NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
97.82 |
99.79 |
1.97 |
2.0% |
98.41 |
| High |
100.23 |
100.65 |
0.42 |
0.4% |
100.94 |
| Low |
97.60 |
98.24 |
0.64 |
0.7% |
95.50 |
| Close |
99.14 |
99.66 |
0.52 |
0.5% |
98.99 |
| Range |
2.63 |
2.41 |
-0.22 |
-8.4% |
5.44 |
| ATR |
2.81 |
2.78 |
-0.03 |
-1.0% |
0.00 |
| Volume |
41,023 |
39,992 |
-1,031 |
-2.5% |
282,148 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.75 |
105.61 |
100.99 |
|
| R3 |
104.34 |
103.20 |
100.32 |
|
| R2 |
101.93 |
101.93 |
100.10 |
|
| R1 |
100.79 |
100.79 |
99.88 |
100.16 |
| PP |
99.52 |
99.52 |
99.52 |
99.20 |
| S1 |
98.38 |
98.38 |
99.44 |
97.75 |
| S2 |
97.11 |
97.11 |
99.22 |
|
| S3 |
94.70 |
95.97 |
99.00 |
|
| S4 |
92.29 |
93.56 |
98.33 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.80 |
112.33 |
101.98 |
|
| R3 |
109.36 |
106.89 |
100.49 |
|
| R2 |
103.92 |
103.92 |
99.99 |
|
| R1 |
101.45 |
101.45 |
99.49 |
102.69 |
| PP |
98.48 |
98.48 |
98.48 |
99.09 |
| S1 |
96.01 |
96.01 |
98.49 |
97.25 |
| S2 |
93.04 |
93.04 |
97.99 |
|
| S3 |
87.60 |
90.57 |
97.49 |
|
| S4 |
82.16 |
85.13 |
96.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.65 |
96.42 |
4.23 |
4.2% |
2.87 |
2.9% |
77% |
True |
False |
48,572 |
| 10 |
101.08 |
95.50 |
5.58 |
5.6% |
2.87 |
2.9% |
75% |
False |
False |
53,041 |
| 20 |
101.08 |
91.77 |
9.31 |
9.3% |
2.67 |
2.7% |
85% |
False |
False |
56,275 |
| 40 |
105.14 |
91.77 |
13.37 |
13.4% |
2.67 |
2.7% |
59% |
False |
False |
55,781 |
| 60 |
115.50 |
91.77 |
23.73 |
23.8% |
3.10 |
3.1% |
33% |
False |
False |
53,388 |
| 80 |
115.50 |
91.77 |
23.73 |
23.8% |
2.90 |
2.9% |
33% |
False |
False |
50,264 |
| 100 |
115.50 |
91.77 |
23.73 |
23.8% |
2.86 |
2.9% |
33% |
False |
False |
50,399 |
| 120 |
115.50 |
91.77 |
23.73 |
23.8% |
2.76 |
2.8% |
33% |
False |
False |
52,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.89 |
|
2.618 |
106.96 |
|
1.618 |
104.55 |
|
1.000 |
103.06 |
|
0.618 |
102.14 |
|
HIGH |
100.65 |
|
0.618 |
99.73 |
|
0.500 |
99.45 |
|
0.382 |
99.16 |
|
LOW |
98.24 |
|
0.618 |
96.75 |
|
1.000 |
95.83 |
|
1.618 |
94.34 |
|
2.618 |
91.93 |
|
4.250 |
88.00 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.59 |
99.29 |
| PP |
99.52 |
98.91 |
| S1 |
99.45 |
98.54 |
|