NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.23 |
99.64 |
-0.59 |
-0.6% |
98.16 |
High |
100.23 |
101.00 |
0.77 |
0.8% |
100.52 |
Low |
98.85 |
98.18 |
-0.67 |
-0.7% |
95.47 |
Close |
99.60 |
100.01 |
0.41 |
0.4% |
100.20 |
Range |
1.38 |
2.82 |
1.44 |
104.3% |
5.05 |
ATR |
2.65 |
2.66 |
0.01 |
0.5% |
0.00 |
Volume |
54,396 |
59,115 |
4,719 |
8.7% |
259,741 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.19 |
106.92 |
101.56 |
|
R3 |
105.37 |
104.10 |
100.79 |
|
R2 |
102.55 |
102.55 |
100.53 |
|
R1 |
101.28 |
101.28 |
100.27 |
101.92 |
PP |
99.73 |
99.73 |
99.73 |
100.05 |
S1 |
98.46 |
98.46 |
99.75 |
99.10 |
S2 |
96.91 |
96.91 |
99.49 |
|
S3 |
94.09 |
95.64 |
99.23 |
|
S4 |
91.27 |
92.82 |
98.46 |
|
|
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 |
101.00 |
97.33 |
3.67 |
3.7% |
2.26 |
2.3% |
73% |
True |
False |
56,165 |
10 |
101.00 |
95.44 |
5.56 |
5.6% |
2.63 |
2.6% |
82% |
True |
False |
52,655 |
20 |
101.00 |
91.55 |
9.45 |
9.4% |
2.60 |
2.6% |
90% |
True |
False |
46,186 |
40 |
104.65 |
90.73 |
13.92 |
13.9% |
2.69 |
2.7% |
67% |
False |
False |
37,991 |
60 |
115.58 |
90.73 |
24.85 |
24.8% |
3.07 |
3.1% |
37% |
False |
False |
30,045 |
80 |
115.58 |
90.73 |
24.85 |
24.8% |
2.81 |
2.8% |
37% |
False |
False |
24,954 |
100 |
115.58 |
90.73 |
24.85 |
24.8% |
2.69 |
2.7% |
37% |
False |
False |
21,580 |
120 |
115.58 |
90.73 |
24.85 |
24.8% |
2.57 |
2.6% |
37% |
False |
False |
19,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.99 |
2.618 |
108.38 |
1.618 |
105.56 |
1.000 |
103.82 |
0.618 |
102.74 |
HIGH |
101.00 |
0.618 |
99.92 |
0.500 |
99.59 |
0.382 |
99.26 |
LOW |
98.18 |
0.618 |
96.44 |
1.000 |
95.36 |
1.618 |
93.62 |
2.618 |
90.80 |
4.250 |
86.20 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.87 |
99.87 |
PP |
99.73 |
99.73 |
S1 |
99.59 |
99.59 |
|