NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.40 |
100.51 |
0.11 |
0.1% |
99.20 |
High |
101.83 |
100.80 |
-1.03 |
-1.0% |
101.30 |
Low |
99.11 |
98.61 |
-0.50 |
-0.5% |
96.42 |
Close |
100.88 |
98.82 |
-2.06 |
-2.0% |
100.94 |
Range |
2.72 |
2.19 |
-0.53 |
-19.5% |
4.88 |
ATR |
2.62 |
2.59 |
-0.02 |
-0.9% |
0.00 |
Volume |
45,199 |
54,049 |
8,850 |
19.6% |
216,329 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.98 |
104.59 |
100.02 |
|
R3 |
103.79 |
102.40 |
99.42 |
|
R2 |
101.60 |
101.60 |
99.22 |
|
R1 |
100.21 |
100.21 |
99.02 |
99.81 |
PP |
99.41 |
99.41 |
99.41 |
99.21 |
S1 |
98.02 |
98.02 |
98.62 |
97.62 |
S2 |
97.22 |
97.22 |
98.42 |
|
S3 |
95.03 |
95.83 |
98.22 |
|
S4 |
92.84 |
93.64 |
97.62 |
|
|
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 |
98.50 |
3.33 |
3.4% |
2.15 |
2.2% |
10% |
False |
False |
50,157 |
10 |
101.83 |
96.42 |
5.41 |
5.5% |
2.51 |
2.5% |
44% |
False |
False |
49,364 |
20 |
101.83 |
94.72 |
7.11 |
7.2% |
2.54 |
2.6% |
58% |
False |
False |
51,653 |
40 |
105.10 |
91.77 |
13.33 |
13.5% |
2.62 |
2.7% |
53% |
False |
False |
56,073 |
60 |
113.97 |
91.77 |
22.20 |
22.5% |
3.08 |
3.1% |
32% |
False |
False |
54,693 |
80 |
115.50 |
91.77 |
23.73 |
24.0% |
2.92 |
3.0% |
30% |
False |
False |
51,225 |
100 |
115.50 |
91.77 |
23.73 |
24.0% |
2.84 |
2.9% |
30% |
False |
False |
49,987 |
120 |
115.50 |
91.77 |
23.73 |
24.0% |
2.77 |
2.8% |
30% |
False |
False |
51,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.11 |
2.618 |
106.53 |
1.618 |
104.34 |
1.000 |
102.99 |
0.618 |
102.15 |
HIGH |
100.80 |
0.618 |
99.96 |
0.500 |
99.71 |
0.382 |
99.45 |
LOW |
98.61 |
0.618 |
97.26 |
1.000 |
96.42 |
1.618 |
95.07 |
2.618 |
92.88 |
4.250 |
89.30 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.71 |
100.22 |
PP |
99.41 |
99.75 |
S1 |
99.12 |
99.29 |
|