99.72 |
|
S4 |
94.60 |
95.66 |
99.24 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.88 |
112.09 |
102.98 |
|
R3 |
108.83 |
107.04 |
101.59 |
|
R2 |
103.78 |
103.78 |
101.13 |
|
R1 |
101.99 |
101.99 |
100.66 |
102.89 |
PP |
98.73 |
98.73 |
98.73 |
99.18 |
S1 |
96.94 |
96.94 |
99.74 |
97.84 |
S2 |
93.68 |
93.68 |
99.27 |
|
S3 |
88.63 |
91.89 |
98.81 |
|
S4 |
83.58 |
86.84 |
97.42 |
|
|
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 |
5.0% |
2.55 |
2.5% |
94% |
False |
False |
51,948 |
10 |
100.52 |
94.50 |
6.02 |
6.0% |
2.81 |
2.8% |
95% |
False |
False |
49,602 |
20 |
100.52 |
90.73 |
9.79 |
9.8% |
2.59 |
2.6% |
97% |
False |
False |
46,434 |
40 |
104.65 |
90.73 |
13.92 |
13.9% |
2.66 |
2.7% |
68% |
False |
False |
36,210 |
60 |
115.58 |
90.73 |
24.85 |
24.8% |
3.06 |
3.1% |
38% |
False |
False |
28,537 |
80 |
115.58 |
90.73 |
24.85 |
24.8% |
2.80 |
2.8% |
38% |
False |
False |
23,758 |
100 |
115.58 |
90.73 |
24.85 |
24.8% |
2.67 |
2.7% |
38% |
False |
False |
20,645 |
120 |
115.58 |
90.73 |
24.85 |
24.8% |
2.55 |
2.5% |
38% |
False |
False |
18,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.90 |
2.618 |
105.06 |
1.618 |
103.32 |
1.000 |
102.24 |
0.618 |
101.58 |
HIGH |
100.50 |
0.618 |
99.84 |
0.500 |
99.63 |
0.382 |
99.42 |
LOW |
98.76 |
0.618 |
97.68 |
1.000 |
97.02 |
1.618 |
95.94 |
2.618 |
94.20 |
4.250 |
91.37 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.01 |
99.78 |
PP |
99.82 |
99.35 |
S1 |
99.63 |
98.93 |
|