NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
99.90 |
100.15 |
0.25 |
0.3% |
99.20 |
High |
101.30 |
101.18 |
-0.12 |
-0.1% |
101.30 |
Low |
98.50 |
99.52 |
1.02 |
1.0% |
96.42 |
Close |
100.25 |
100.94 |
0.69 |
0.7% |
100.94 |
Range |
2.80 |
1.66 |
-1.14 |
-40.7% |
4.88 |
ATR |
2.78 |
2.70 |
-0.08 |
-2.9% |
0.00 |
Volume |
36,609 |
57,534 |
20,925 |
57.2% |
216,329 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.53 |
104.89 |
101.85 |
|
R3 |
103.87 |
103.23 |
101.40 |
|
R2 |
102.21 |
102.21 |
101.24 |
|
R1 |
101.57 |
101.57 |
101.09 |
101.89 |
PP |
100.55 |
100.55 |
100.55 |
100.71 |
S1 |
99.91 |
99.91 |
100.79 |
100.23 |
S2 |
98.89 |
98.89 |
100.64 |
|
S3 |
97.23 |
98.25 |
100.48 |
|
S4 |
95.57 |
96.59 |
100.03 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.19 |
112.45 |
103.62 |
|
R3 |
109.31 |
107.57 |
102.28 |
|
R2 |
104.43 |
104.43 |
101.83 |
|
R1 |
102.69 |
102.69 |
101.39 |
103.56 |
PP |
99.55 |
99.55 |
99.55 |
99.99 |
S1 |
97.81 |
97.81 |
100.49 |
98.68 |
S2 |
94.67 |
94.67 |
100.05 |
|
S3 |
89.79 |
92.93 |
99.60 |
|
S4 |
84.91 |
88.05 |
98.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.30 |
96.42 |
4.88 |
4.8% |
2.49 |
2.5% |
93% |
False |
False |
43,265 |
10 |
101.30 |
95.50 |
5.80 |
5.7% |
2.74 |
2.7% |
94% |
False |
False |
49,847 |
20 |
101.30 |
91.82 |
9.48 |
9.4% |
2.55 |
2.5% |
96% |
False |
False |
56,450 |
40 |
105.14 |
91.77 |
13.37 |
13.2% |
2.62 |
2.6% |
69% |
False |
False |
56,161 |
60 |
115.50 |
91.77 |
23.73 |
23.5% |
3.11 |
3.1% |
39% |
False |
False |
53,924 |
80 |
115.50 |
91.77 |
23.73 |
23.5% |
2.91 |
2.9% |
39% |
False |
False |
50,722 |
100 |
115.50 |
91.77 |
23.73 |
23.5% |
2.84 |
2.8% |
39% |
False |
False |
50,332 |
120 |
115.50 |
91.77 |
23.73 |
23.5% |
2.75 |
2.7% |
39% |
False |
False |
52,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.24 |
2.618 |
105.53 |
1.618 |
103.87 |
1.000 |
102.84 |
0.618 |
102.21 |
HIGH |
101.18 |
0.618 |
100.55 |
0.500 |
100.35 |
0.382 |
100.15 |
LOW |
99.52 |
0.618 |
98.49 |
1.000 |
97.86 |
1.618 |
96.83 |
2.618 |
95.17 |
4.250 |
92.47 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.74 |
100.55 |
PP |
100.55 |
100.16 |
S1 |
100.35 |
99.77 |
|