NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.97 |
100.40 |
-0.57 |
-0.6% |
99.20 |
High |
100.97 |
101.83 |
0.86 |
0.9% |
101.30 |
Low |
99.59 |
99.11 |
-0.48 |
-0.5% |
96.42 |
Close |
100.48 |
100.88 |
0.40 |
0.4% |
100.94 |
Range |
1.38 |
2.72 |
1.34 |
97.1% |
4.88 |
ATR |
2.61 |
2.62 |
0.01 |
0.3% |
0.00 |
Volume |
57,396 |
45,199 |
-12,197 |
-21.3% |
216,329 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.77 |
107.54 |
102.38 |
|
R3 |
106.05 |
104.82 |
101.63 |
|
R2 |
103.33 |
103.33 |
101.38 |
|
R1 |
102.10 |
102.10 |
101.13 |
102.72 |
PP |
100.61 |
100.61 |
100.61 |
100.91 |
S1 |
99.38 |
99.38 |
100.63 |
100.00 |
S2 |
97.89 |
97.89 |
100.38 |
|
S3 |
95.17 |
96.66 |
100.13 |
|
S4 |
92.45 |
93.94 |
99.38 |
|
|
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 |
101.83 |
98.24 |
3.59 |
3.6% |
2.19 |
2.2% |
74% |
True |
False |
47,346 |
10 |
101.83 |
96.42 |
5.41 |
5.4% |
2.55 |
2.5% |
82% |
True |
False |
49,999 |
20 |
101.83 |
92.56 |
9.27 |
9.2% |
2.56 |
2.5% |
90% |
True |
False |
51,351 |
40 |
105.14 |
91.77 |
13.37 |
13.3% |
2.65 |
2.6% |
68% |
False |
False |
55,748 |
60 |
115.50 |
91.77 |
23.73 |
23.5% |
3.11 |
3.1% |
38% |
False |
False |
54,227 |
80 |
115.50 |
91.77 |
23.73 |
23.5% |
2.91 |
2.9% |
38% |
False |
False |
51,061 |
100 |
115.50 |
91.77 |
23.73 |
23.5% |
2.84 |
2.8% |
38% |
False |
False |
49,943 |
120 |
115.50 |
91.77 |
23.73 |
23.5% |
2.77 |
2.7% |
38% |
False |
False |
51,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.39 |
2.618 |
108.95 |
1.618 |
106.23 |
1.000 |
104.55 |
0.618 |
103.51 |
HIGH |
101.83 |
0.618 |
100.79 |
0.500 |
100.47 |
0.382 |
100.15 |
LOW |
99.11 |
0.618 |
97.43 |
1.000 |
96.39 |
1.618 |
94.71 |
2.618 |
91.99 |
4.250 |
87.55 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.74 |
100.74 |
PP |
100.61 |
100.61 |
S1 |
100.47 |
100.47 |
|