NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
97.38 |
99.64 |
2.26 |
2.3% |
97.97 |
| High |
99.76 |
101.38 |
1.62 |
1.6% |
101.35 |
| Low |
96.11 |
98.99 |
2.88 |
3.0% |
97.26 |
| Close |
99.71 |
100.36 |
0.65 |
0.7% |
98.72 |
| Range |
3.65 |
2.39 |
-1.26 |
-34.5% |
4.09 |
| ATR |
2.45 |
2.44 |
0.00 |
-0.2% |
0.00 |
| Volume |
9,852 |
10,452 |
600 |
6.1% |
43,112 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.41 |
106.28 |
101.67 |
|
| R3 |
105.02 |
103.89 |
101.02 |
|
| R2 |
102.63 |
102.63 |
100.80 |
|
| R1 |
101.50 |
101.50 |
100.58 |
102.07 |
| PP |
100.24 |
100.24 |
100.24 |
100.53 |
| S1 |
99.11 |
99.11 |
100.14 |
99.68 |
| S2 |
97.85 |
97.85 |
99.92 |
|
| S3 |
95.46 |
96.72 |
99.70 |
|
| S4 |
93.07 |
94.33 |
99.05 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.38 |
109.14 |
100.97 |
|
| R3 |
107.29 |
105.05 |
99.84 |
|
| R2 |
103.20 |
103.20 |
99.47 |
|
| R1 |
100.96 |
100.96 |
99.09 |
102.08 |
| PP |
99.11 |
99.11 |
99.11 |
99.67 |
| S1 |
96.87 |
96.87 |
98.35 |
97.99 |
| S2 |
95.02 |
95.02 |
97.97 |
|
| S3 |
90.93 |
92.78 |
97.60 |
|
| S4 |
86.84 |
88.69 |
96.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.38 |
96.11 |
5.27 |
5.3% |
2.55 |
2.5% |
81% |
True |
False |
10,741 |
| 10 |
101.38 |
95.29 |
6.09 |
6.1% |
2.29 |
2.3% |
83% |
True |
False |
10,021 |
| 20 |
101.93 |
92.39 |
9.54 |
9.5% |
2.25 |
2.2% |
84% |
False |
False |
9,002 |
| 40 |
105.30 |
92.39 |
12.91 |
12.9% |
2.27 |
2.3% |
62% |
False |
False |
8,348 |
| 60 |
115.22 |
92.39 |
22.83 |
22.7% |
2.54 |
2.5% |
35% |
False |
False |
6,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.54 |
|
2.618 |
107.64 |
|
1.618 |
105.25 |
|
1.000 |
103.77 |
|
0.618 |
102.86 |
|
HIGH |
101.38 |
|
0.618 |
100.47 |
|
0.500 |
100.19 |
|
0.382 |
99.90 |
|
LOW |
98.99 |
|
0.618 |
97.51 |
|
1.000 |
96.60 |
|
1.618 |
95.12 |
|
2.618 |
92.73 |
|
4.250 |
88.83 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.30 |
99.82 |
| PP |
100.24 |
99.28 |
| S1 |
100.19 |
98.75 |
|