NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
99.35 |
99.40 |
0.05 |
0.1% |
97.61 |
High |
100.19 |
100.89 |
0.70 |
0.7% |
100.40 |
Low |
97.78 |
98.03 |
0.25 |
0.3% |
95.00 |
Close |
99.22 |
99.85 |
0.63 |
0.6% |
98.46 |
Range |
2.41 |
2.86 |
0.45 |
18.7% |
5.40 |
ATR |
2.72 |
2.73 |
0.01 |
0.4% |
0.00 |
Volume |
21,840 |
25,907 |
4,067 |
18.6% |
161,585 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.17 |
106.87 |
101.42 |
|
R3 |
105.31 |
104.01 |
100.64 |
|
R2 |
102.45 |
102.45 |
100.37 |
|
R1 |
101.15 |
101.15 |
100.11 |
101.80 |
PP |
99.59 |
99.59 |
99.59 |
99.92 |
S1 |
98.29 |
98.29 |
99.59 |
98.94 |
S2 |
96.73 |
96.73 |
99.33 |
|
S3 |
93.87 |
95.43 |
99.06 |
|
S4 |
91.01 |
92.57 |
98.28 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.15 |
111.71 |
101.43 |
|
R3 |
108.75 |
106.31 |
99.95 |
|
R2 |
103.35 |
103.35 |
99.45 |
|
R1 |
100.91 |
100.91 |
98.96 |
102.13 |
PP |
97.95 |
97.95 |
97.95 |
98.57 |
S1 |
95.51 |
95.51 |
97.97 |
96.73 |
S2 |
92.55 |
92.55 |
97.47 |
|
S3 |
87.15 |
90.11 |
96.98 |
|
S4 |
81.75 |
84.71 |
95.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.89 |
95.92 |
4.97 |
5.0% |
2.56 |
2.6% |
79% |
True |
False |
25,535 |
10 |
100.89 |
95.00 |
5.89 |
5.9% |
2.87 |
2.9% |
82% |
True |
False |
29,373 |
20 |
100.89 |
91.35 |
9.54 |
9.6% |
2.63 |
2.6% |
89% |
True |
False |
27,875 |
40 |
104.85 |
91.35 |
13.50 |
13.5% |
2.59 |
2.6% |
63% |
False |
False |
21,662 |
60 |
115.57 |
91.35 |
24.22 |
24.3% |
2.96 |
3.0% |
35% |
False |
False |
17,514 |
80 |
115.57 |
91.35 |
24.22 |
24.3% |
2.66 |
2.7% |
35% |
False |
False |
15,081 |
100 |
115.57 |
91.35 |
24.22 |
24.3% |
2.54 |
2.5% |
35% |
False |
False |
13,658 |
120 |
115.57 |
91.35 |
24.22 |
24.3% |
2.42 |
2.4% |
35% |
False |
False |
12,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.05 |
2.618 |
108.38 |
1.618 |
105.52 |
1.000 |
103.75 |
0.618 |
102.66 |
HIGH |
100.89 |
0.618 |
99.80 |
0.500 |
99.46 |
0.382 |
99.12 |
LOW |
98.03 |
0.618 |
96.26 |
1.000 |
95.17 |
1.618 |
93.40 |
2.618 |
90.54 |
4.250 |
85.88 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.72 |
99.58 |
PP |
99.59 |
99.32 |
S1 |
99.46 |
99.05 |
|