NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.51 |
98.53 |
-1.98 |
-2.0% |
99.20 |
High |
100.80 |
99.30 |
-1.50 |
-1.5% |
101.30 |
Low |
98.61 |
97.77 |
-0.84 |
-0.9% |
96.42 |
Close |
98.82 |
98.82 |
0.00 |
0.0% |
100.94 |
Range |
2.19 |
1.53 |
-0.66 |
-30.1% |
4.88 |
ATR |
2.59 |
2.52 |
-0.08 |
-2.9% |
0.00 |
Volume |
54,049 |
43,799 |
-10,250 |
-19.0% |
216,329 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.22 |
102.55 |
99.66 |
|
R3 |
101.69 |
101.02 |
99.24 |
|
R2 |
100.16 |
100.16 |
99.10 |
|
R1 |
99.49 |
99.49 |
98.96 |
99.83 |
PP |
98.63 |
98.63 |
98.63 |
98.80 |
S1 |
97.96 |
97.96 |
98.68 |
98.30 |
S2 |
97.10 |
97.10 |
98.54 |
|
S3 |
95.57 |
96.43 |
98.40 |
|
S4 |
94.04 |
94.90 |
97.98 |
|
|
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 |
97.77 |
4.06 |
4.1% |
1.90 |
1.9% |
26% |
False |
True |
51,595 |
10 |
101.83 |
96.42 |
5.41 |
5.5% |
2.25 |
2.3% |
44% |
False |
False |
48,033 |
20 |
101.83 |
95.50 |
6.33 |
6.4% |
2.46 |
2.5% |
52% |
False |
False |
50,767 |
40 |
104.20 |
91.77 |
12.43 |
12.6% |
2.58 |
2.6% |
57% |
False |
False |
56,045 |
60 |
112.16 |
91.77 |
20.39 |
20.6% |
3.06 |
3.1% |
35% |
False |
False |
54,923 |
80 |
115.50 |
91.77 |
23.73 |
24.0% |
2.92 |
3.0% |
30% |
False |
False |
51,312 |
100 |
115.50 |
91.77 |
23.73 |
24.0% |
2.83 |
2.9% |
30% |
False |
False |
49,695 |
120 |
115.50 |
91.77 |
23.73 |
24.0% |
2.77 |
2.8% |
30% |
False |
False |
51,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.80 |
2.618 |
103.31 |
1.618 |
101.78 |
1.000 |
100.83 |
0.618 |
100.25 |
HIGH |
99.30 |
0.618 |
98.72 |
0.500 |
98.54 |
0.382 |
98.35 |
LOW |
97.77 |
0.618 |
96.82 |
1.000 |
96.24 |
1.618 |
95.29 |
2.618 |
93.76 |
4.250 |
91.27 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
98.73 |
99.80 |
PP |
98.63 |
99.47 |
S1 |
98.54 |
99.15 |
|