NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.80 |
100.43 |
-0.37 |
-0.4% |
99.38 |
High |
101.31 |
101.08 |
-0.23 |
-0.2% |
101.62 |
Low |
99.87 |
99.98 |
0.11 |
0.1% |
97.08 |
Close |
101.27 |
100.87 |
-0.40 |
-0.4% |
101.27 |
Range |
1.44 |
1.10 |
-0.34 |
-23.6% |
4.54 |
ATR |
2.40 |
2.32 |
-0.08 |
-3.3% |
0.00 |
Volume |
7,335 |
8,244 |
909 |
12.4% |
31,298 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.94 |
103.51 |
101.48 |
|
R3 |
102.84 |
102.41 |
101.17 |
|
R2 |
101.74 |
101.74 |
101.07 |
|
R1 |
101.31 |
101.31 |
100.97 |
101.53 |
PP |
100.64 |
100.64 |
100.64 |
100.75 |
S1 |
100.21 |
100.21 |
100.77 |
100.43 |
S2 |
99.54 |
99.54 |
100.67 |
|
S3 |
98.44 |
99.11 |
100.57 |
|
S4 |
97.34 |
98.01 |
100.27 |
|
|
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 |
98.20 |
3.42 |
3.4% |
1.93 |
1.9% |
78% |
False |
False |
6,273 |
10 |
101.62 |
96.11 |
5.51 |
5.5% |
2.38 |
2.4% |
86% |
False |
False |
8,300 |
20 |
101.62 |
92.39 |
9.23 |
9.2% |
2.20 |
2.2% |
92% |
False |
False |
8,968 |
40 |
105.30 |
92.39 |
12.91 |
12.8% |
2.24 |
2.2% |
66% |
False |
False |
8,931 |
60 |
115.22 |
92.39 |
22.83 |
22.6% |
2.61 |
2.6% |
37% |
False |
False |
7,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.76 |
2.618 |
103.96 |
1.618 |
102.86 |
1.000 |
102.18 |
0.618 |
101.76 |
HIGH |
101.08 |
0.618 |
100.66 |
0.500 |
100.53 |
0.382 |
100.40 |
LOW |
99.98 |
0.618 |
99.30 |
1.000 |
98.88 |
1.618 |
98.20 |
2.618 |
97.10 |
4.250 |
95.31 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.76 |
100.69 |
PP |
100.64 |
100.51 |
S1 |
100.53 |
100.34 |
|