NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
98.92 |
98.62 |
-0.30 |
-0.3% |
100.43 |
| High |
98.92 |
100.07 |
1.15 |
1.2% |
102.12 |
| Low |
96.86 |
95.50 |
-1.36 |
-1.4% |
96.86 |
| Close |
97.52 |
96.71 |
-0.81 |
-0.8% |
97.52 |
| Range |
2.06 |
4.57 |
2.51 |
121.8% |
5.26 |
| ATR |
2.27 |
2.44 |
0.16 |
7.2% |
0.00 |
| Volume |
6,757 |
5,207 |
-1,550 |
-22.9% |
39,865 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.14 |
108.49 |
99.22 |
|
| R3 |
106.57 |
103.92 |
97.97 |
|
| R2 |
102.00 |
102.00 |
97.55 |
|
| R1 |
99.35 |
99.35 |
97.13 |
98.39 |
| PP |
97.43 |
97.43 |
97.43 |
96.95 |
| S1 |
94.78 |
94.78 |
96.29 |
93.82 |
| S2 |
92.86 |
92.86 |
95.87 |
|
| S3 |
88.29 |
90.21 |
95.45 |
|
| S4 |
83.72 |
85.64 |
94.20 |
|
|
| 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 |
95.50 |
6.62 |
6.8% |
2.53 |
2.6% |
18% |
False |
True |
7,365 |
| 10 |
102.12 |
95.50 |
6.62 |
6.8% |
2.23 |
2.3% |
18% |
False |
True |
6,819 |
| 20 |
102.12 |
95.50 |
6.62 |
6.8% |
2.36 |
2.4% |
18% |
False |
True |
8,711 |
| 40 |
104.25 |
92.39 |
11.86 |
12.3% |
2.28 |
2.4% |
36% |
False |
False |
8,862 |
| 60 |
105.47 |
92.39 |
13.08 |
13.5% |
2.52 |
2.6% |
33% |
False |
False |
7,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.49 |
|
2.618 |
112.03 |
|
1.618 |
107.46 |
|
1.000 |
104.64 |
|
0.618 |
102.89 |
|
HIGH |
100.07 |
|
0.618 |
98.32 |
|
0.500 |
97.79 |
|
0.382 |
97.25 |
|
LOW |
95.50 |
|
0.618 |
92.68 |
|
1.000 |
90.93 |
|
1.618 |
88.11 |
|
2.618 |
83.54 |
|
4.250 |
76.08 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.79 |
97.79 |
| PP |
97.43 |
97.43 |
| S1 |
97.07 |
97.07 |
|