NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
97.08 |
98.39 |
1.31 |
1.3% |
97.38 |
High |
99.28 |
100.94 |
1.66 |
1.7% |
101.08 |
Low |
95.50 |
98.38 |
2.88 |
3.0% |
96.53 |
Close |
99.24 |
99.87 |
0.63 |
0.6% |
98.23 |
Range |
3.78 |
2.56 |
-1.22 |
-32.3% |
4.55 |
ATR |
2.78 |
2.76 |
-0.02 |
-0.6% |
0.00 |
Volume |
44,405 |
60,395 |
15,990 |
36.0% |
219,579 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.41 |
106.20 |
101.28 |
|
R3 |
104.85 |
103.64 |
100.57 |
|
R2 |
102.29 |
102.29 |
100.34 |
|
R1 |
101.08 |
101.08 |
100.10 |
101.69 |
PP |
99.73 |
99.73 |
99.73 |
100.03 |
S1 |
98.52 |
98.52 |
99.64 |
99.13 |
S2 |
97.17 |
97.17 |
99.40 |
|
S3 |
94.61 |
95.96 |
99.17 |
|
S4 |
92.05 |
93.40 |
98.46 |
|
|
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 |
95.50 |
5.58 |
5.6% |
2.87 |
2.9% |
78% |
False |
False |
57,509 |
10 |
101.08 |
94.72 |
6.36 |
6.4% |
2.56 |
2.6% |
81% |
False |
False |
53,941 |
20 |
101.75 |
91.77 |
9.98 |
10.0% |
2.70 |
2.7% |
81% |
False |
False |
57,679 |
40 |
105.14 |
91.77 |
13.37 |
13.4% |
2.69 |
2.7% |
61% |
False |
False |
55,375 |
60 |
115.50 |
91.77 |
23.73 |
23.8% |
3.07 |
3.1% |
34% |
False |
False |
52,383 |
80 |
115.50 |
91.77 |
23.73 |
23.8% |
2.82 |
2.8% |
34% |
False |
False |
49,718 |
100 |
115.50 |
91.77 |
23.73 |
23.8% |
2.90 |
2.9% |
34% |
False |
False |
52,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.82 |
2.618 |
107.64 |
1.618 |
105.08 |
1.000 |
103.50 |
0.618 |
102.52 |
HIGH |
100.94 |
0.618 |
99.96 |
0.500 |
99.66 |
0.382 |
99.36 |
LOW |
98.38 |
0.618 |
96.80 |
1.000 |
95.82 |
1.618 |
94.24 |
2.618 |
91.68 |
4.250 |
87.50 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.80 |
99.32 |
PP |
99.73 |
98.77 |
S1 |
99.66 |
98.22 |
|