NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
97.65 |
97.58 |
-0.07 |
-0.1% |
100.23 |
| High |
98.40 |
97.80 |
-0.60 |
-0.6% |
101.00 |
| Low |
96.90 |
95.38 |
-1.52 |
-1.6% |
95.38 |
| Close |
97.87 |
96.13 |
-1.74 |
-1.8% |
96.13 |
| Range |
1.50 |
2.42 |
0.92 |
61.3% |
5.62 |
| ATR |
2.56 |
2.56 |
-0.01 |
-0.2% |
0.00 |
| Volume |
72,803 |
48,996 |
-23,807 |
-32.7% |
306,614 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.70 |
102.33 |
97.46 |
|
| R3 |
101.28 |
99.91 |
96.80 |
|
| R2 |
98.86 |
98.86 |
96.57 |
|
| R1 |
97.49 |
97.49 |
96.35 |
96.97 |
| PP |
96.44 |
96.44 |
96.44 |
96.17 |
| S1 |
95.07 |
95.07 |
95.91 |
94.55 |
| S2 |
94.02 |
94.02 |
95.69 |
|
| S3 |
91.60 |
92.65 |
95.46 |
|
| S4 |
89.18 |
90.23 |
94.80 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.36 |
110.87 |
99.22 |
|
| R3 |
108.74 |
105.25 |
97.68 |
|
| R2 |
103.12 |
103.12 |
97.16 |
|
| R1 |
99.63 |
99.63 |
96.65 |
98.57 |
| PP |
97.50 |
97.50 |
97.50 |
96.97 |
| S1 |
94.01 |
94.01 |
95.61 |
92.95 |
| S2 |
91.88 |
91.88 |
95.10 |
|
| S3 |
86.26 |
88.39 |
94.58 |
|
| S4 |
80.64 |
82.77 |
93.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.00 |
95.38 |
5.62 |
5.8% |
2.08 |
2.2% |
13% |
False |
True |
61,322 |
| 10 |
101.00 |
95.38 |
5.62 |
5.8% |
2.31 |
2.4% |
13% |
False |
True |
56,635 |
| 20 |
101.00 |
94.50 |
6.50 |
6.8% |
2.54 |
2.6% |
25% |
False |
False |
50,201 |
| 40 |
103.76 |
90.73 |
13.03 |
13.6% |
2.61 |
2.7% |
41% |
False |
False |
41,690 |
| 60 |
109.94 |
90.73 |
19.21 |
20.0% |
3.03 |
3.2% |
28% |
False |
False |
32,813 |
| 80 |
115.58 |
90.73 |
24.85 |
25.9% |
2.85 |
3.0% |
22% |
False |
False |
27,047 |
| 100 |
115.58 |
90.73 |
24.85 |
25.9% |
2.69 |
2.8% |
22% |
False |
False |
23,213 |
| 120 |
115.58 |
90.73 |
24.85 |
25.9% |
2.59 |
2.7% |
22% |
False |
False |
21,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.09 |
|
2.618 |
104.14 |
|
1.618 |
101.72 |
|
1.000 |
100.22 |
|
0.618 |
99.30 |
|
HIGH |
97.80 |
|
0.618 |
96.88 |
|
0.500 |
96.59 |
|
0.382 |
96.30 |
|
LOW |
95.38 |
|
0.618 |
93.88 |
|
1.000 |
92.96 |
|
1.618 |
91.46 |
|
2.618 |
89.04 |
|
4.250 |
85.10 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.59 |
97.65 |
| PP |
96.44 |
97.14 |
| S1 |
96.28 |
96.64 |
|