NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
100.25 |
97.61 |
-2.64 |
-2.6% |
96.73 |
| High |
100.48 |
97.73 |
-2.75 |
-2.7% |
100.67 |
| Low |
97.12 |
95.68 |
-1.44 |
-1.5% |
96.03 |
| Close |
97.72 |
96.64 |
-1.08 |
-1.1% |
97.72 |
| Range |
3.36 |
2.05 |
-1.31 |
-39.0% |
4.64 |
| ATR |
2.66 |
2.62 |
-0.04 |
-1.6% |
0.00 |
| Volume |
39,919 |
32,883 |
-7,036 |
-17.6% |
114,669 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.83 |
101.79 |
97.77 |
|
| R3 |
100.78 |
99.74 |
97.20 |
|
| R2 |
98.73 |
98.73 |
97.02 |
|
| R1 |
97.69 |
97.69 |
96.83 |
97.19 |
| PP |
96.68 |
96.68 |
96.68 |
96.43 |
| S1 |
95.64 |
95.64 |
96.45 |
95.14 |
| S2 |
94.63 |
94.63 |
96.26 |
|
| S3 |
92.58 |
93.59 |
96.08 |
|
| S4 |
90.53 |
91.54 |
95.51 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.06 |
109.53 |
100.27 |
|
| R3 |
107.42 |
104.89 |
99.00 |
|
| R2 |
102.78 |
102.78 |
98.57 |
|
| R1 |
100.25 |
100.25 |
98.15 |
101.52 |
| PP |
98.14 |
98.14 |
98.14 |
98.77 |
| S1 |
95.61 |
95.61 |
97.29 |
96.88 |
| S2 |
93.50 |
93.50 |
96.87 |
|
| S3 |
88.86 |
90.97 |
96.44 |
|
| S4 |
84.22 |
86.33 |
95.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.67 |
95.68 |
4.99 |
5.2% |
2.49 |
2.6% |
19% |
False |
True |
29,510 |
| 10 |
100.67 |
91.35 |
9.32 |
9.6% |
2.28 |
2.4% |
57% |
False |
False |
27,491 |
| 20 |
101.49 |
91.35 |
10.14 |
10.5% |
2.58 |
2.7% |
52% |
False |
False |
23,589 |
| 40 |
104.85 |
91.35 |
13.50 |
14.0% |
2.54 |
2.6% |
39% |
False |
False |
17,960 |
| 60 |
115.57 |
91.35 |
24.22 |
25.1% |
2.81 |
2.9% |
22% |
False |
False |
14,770 |
| 80 |
115.57 |
91.35 |
24.22 |
25.1% |
2.54 |
2.6% |
22% |
False |
False |
13,015 |
| 100 |
115.57 |
91.35 |
24.22 |
25.1% |
2.51 |
2.6% |
22% |
False |
False |
12,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.44 |
|
2.618 |
103.10 |
|
1.618 |
101.05 |
|
1.000 |
99.78 |
|
0.618 |
99.00 |
|
HIGH |
97.73 |
|
0.618 |
96.95 |
|
0.500 |
96.71 |
|
0.382 |
96.46 |
|
LOW |
95.68 |
|
0.618 |
94.41 |
|
1.000 |
93.63 |
|
1.618 |
92.36 |
|
2.618 |
90.31 |
|
4.250 |
86.97 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.71 |
98.18 |
| PP |
96.68 |
97.66 |
| S1 |
96.66 |
97.15 |
|