NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
96.63 |
94.42 |
-2.21 |
-2.3% |
100.97 |
| High |
96.98 |
94.97 |
-2.01 |
-2.1% |
101.83 |
| Low |
94.38 |
92.52 |
-1.86 |
-2.0% |
96.38 |
| Close |
95.08 |
93.24 |
-1.84 |
-1.9% |
97.08 |
| Range |
2.60 |
2.45 |
-0.15 |
-5.8% |
5.45 |
| ATR |
2.68 |
2.67 |
-0.01 |
-0.3% |
0.00 |
| Volume |
61,494 |
55,788 |
-5,706 |
-9.3% |
241,083 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.93 |
99.53 |
94.59 |
|
| R3 |
98.48 |
97.08 |
93.91 |
|
| R2 |
96.03 |
96.03 |
93.69 |
|
| R1 |
94.63 |
94.63 |
93.46 |
94.11 |
| PP |
93.58 |
93.58 |
93.58 |
93.31 |
| S1 |
92.18 |
92.18 |
93.02 |
91.66 |
| S2 |
91.13 |
91.13 |
92.79 |
|
| S3 |
88.68 |
89.73 |
92.57 |
|
| S4 |
86.23 |
87.28 |
91.89 |
|
|
| 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 |
99.77 |
92.52 |
7.25 |
7.8% |
2.79 |
3.0% |
10% |
False |
True |
48,534 |
| 10 |
101.83 |
92.52 |
9.31 |
10.0% |
2.47 |
2.6% |
8% |
False |
True |
49,346 |
| 20 |
101.83 |
92.52 |
9.31 |
10.0% |
2.67 |
2.9% |
8% |
False |
True |
51,193 |
| 40 |
104.20 |
91.77 |
12.43 |
13.3% |
2.67 |
2.9% |
12% |
False |
False |
55,902 |
| 60 |
106.14 |
91.77 |
14.37 |
15.4% |
2.82 |
3.0% |
10% |
False |
False |
53,954 |
| 80 |
115.50 |
91.77 |
23.73 |
25.5% |
2.99 |
3.2% |
6% |
False |
False |
51,881 |
| 100 |
115.50 |
91.77 |
23.73 |
25.5% |
2.83 |
3.0% |
6% |
False |
False |
49,130 |
| 120 |
115.50 |
91.77 |
23.73 |
25.5% |
2.82 |
3.0% |
6% |
False |
False |
52,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.38 |
|
2.618 |
101.38 |
|
1.618 |
98.93 |
|
1.000 |
97.42 |
|
0.618 |
96.48 |
|
HIGH |
94.97 |
|
0.618 |
94.03 |
|
0.500 |
93.75 |
|
0.382 |
93.46 |
|
LOW |
92.52 |
|
0.618 |
91.01 |
|
1.000 |
90.07 |
|
1.618 |
88.56 |
|
2.618 |
86.11 |
|
4.250 |
82.11 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.75 |
96.15 |
| PP |
93.58 |
95.18 |
| S1 |
93.41 |
94.21 |
|