NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
99.64 |
99.64 |
0.00 |
0.0% |
98.16 |
| High |
101.00 |
99.91 |
-1.09 |
-1.1% |
100.52 |
| Low |
98.18 |
97.65 |
-0.53 |
-0.5% |
95.47 |
| Close |
100.01 |
97.84 |
-2.17 |
-2.2% |
100.20 |
| Range |
2.82 |
2.26 |
-0.56 |
-19.9% |
5.05 |
| ATR |
2.66 |
2.64 |
-0.02 |
-0.8% |
0.00 |
| Volume |
59,115 |
71,304 |
12,189 |
20.6% |
259,741 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.25 |
103.80 |
99.08 |
|
| R3 |
102.99 |
101.54 |
98.46 |
|
| R2 |
100.73 |
100.73 |
98.25 |
|
| R1 |
99.28 |
99.28 |
98.05 |
98.88 |
| PP |
98.47 |
98.47 |
98.47 |
98.26 |
| S1 |
97.02 |
97.02 |
97.63 |
96.62 |
| S2 |
96.21 |
96.21 |
97.43 |
|
| S3 |
93.95 |
94.76 |
97.22 |
|
| S4 |
91.69 |
92.50 |
96.60 |
|
|
| 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 |
97.59 |
3.41 |
3.5% |
2.23 |
2.3% |
7% |
False |
False |
62,000 |
| 10 |
101.00 |
95.44 |
5.56 |
5.7% |
2.60 |
2.7% |
43% |
False |
False |
54,312 |
| 20 |
101.00 |
93.80 |
7.20 |
7.4% |
2.59 |
2.6% |
56% |
False |
False |
48,048 |
| 40 |
104.65 |
90.73 |
13.92 |
14.2% |
2.66 |
2.7% |
51% |
False |
False |
39,397 |
| 60 |
113.77 |
90.73 |
23.04 |
23.5% |
3.05 |
3.1% |
31% |
False |
False |
31,074 |
| 80 |
115.58 |
90.73 |
24.85 |
25.4% |
2.82 |
2.9% |
29% |
False |
False |
25,735 |
| 100 |
115.58 |
90.73 |
24.85 |
25.4% |
2.70 |
2.8% |
29% |
False |
False |
22,209 |
| 120 |
115.58 |
90.73 |
24.85 |
25.4% |
2.58 |
2.6% |
29% |
False |
False |
20,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.52 |
|
2.618 |
105.83 |
|
1.618 |
103.57 |
|
1.000 |
102.17 |
|
0.618 |
101.31 |
|
HIGH |
99.91 |
|
0.618 |
99.05 |
|
0.500 |
98.78 |
|
0.382 |
98.51 |
|
LOW |
97.65 |
|
0.618 |
96.25 |
|
1.000 |
95.39 |
|
1.618 |
93.99 |
|
2.618 |
91.73 |
|
4.250 |
88.05 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.78 |
99.33 |
| PP |
98.47 |
98.83 |
| S1 |
98.15 |
98.34 |
|