NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
99.97 |
100.80 |
0.83 |
0.8% |
99.38 |
High |
101.62 |
101.31 |
-0.31 |
-0.3% |
101.62 |
Low |
99.05 |
99.87 |
0.82 |
0.8% |
97.08 |
Close |
100.63 |
101.27 |
0.64 |
0.6% |
101.27 |
Range |
2.57 |
1.44 |
-1.13 |
-44.0% |
4.54 |
ATR |
2.47 |
2.40 |
-0.07 |
-3.0% |
0.00 |
Volume |
4,243 |
7,335 |
3,092 |
72.9% |
31,298 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.14 |
104.64 |
102.06 |
|
R3 |
103.70 |
103.20 |
101.67 |
|
R2 |
102.26 |
102.26 |
101.53 |
|
R1 |
101.76 |
101.76 |
101.40 |
102.01 |
PP |
100.82 |
100.82 |
100.82 |
100.94 |
S1 |
100.32 |
100.32 |
101.14 |
100.57 |
S2 |
99.38 |
99.38 |
101.01 |
|
S3 |
97.94 |
98.88 |
100.87 |
|
S4 |
96.50 |
97.44 |
100.48 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.61 |
111.98 |
103.77 |
|
R3 |
109.07 |
107.44 |
102.52 |
|
R2 |
104.53 |
104.53 |
102.10 |
|
R1 |
102.90 |
102.90 |
101.69 |
103.72 |
PP |
99.99 |
99.99 |
99.99 |
100.40 |
S1 |
98.36 |
98.36 |
100.85 |
99.18 |
S2 |
95.45 |
95.45 |
100.44 |
|
S3 |
90.91 |
93.82 |
100.02 |
|
S4 |
86.37 |
89.28 |
98.77 |
|
|
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% |
2.17 |
2.1% |
92% |
False |
False |
6,259 |
10 |
101.62 |
96.11 |
5.51 |
5.4% |
2.40 |
2.4% |
94% |
False |
False |
8,604 |
20 |
101.62 |
92.39 |
9.23 |
9.1% |
2.20 |
2.2% |
96% |
False |
False |
9,244 |
40 |
105.30 |
92.39 |
12.91 |
12.7% |
2.25 |
2.2% |
69% |
False |
False |
8,857 |
60 |
115.22 |
92.39 |
22.83 |
22.5% |
2.62 |
2.6% |
39% |
False |
False |
7,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.43 |
2.618 |
105.08 |
1.618 |
103.64 |
1.000 |
102.75 |
0.618 |
102.20 |
HIGH |
101.31 |
0.618 |
100.76 |
0.500 |
100.59 |
0.382 |
100.42 |
LOW |
99.87 |
0.618 |
98.98 |
1.000 |
98.43 |
1.618 |
97.54 |
2.618 |
96.10 |
4.250 |
93.75 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
101.04 |
100.91 |
PP |
100.82 |
100.55 |
S1 |
100.59 |
100.19 |
|