NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
101.15 |
98.20 |
-2.95 |
-2.9% |
99.38 |
High |
101.15 |
99.71 |
-1.44 |
-1.4% |
101.62 |
Low |
99.11 |
98.20 |
-0.91 |
-0.9% |
97.08 |
Close |
99.26 |
99.25 |
-0.01 |
0.0% |
101.27 |
Range |
2.04 |
1.51 |
-0.53 |
-26.0% |
4.54 |
ATR |
2.32 |
2.26 |
-0.06 |
-2.5% |
0.00 |
Volume |
9,062 |
6,408 |
-2,654 |
-29.3% |
31,298 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.58 |
102.93 |
100.08 |
|
R3 |
102.07 |
101.42 |
99.67 |
|
R2 |
100.56 |
100.56 |
99.53 |
|
R1 |
99.91 |
99.91 |
99.39 |
100.24 |
PP |
99.05 |
99.05 |
99.05 |
99.22 |
S1 |
98.40 |
98.40 |
99.11 |
98.73 |
S2 |
97.54 |
97.54 |
98.97 |
|
S3 |
96.03 |
96.89 |
98.83 |
|
S4 |
94.52 |
95.38 |
98.42 |
|
|
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 |
102.12 |
98.20 |
3.92 |
3.9% |
1.72 |
1.7% |
27% |
False |
True |
8,088 |
10 |
102.12 |
97.08 |
5.04 |
5.1% |
1.98 |
2.0% |
43% |
False |
False |
7,785 |
20 |
102.12 |
96.11 |
6.01 |
6.1% |
2.19 |
2.2% |
52% |
False |
False |
8,928 |
40 |
104.25 |
92.39 |
11.86 |
11.9% |
2.22 |
2.2% |
58% |
False |
False |
8,986 |
60 |
111.84 |
92.39 |
19.45 |
19.6% |
2.60 |
2.6% |
35% |
False |
False |
7,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.13 |
2.618 |
103.66 |
1.618 |
102.15 |
1.000 |
101.22 |
0.618 |
100.64 |
HIGH |
99.71 |
0.618 |
99.13 |
0.500 |
98.96 |
0.382 |
98.78 |
LOW |
98.20 |
0.618 |
97.27 |
1.000 |
96.69 |
1.618 |
95.76 |
2.618 |
94.25 |
4.250 |
91.78 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.15 |
100.16 |
PP |
99.05 |
99.86 |
S1 |
98.96 |
99.55 |
|