NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 06-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
97.38 |
98.97 |
1.59 |
1.6% |
93.36 |
High |
99.49 |
99.61 |
0.12 |
0.1% |
97.78 |
Low |
96.53 |
97.82 |
1.29 |
1.3% |
91.82 |
Close |
98.83 |
98.44 |
-0.39 |
-0.4% |
97.14 |
Range |
2.96 |
1.79 |
-1.17 |
-39.5% |
5.96 |
ATR |
2.76 |
2.69 |
-0.07 |
-2.5% |
0.00 |
Volume |
51,373 |
42,130 |
-9,243 |
-18.0% |
294,296 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.99 |
103.01 |
99.42 |
|
R3 |
102.20 |
101.22 |
98.93 |
|
R2 |
100.41 |
100.41 |
98.77 |
|
R1 |
99.43 |
99.43 |
98.60 |
99.03 |
PP |
98.62 |
98.62 |
98.62 |
98.42 |
S1 |
97.64 |
97.64 |
98.28 |
97.24 |
S2 |
96.83 |
96.83 |
98.11 |
|
S3 |
95.04 |
95.85 |
97.95 |
|
S4 |
93.25 |
94.06 |
97.46 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.46 |
111.26 |
100.42 |
|
R3 |
107.50 |
105.30 |
98.78 |
|
R2 |
101.54 |
101.54 |
98.23 |
|
R1 |
99.34 |
99.34 |
97.69 |
100.44 |
PP |
95.58 |
95.58 |
95.58 |
96.13 |
S1 |
93.38 |
93.38 |
96.59 |
94.48 |
S2 |
89.62 |
89.62 |
96.05 |
|
S3 |
83.66 |
87.42 |
95.50 |
|
S4 |
77.70 |
81.46 |
93.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.61 |
94.72 |
4.89 |
5.0% |
2.25 |
2.3% |
76% |
True |
False |
50,372 |
10 |
99.61 |
91.77 |
7.84 |
8.0% |
2.47 |
2.5% |
85% |
True |
False |
59,509 |
20 |
104.20 |
91.77 |
12.43 |
12.6% |
2.67 |
2.7% |
54% |
False |
False |
60,611 |
40 |
106.14 |
91.77 |
14.37 |
14.6% |
2.89 |
2.9% |
46% |
False |
False |
55,334 |
60 |
115.50 |
91.77 |
23.73 |
24.1% |
3.09 |
3.1% |
28% |
False |
False |
52,110 |
80 |
115.50 |
91.77 |
23.73 |
24.1% |
2.88 |
2.9% |
28% |
False |
False |
48,614 |
100 |
115.50 |
91.77 |
23.73 |
24.1% |
2.85 |
2.9% |
28% |
False |
False |
52,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.22 |
2.618 |
104.30 |
1.618 |
102.51 |
1.000 |
101.40 |
0.618 |
100.72 |
HIGH |
99.61 |
0.618 |
98.93 |
0.500 |
98.72 |
0.382 |
98.50 |
LOW |
97.82 |
0.618 |
96.71 |
1.000 |
96.03 |
1.618 |
94.92 |
2.618 |
93.13 |
4.250 |
90.21 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
98.72 |
98.18 |
PP |
98.62 |
97.92 |
S1 |
98.53 |
97.67 |
|