NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 20-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
98.20 |
100.33 |
2.13 |
2.2% |
98.07 |
High |
100.66 |
100.84 |
0.18 |
0.2% |
101.38 |
Low |
98.20 |
98.75 |
0.55 |
0.6% |
96.11 |
Close |
99.58 |
100.09 |
0.51 |
0.5% |
99.49 |
Range |
2.46 |
2.09 |
-0.37 |
-15.0% |
5.27 |
ATR |
2.50 |
2.47 |
-0.03 |
-1.2% |
0.00 |
Volume |
5,411 |
6,132 |
721 |
13.3% |
54,745 |
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.16 |
105.22 |
101.24 |
|
R3 |
104.07 |
103.13 |
100.66 |
|
R2 |
101.98 |
101.98 |
100.47 |
|
R1 |
101.04 |
101.04 |
100.28 |
100.47 |
PP |
99.89 |
99.89 |
99.89 |
99.61 |
S1 |
98.95 |
98.95 |
99.90 |
98.38 |
S2 |
97.80 |
97.80 |
99.71 |
|
S3 |
95.71 |
96.86 |
99.52 |
|
S4 |
93.62 |
94.77 |
98.94 |
|
|
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 |
101.12 |
97.08 |
4.04 |
4.0% |
2.52 |
2.5% |
75% |
False |
False |
8,574 |
10 |
101.38 |
96.11 |
5.27 |
5.3% |
2.53 |
2.5% |
76% |
False |
False |
9,658 |
20 |
101.38 |
92.39 |
8.99 |
9.0% |
2.29 |
2.3% |
86% |
False |
False |
9,151 |
40 |
105.30 |
92.39 |
12.91 |
12.9% |
2.29 |
2.3% |
60% |
False |
False |
8,838 |
60 |
115.22 |
92.39 |
22.83 |
22.8% |
2.61 |
2.6% |
34% |
False |
False |
7,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.72 |
2.618 |
106.31 |
1.618 |
104.22 |
1.000 |
102.93 |
0.618 |
102.13 |
HIGH |
100.84 |
0.618 |
100.04 |
0.500 |
99.80 |
0.382 |
99.55 |
LOW |
98.75 |
0.618 |
97.46 |
1.000 |
96.66 |
1.618 |
95.37 |
2.618 |
93.28 |
4.250 |
89.87 |
|
|
Fisher Pivots for day following 20-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.99 |
99.71 |
PP |
99.89 |
99.34 |
S1 |
99.80 |
98.96 |
|