NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 07-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
98.97 |
98.93 |
-0.04 |
0.0% |
93.36 |
High |
99.61 |
101.08 |
1.47 |
1.5% |
97.78 |
Low |
97.82 |
98.66 |
0.84 |
0.9% |
91.82 |
Close |
98.44 |
100.52 |
2.08 |
2.1% |
97.14 |
Range |
1.79 |
2.42 |
0.63 |
35.2% |
5.96 |
ATR |
2.69 |
2.69 |
0.00 |
-0.1% |
0.00 |
Volume |
42,130 |
51,510 |
9,380 |
22.3% |
294,296 |
|
Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.35 |
106.35 |
101.85 |
|
R3 |
104.93 |
103.93 |
101.19 |
|
R2 |
102.51 |
102.51 |
100.96 |
|
R1 |
101.51 |
101.51 |
100.74 |
102.01 |
PP |
100.09 |
100.09 |
100.09 |
100.34 |
S1 |
99.09 |
99.09 |
100.30 |
99.59 |
S2 |
97.67 |
97.67 |
100.08 |
|
S3 |
95.25 |
96.67 |
99.85 |
|
S4 |
92.83 |
94.25 |
99.19 |
|
|
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 |
101.08 |
95.72 |
5.36 |
5.3% |
2.13 |
2.1% |
90% |
True |
False |
48,371 |
10 |
101.08 |
91.77 |
9.31 |
9.3% |
2.46 |
2.5% |
94% |
True |
False |
60,375 |
20 |
104.20 |
91.77 |
12.43 |
12.4% |
2.62 |
2.6% |
70% |
False |
False |
60,072 |
40 |
106.14 |
91.77 |
14.37 |
14.3% |
2.85 |
2.8% |
61% |
False |
False |
55,216 |
60 |
115.50 |
91.77 |
23.73 |
23.6% |
3.07 |
3.1% |
37% |
False |
False |
52,154 |
80 |
115.50 |
91.77 |
23.73 |
23.6% |
2.88 |
2.9% |
37% |
False |
False |
48,729 |
100 |
115.50 |
91.77 |
23.73 |
23.6% |
2.86 |
2.8% |
37% |
False |
False |
52,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.37 |
2.618 |
107.42 |
1.618 |
105.00 |
1.000 |
103.50 |
0.618 |
102.58 |
HIGH |
101.08 |
0.618 |
100.16 |
0.500 |
99.87 |
0.382 |
99.58 |
LOW |
98.66 |
0.618 |
97.16 |
1.000 |
96.24 |
1.618 |
94.74 |
2.618 |
92.32 |
4.250 |
88.38 |
|
|
Fisher Pivots for day following 07-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.30 |
99.95 |
PP |
100.09 |
99.38 |
S1 |
99.87 |
98.81 |
|