NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.33 |
99.97 |
-0.36 |
-0.4% |
98.07 |
High |
100.84 |
101.62 |
0.78 |
0.8% |
101.38 |
Low |
98.75 |
99.05 |
0.30 |
0.3% |
96.11 |
Close |
100.09 |
100.63 |
0.54 |
0.5% |
99.49 |
Range |
2.09 |
2.57 |
0.48 |
23.0% |
5.27 |
ATR |
2.47 |
2.47 |
0.01 |
0.3% |
0.00 |
Volume |
6,132 |
4,243 |
-1,889 |
-30.8% |
54,745 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.14 |
106.96 |
102.04 |
|
R3 |
105.57 |
104.39 |
101.34 |
|
R2 |
103.00 |
103.00 |
101.10 |
|
R1 |
101.82 |
101.82 |
100.87 |
102.41 |
PP |
100.43 |
100.43 |
100.43 |
100.73 |
S1 |
99.25 |
99.25 |
100.39 |
99.84 |
S2 |
97.86 |
97.86 |
100.16 |
|
S3 |
95.29 |
96.68 |
99.92 |
|
S4 |
92.72 |
94.11 |
99.22 |
|
|
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 |
101.62 |
97.08 |
4.54 |
4.5% |
2.25 |
2.2% |
78% |
True |
False |
7,481 |
10 |
101.62 |
96.11 |
5.51 |
5.5% |
2.57 |
2.6% |
82% |
True |
False |
9,225 |
20 |
101.62 |
92.39 |
9.23 |
9.2% |
2.31 |
2.3% |
89% |
True |
False |
9,091 |
40 |
105.30 |
92.39 |
12.91 |
12.8% |
2.29 |
2.3% |
64% |
False |
False |
8,850 |
60 |
115.22 |
92.39 |
22.83 |
22.7% |
2.63 |
2.6% |
36% |
False |
False |
7,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.54 |
2.618 |
108.35 |
1.618 |
105.78 |
1.000 |
104.19 |
0.618 |
103.21 |
HIGH |
101.62 |
0.618 |
100.64 |
0.500 |
100.34 |
0.382 |
100.03 |
LOW |
99.05 |
0.618 |
97.46 |
1.000 |
96.48 |
1.618 |
94.89 |
2.618 |
92.32 |
4.250 |
88.13 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.53 |
100.39 |
PP |
100.43 |
100.15 |
S1 |
100.34 |
99.91 |
|