NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
95.61 |
93.66 |
-1.95 |
-2.0% |
100.23 |
| High |
96.07 |
94.13 |
-1.94 |
-2.0% |
101.00 |
| Low |
93.49 |
91.63 |
-1.86 |
-2.0% |
95.38 |
| Close |
94.20 |
92.33 |
-1.87 |
-2.0% |
96.13 |
| Range |
2.58 |
2.50 |
-0.08 |
-3.1% |
5.62 |
| ATR |
2.73 |
2.71 |
-0.01 |
-0.4% |
0.00 |
| Volume |
83,863 |
85,140 |
1,277 |
1.5% |
306,614 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.20 |
98.76 |
93.71 |
|
| R3 |
97.70 |
96.26 |
93.02 |
|
| R2 |
95.20 |
95.20 |
92.79 |
|
| R1 |
93.76 |
93.76 |
92.56 |
93.23 |
| PP |
92.70 |
92.70 |
92.70 |
92.43 |
| S1 |
91.26 |
91.26 |
92.10 |
90.73 |
| S2 |
90.20 |
90.20 |
91.87 |
|
| S3 |
87.70 |
88.76 |
91.64 |
|
| S4 |
85.20 |
86.26 |
90.96 |
|
|
| 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 |
98.95 |
91.63 |
7.32 |
7.9% |
2.82 |
3.1% |
10% |
False |
True |
68,619 |
| 10 |
101.00 |
91.63 |
9.37 |
10.1% |
2.52 |
2.7% |
7% |
False |
True |
65,310 |
| 20 |
101.00 |
91.63 |
9.37 |
10.1% |
2.72 |
2.9% |
7% |
False |
True |
55,879 |
| 40 |
103.76 |
90.73 |
13.03 |
14.1% |
2.71 |
2.9% |
12% |
False |
False |
45,291 |
| 60 |
105.81 |
90.73 |
15.08 |
16.3% |
2.83 |
3.1% |
11% |
False |
False |
35,720 |
| 80 |
115.58 |
90.73 |
24.85 |
26.9% |
2.92 |
3.2% |
6% |
False |
False |
29,487 |
| 100 |
115.58 |
90.73 |
24.85 |
26.9% |
2.71 |
2.9% |
6% |
False |
False |
25,144 |
| 120 |
115.58 |
90.73 |
24.85 |
26.9% |
2.64 |
2.9% |
6% |
False |
False |
22,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.76 |
|
2.618 |
100.68 |
|
1.618 |
98.18 |
|
1.000 |
96.63 |
|
0.618 |
95.68 |
|
HIGH |
94.13 |
|
0.618 |
93.18 |
|
0.500 |
92.88 |
|
0.382 |
92.59 |
|
LOW |
91.63 |
|
0.618 |
90.09 |
|
1.000 |
89.13 |
|
1.618 |
87.59 |
|
2.618 |
85.09 |
|
4.250 |
81.01 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.88 |
95.29 |
| PP |
92.70 |
94.30 |
| S1 |
92.51 |
93.32 |
|