NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.24 |
98.42 |
-1.82 |
-1.8% |
98.07 |
High |
101.12 |
99.68 |
-1.44 |
-1.4% |
101.38 |
Low |
97.18 |
97.87 |
0.69 |
0.7% |
96.11 |
Close |
98.21 |
99.49 |
1.28 |
1.3% |
99.49 |
Range |
3.94 |
1.81 |
-2.13 |
-54.1% |
5.27 |
ATR |
2.55 |
2.50 |
-0.05 |
-2.1% |
0.00 |
Volume |
9,708 |
13,446 |
3,738 |
38.5% |
54,745 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.44 |
103.78 |
100.49 |
|
R3 |
102.63 |
101.97 |
99.99 |
|
R2 |
100.82 |
100.82 |
99.82 |
|
R1 |
100.16 |
100.16 |
99.66 |
100.49 |
PP |
99.01 |
99.01 |
99.01 |
99.18 |
S1 |
98.35 |
98.35 |
99.32 |
98.68 |
S2 |
97.20 |
97.20 |
99.16 |
|
S3 |
95.39 |
96.54 |
98.99 |
|
S4 |
93.58 |
94.73 |
98.49 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.80 |
112.42 |
102.39 |
|
R3 |
109.53 |
107.15 |
100.94 |
|
R2 |
104.26 |
104.26 |
100.46 |
|
R1 |
101.88 |
101.88 |
99.97 |
103.07 |
PP |
98.99 |
98.99 |
98.99 |
99.59 |
S1 |
96.61 |
96.61 |
99.01 |
97.80 |
S2 |
93.72 |
93.72 |
98.52 |
|
S3 |
88.45 |
91.34 |
98.04 |
|
S4 |
83.18 |
86.07 |
96.59 |
|
|
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% |
2.63 |
2.6% |
64% |
False |
False |
10,949 |
10 |
101.38 |
96.11 |
5.27 |
5.3% |
2.42 |
2.4% |
64% |
False |
False |
10,613 |
20 |
101.38 |
92.39 |
8.99 |
9.0% |
2.22 |
2.2% |
79% |
False |
False |
9,145 |
40 |
105.30 |
92.39 |
12.91 |
13.0% |
2.29 |
2.3% |
55% |
False |
False |
8,750 |
60 |
115.22 |
92.39 |
22.83 |
22.9% |
2.57 |
2.6% |
31% |
False |
False |
7,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.37 |
2.618 |
104.42 |
1.618 |
102.61 |
1.000 |
101.49 |
0.618 |
100.80 |
HIGH |
99.68 |
0.618 |
98.99 |
0.500 |
98.78 |
0.382 |
98.56 |
LOW |
97.87 |
0.618 |
96.75 |
1.000 |
96.06 |
1.618 |
94.94 |
2.618 |
93.13 |
4.250 |
90.18 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.25 |
99.42 |
PP |
99.01 |
99.35 |
S1 |
98.78 |
99.28 |
|