NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
98.20 |
98.92 |
0.72 |
0.7% |
100.43 |
High |
99.71 |
98.92 |
-0.79 |
-0.8% |
102.12 |
Low |
98.20 |
96.86 |
-1.34 |
-1.4% |
96.86 |
Close |
99.25 |
97.52 |
-1.73 |
-1.7% |
97.52 |
Range |
1.51 |
2.06 |
0.55 |
36.4% |
5.26 |
ATR |
2.26 |
2.27 |
0.01 |
0.4% |
0.00 |
Volume |
6,408 |
6,757 |
349 |
5.4% |
39,865 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.95 |
102.79 |
98.65 |
|
R3 |
101.89 |
100.73 |
98.09 |
|
R2 |
99.83 |
99.83 |
97.90 |
|
R1 |
98.67 |
98.67 |
97.71 |
98.22 |
PP |
97.77 |
97.77 |
97.77 |
97.54 |
S1 |
96.61 |
96.61 |
97.33 |
96.16 |
S2 |
95.71 |
95.71 |
97.14 |
|
S3 |
93.65 |
94.55 |
96.95 |
|
S4 |
91.59 |
92.49 |
96.39 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.61 |
111.33 |
100.41 |
|
R3 |
109.35 |
106.07 |
98.97 |
|
R2 |
104.09 |
104.09 |
98.48 |
|
R1 |
100.81 |
100.81 |
98.00 |
99.82 |
PP |
98.83 |
98.83 |
98.83 |
98.34 |
S1 |
95.55 |
95.55 |
97.04 |
94.56 |
S2 |
93.57 |
93.57 |
96.56 |
|
S3 |
88.31 |
90.29 |
96.07 |
|
S4 |
83.05 |
85.03 |
94.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.12 |
96.86 |
5.26 |
5.4% |
1.84 |
1.9% |
13% |
False |
True |
7,973 |
10 |
102.12 |
96.86 |
5.26 |
5.4% |
2.01 |
2.1% |
13% |
False |
True |
7,116 |
20 |
102.12 |
96.11 |
6.01 |
6.2% |
2.21 |
2.3% |
23% |
False |
False |
8,864 |
40 |
104.25 |
92.39 |
11.86 |
12.2% |
2.22 |
2.3% |
43% |
False |
False |
8,944 |
60 |
108.59 |
92.39 |
16.20 |
16.6% |
2.60 |
2.7% |
32% |
False |
False |
7,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.68 |
2.618 |
104.31 |
1.618 |
102.25 |
1.000 |
100.98 |
0.618 |
100.19 |
HIGH |
98.92 |
0.618 |
98.13 |
0.500 |
97.89 |
0.382 |
97.65 |
LOW |
96.86 |
0.618 |
95.59 |
1.000 |
94.80 |
1.618 |
93.53 |
2.618 |
91.47 |
4.250 |
88.11 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
97.89 |
99.01 |
PP |
97.77 |
98.51 |
S1 |
97.64 |
98.02 |
|