NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 08-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
98.93 |
100.61 |
1.68 |
1.7% |
97.38 |
High |
101.08 |
100.94 |
-0.14 |
-0.1% |
101.08 |
Low |
98.66 |
97.60 |
-1.06 |
-1.1% |
96.53 |
Close |
100.52 |
98.23 |
-2.29 |
-2.3% |
98.23 |
Range |
2.42 |
3.34 |
0.92 |
38.0% |
4.55 |
ATR |
2.69 |
2.73 |
0.05 |
1.7% |
0.00 |
Volume |
51,510 |
74,566 |
23,056 |
44.8% |
219,579 |
|
Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.94 |
106.93 |
100.07 |
|
R3 |
105.60 |
103.59 |
99.15 |
|
R2 |
102.26 |
102.26 |
98.84 |
|
R1 |
100.25 |
100.25 |
98.54 |
99.59 |
PP |
98.92 |
98.92 |
98.92 |
98.59 |
S1 |
96.91 |
96.91 |
97.92 |
96.25 |
S2 |
95.58 |
95.58 |
97.62 |
|
S3 |
92.24 |
93.57 |
97.31 |
|
S4 |
88.90 |
90.23 |
96.39 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.26 |
109.80 |
100.73 |
|
R3 |
107.71 |
105.25 |
99.48 |
|
R2 |
103.16 |
103.16 |
99.06 |
|
R1 |
100.70 |
100.70 |
98.65 |
101.93 |
PP |
98.61 |
98.61 |
98.61 |
99.23 |
S1 |
96.15 |
96.15 |
97.81 |
97.38 |
S2 |
94.06 |
94.06 |
97.40 |
|
S3 |
89.51 |
91.60 |
96.98 |
|
S4 |
84.96 |
87.05 |
95.73 |
|
|
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 |
5.5% |
2.45 |
2.5% |
47% |
False |
False |
53,259 |
10 |
101.08 |
91.82 |
9.26 |
9.4% |
2.35 |
2.4% |
69% |
False |
False |
63,053 |
20 |
104.03 |
91.77 |
12.26 |
12.5% |
2.72 |
2.8% |
53% |
False |
False |
59,826 |
40 |
105.14 |
91.77 |
13.37 |
13.6% |
2.75 |
2.8% |
48% |
False |
False |
55,761 |
60 |
115.50 |
91.77 |
23.73 |
24.2% |
3.05 |
3.1% |
27% |
False |
False |
52,743 |
80 |
115.50 |
91.77 |
23.73 |
24.2% |
2.86 |
2.9% |
27% |
False |
False |
49,310 |
100 |
115.50 |
91.77 |
23.73 |
24.2% |
2.87 |
2.9% |
27% |
False |
False |
52,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.14 |
2.618 |
109.68 |
1.618 |
106.34 |
1.000 |
104.28 |
0.618 |
103.00 |
HIGH |
100.94 |
0.618 |
99.66 |
0.500 |
99.27 |
0.382 |
98.88 |
LOW |
97.60 |
0.618 |
95.54 |
1.000 |
94.26 |
1.618 |
92.20 |
2.618 |
88.86 |
4.250 |
83.41 |
|
|
Fisher Pivots for day following 08-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.27 |
99.34 |
PP |
98.92 |
98.97 |
S1 |
98.58 |
98.60 |
|