NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
99.98 |
100.58 |
0.60 |
0.6% |
98.61 |
High |
100.82 |
100.58 |
-0.24 |
-0.2% |
100.89 |
Low |
99.14 |
99.25 |
0.11 |
0.1% |
95.92 |
Close |
100.58 |
100.05 |
-0.53 |
-0.5% |
100.58 |
Range |
1.68 |
1.33 |
-0.35 |
-20.8% |
4.97 |
ATR |
2.66 |
2.56 |
-0.09 |
-3.6% |
0.00 |
Volume |
41,281 |
35,839 |
-5,442 |
-13.2% |
133,511 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.95 |
103.33 |
100.78 |
|
R3 |
102.62 |
102.00 |
100.42 |
|
R2 |
101.29 |
101.29 |
100.29 |
|
R1 |
100.67 |
100.67 |
100.17 |
100.32 |
PP |
99.96 |
99.96 |
99.96 |
99.78 |
S1 |
99.34 |
99.34 |
99.93 |
98.99 |
S2 |
98.63 |
98.63 |
99.81 |
|
S3 |
97.30 |
98.01 |
99.68 |
|
S4 |
95.97 |
96.68 |
99.32 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.04 |
112.28 |
103.31 |
|
R3 |
109.07 |
107.31 |
101.95 |
|
R2 |
104.10 |
104.10 |
101.49 |
|
R1 |
102.34 |
102.34 |
101.04 |
103.22 |
PP |
99.13 |
99.13 |
99.13 |
99.57 |
S1 |
97.37 |
97.37 |
100.12 |
98.25 |
S2 |
94.16 |
94.16 |
99.67 |
|
S3 |
89.19 |
92.40 |
99.21 |
|
S4 |
84.22 |
87.43 |
97.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.89 |
97.21 |
3.68 |
3.7% |
2.16 |
2.2% |
77% |
False |
False |
29,445 |
10 |
100.89 |
95.00 |
5.89 |
5.9% |
2.63 |
2.6% |
86% |
False |
False |
29,805 |
20 |
100.89 |
91.35 |
9.54 |
9.5% |
2.45 |
2.5% |
91% |
False |
False |
28,648 |
40 |
104.85 |
91.35 |
13.50 |
13.5% |
2.55 |
2.5% |
64% |
False |
False |
23,128 |
60 |
115.57 |
91.35 |
24.22 |
24.2% |
2.94 |
2.9% |
36% |
False |
False |
18,562 |
80 |
115.57 |
91.35 |
24.22 |
24.2% |
2.67 |
2.7% |
36% |
False |
False |
15,889 |
100 |
115.57 |
91.35 |
24.22 |
24.2% |
2.53 |
2.5% |
36% |
False |
False |
14,242 |
120 |
115.57 |
91.35 |
24.22 |
24.2% |
2.42 |
2.4% |
36% |
False |
False |
13,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.23 |
2.618 |
104.06 |
1.618 |
102.73 |
1.000 |
101.91 |
0.618 |
101.40 |
HIGH |
100.58 |
0.618 |
100.07 |
0.500 |
99.92 |
0.382 |
99.76 |
LOW |
99.25 |
0.618 |
98.43 |
1.000 |
97.92 |
1.618 |
97.10 |
2.618 |
95.77 |
4.250 |
93.60 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.01 |
99.85 |
PP |
99.96 |
99.66 |
S1 |
99.92 |
99.46 |
|