NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.15 |
100.97 |
0.82 |
0.8% |
99.20 |
High |
101.18 |
100.97 |
-0.21 |
-0.2% |
101.30 |
Low |
99.52 |
99.59 |
0.07 |
0.1% |
96.42 |
Close |
100.94 |
100.48 |
-0.46 |
-0.5% |
100.94 |
Range |
1.66 |
1.38 |
-0.28 |
-16.9% |
4.88 |
ATR |
2.70 |
2.61 |
-0.09 |
-3.5% |
0.00 |
Volume |
57,534 |
57,396 |
-138 |
-0.2% |
216,329 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.49 |
103.86 |
101.24 |
|
R3 |
103.11 |
102.48 |
100.86 |
|
R2 |
101.73 |
101.73 |
100.73 |
|
R1 |
101.10 |
101.10 |
100.61 |
100.73 |
PP |
100.35 |
100.35 |
100.35 |
100.16 |
S1 |
99.72 |
99.72 |
100.35 |
99.35 |
S2 |
98.97 |
98.97 |
100.23 |
|
S3 |
97.59 |
98.34 |
100.10 |
|
S4 |
96.21 |
96.96 |
99.72 |
|
|
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 |
97.60 |
3.70 |
3.7% |
2.18 |
2.2% |
78% |
False |
False |
46,510 |
10 |
101.30 |
95.50 |
5.80 |
5.8% |
2.65 |
2.6% |
86% |
False |
False |
49,920 |
20 |
101.30 |
91.82 |
9.48 |
9.4% |
2.50 |
2.5% |
91% |
False |
False |
53,487 |
40 |
105.14 |
91.77 |
13.37 |
13.3% |
2.61 |
2.6% |
65% |
False |
False |
56,241 |
60 |
115.50 |
91.77 |
23.73 |
23.6% |
3.09 |
3.1% |
37% |
False |
False |
54,112 |
80 |
115.50 |
91.77 |
23.73 |
23.6% |
2.91 |
2.9% |
37% |
False |
False |
51,069 |
100 |
115.50 |
91.77 |
23.73 |
23.6% |
2.83 |
2.8% |
37% |
False |
False |
50,229 |
120 |
115.50 |
91.77 |
23.73 |
23.6% |
2.75 |
2.7% |
37% |
False |
False |
52,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.84 |
2.618 |
104.58 |
1.618 |
103.20 |
1.000 |
102.35 |
0.618 |
101.82 |
HIGH |
100.97 |
0.618 |
100.44 |
0.500 |
100.28 |
0.382 |
100.12 |
LOW |
99.59 |
0.618 |
98.74 |
1.000 |
98.21 |
1.618 |
97.36 |
2.618 |
95.98 |
4.250 |
93.73 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.41 |
100.29 |
PP |
100.35 |
100.09 |
S1 |
100.28 |
99.90 |
|