NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
97.69 |
96.63 |
-1.06 |
-1.1% |
100.97 |
| High |
99.77 |
96.98 |
-2.79 |
-2.8% |
101.83 |
| Low |
94.80 |
94.38 |
-0.42 |
-0.4% |
96.38 |
| Close |
96.27 |
95.08 |
-1.19 |
-1.2% |
97.08 |
| Range |
4.97 |
2.60 |
-2.37 |
-47.7% |
5.45 |
| ATR |
2.69 |
2.68 |
-0.01 |
-0.2% |
0.00 |
| Volume |
40,953 |
61,494 |
20,541 |
50.2% |
241,083 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.28 |
101.78 |
96.51 |
|
| R3 |
100.68 |
99.18 |
95.80 |
|
| R2 |
98.08 |
98.08 |
95.56 |
|
| R1 |
96.58 |
96.58 |
95.32 |
96.03 |
| PP |
95.48 |
95.48 |
95.48 |
95.21 |
| S1 |
93.98 |
93.98 |
94.84 |
93.43 |
| S2 |
92.88 |
92.88 |
94.60 |
|
| S3 |
90.28 |
91.38 |
94.37 |
|
| S4 |
87.68 |
88.78 |
93.65 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.78 |
111.38 |
100.08 |
|
| R3 |
109.33 |
105.93 |
98.58 |
|
| R2 |
103.88 |
103.88 |
98.08 |
|
| R1 |
100.48 |
100.48 |
97.58 |
99.46 |
| PP |
98.43 |
98.43 |
98.43 |
97.92 |
| S1 |
95.03 |
95.03 |
96.58 |
94.01 |
| S2 |
92.98 |
92.98 |
96.08 |
|
| S3 |
87.53 |
89.58 |
95.58 |
|
| S4 |
82.08 |
84.13 |
94.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.80 |
94.38 |
6.42 |
6.8% |
2.73 |
2.9% |
11% |
False |
True |
48,187 |
| 10 |
101.83 |
94.38 |
7.45 |
7.8% |
2.46 |
2.6% |
9% |
False |
True |
47,766 |
| 20 |
101.83 |
94.38 |
7.45 |
7.8% |
2.64 |
2.8% |
9% |
False |
True |
50,510 |
| 40 |
104.20 |
91.77 |
12.43 |
13.1% |
2.66 |
2.8% |
27% |
False |
False |
55,335 |
| 60 |
106.14 |
91.77 |
14.37 |
15.1% |
2.87 |
3.0% |
23% |
False |
False |
54,389 |
| 80 |
115.50 |
91.77 |
23.73 |
25.0% |
2.99 |
3.1% |
14% |
False |
False |
51,758 |
| 100 |
115.50 |
91.77 |
23.73 |
25.0% |
2.85 |
3.0% |
14% |
False |
False |
49,133 |
| 120 |
115.50 |
91.77 |
23.73 |
25.0% |
2.81 |
3.0% |
14% |
False |
False |
52,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.03 |
|
2.618 |
103.79 |
|
1.618 |
101.19 |
|
1.000 |
99.58 |
|
0.618 |
98.59 |
|
HIGH |
96.98 |
|
0.618 |
95.99 |
|
0.500 |
95.68 |
|
0.382 |
95.37 |
|
LOW |
94.38 |
|
0.618 |
92.77 |
|
1.000 |
91.78 |
|
1.618 |
90.17 |
|
2.618 |
87.57 |
|
4.250 |
83.33 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.68 |
97.08 |
| PP |
95.48 |
96.41 |
| S1 |
95.28 |
95.75 |
|