NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
99.43 |
100.23 |
0.80 |
0.8% |
98.16 |
High |
100.50 |
100.23 |
-0.27 |
-0.3% |
100.52 |
Low |
98.76 |
98.85 |
0.09 |
0.1% |
95.47 |
Close |
100.20 |
99.60 |
-0.60 |
-0.6% |
100.20 |
Range |
1.74 |
1.38 |
-0.36 |
-20.7% |
5.05 |
ATR |
2.75 |
2.65 |
-0.10 |
-3.6% |
0.00 |
Volume |
74,570 |
54,396 |
-20,174 |
-27.1% |
259,741 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.70 |
103.03 |
100.36 |
|
R3 |
102.32 |
101.65 |
99.98 |
|
R2 |
100.94 |
100.94 |
99.85 |
|
R1 |
100.27 |
100.27 |
99.73 |
99.92 |
PP |
99.56 |
99.56 |
99.56 |
99.38 |
S1 |
98.89 |
98.89 |
99.47 |
98.54 |
S2 |
98.18 |
98.18 |
99.35 |
|
S3 |
96.80 |
97.51 |
99.22 |
|
S4 |
95.42 |
96.13 |
98.84 |
|
|
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 |
96.67 |
3.85 |
3.9% |
2.23 |
2.2% |
76% |
False |
False |
54,508 |
10 |
100.52 |
94.50 |
6.02 |
6.0% |
2.73 |
2.7% |
85% |
False |
False |
50,505 |
20 |
100.52 |
90.73 |
9.79 |
9.8% |
2.54 |
2.6% |
91% |
False |
False |
45,714 |
40 |
104.65 |
90.73 |
13.92 |
14.0% |
2.65 |
2.7% |
64% |
False |
False |
37,257 |
60 |
115.58 |
90.73 |
24.85 |
24.9% |
3.05 |
3.1% |
36% |
False |
False |
29,232 |
80 |
115.58 |
90.73 |
24.85 |
24.9% |
2.80 |
2.8% |
36% |
False |
False |
24,335 |
100 |
115.58 |
90.73 |
24.85 |
24.9% |
2.67 |
2.7% |
36% |
False |
False |
21,087 |
120 |
115.58 |
90.73 |
24.85 |
24.9% |
2.55 |
2.6% |
36% |
False |
False |
19,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.10 |
2.618 |
103.84 |
1.618 |
102.46 |
1.000 |
101.61 |
0.618 |
101.08 |
HIGH |
100.23 |
0.618 |
99.70 |
0.500 |
99.54 |
0.382 |
99.38 |
LOW |
98.85 |
0.618 |
98.00 |
1.000 |
97.47 |
1.618 |
96.62 |
2.618 |
95.24 |
4.250 |
92.99 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.58 |
99.42 |
PP |
99.56 |
99.24 |
S1 |
99.54 |
99.06 |
|