NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
96.45 |
98.07 |
1.62 |
1.7% |
96.73 |
High |
98.79 |
100.40 |
1.61 |
1.6% |
100.67 |
Low |
95.00 |
97.87 |
2.87 |
3.0% |
96.03 |
Close |
98.74 |
99.36 |
0.62 |
0.6% |
97.72 |
Range |
3.79 |
2.53 |
-1.26 |
-33.2% |
4.64 |
ATR |
2.70 |
2.69 |
-0.01 |
-0.4% |
0.00 |
Volume |
27,104 |
35,585 |
8,481 |
31.3% |
114,669 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.80 |
105.61 |
100.75 |
|
R3 |
104.27 |
103.08 |
100.06 |
|
R2 |
101.74 |
101.74 |
99.82 |
|
R1 |
100.55 |
100.55 |
99.59 |
101.15 |
PP |
99.21 |
99.21 |
99.21 |
99.51 |
S1 |
98.02 |
98.02 |
99.13 |
98.62 |
S2 |
96.68 |
96.68 |
98.90 |
|
S3 |
94.15 |
95.49 |
98.66 |
|
S4 |
91.62 |
92.96 |
97.97 |
|
|
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 |
95.00 |
5.67 |
5.7% |
2.82 |
2.8% |
77% |
False |
False |
31,563 |
10 |
100.67 |
94.35 |
6.32 |
6.4% |
2.51 |
2.5% |
79% |
False |
False |
28,036 |
20 |
101.49 |
91.35 |
10.14 |
10.2% |
2.61 |
2.6% |
79% |
False |
False |
24,526 |
40 |
104.85 |
91.35 |
13.50 |
13.6% |
2.56 |
2.6% |
59% |
False |
False |
19,036 |
60 |
115.57 |
91.35 |
24.22 |
24.4% |
2.85 |
2.9% |
33% |
False |
False |
15,463 |
80 |
115.57 |
91.35 |
24.22 |
24.4% |
2.54 |
2.6% |
33% |
False |
False |
13,674 |
100 |
115.57 |
91.35 |
24.22 |
24.4% |
2.56 |
2.6% |
33% |
False |
False |
12,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.15 |
2.618 |
107.02 |
1.618 |
104.49 |
1.000 |
102.93 |
0.618 |
101.96 |
HIGH |
100.40 |
0.618 |
99.43 |
0.500 |
99.14 |
0.382 |
98.84 |
LOW |
97.87 |
0.618 |
96.31 |
1.000 |
95.34 |
1.618 |
93.78 |
2.618 |
91.25 |
4.250 |
87.12 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.29 |
98.81 |
PP |
99.21 |
98.25 |
S1 |
99.14 |
97.70 |
|