NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
97.15 |
95.11 |
-2.04 |
-2.1% |
100.43 |
| High |
97.29 |
95.36 |
-1.93 |
-2.0% |
102.12 |
| Low |
94.80 |
92.98 |
-1.82 |
-1.9% |
96.86 |
| Close |
95.51 |
93.67 |
-1.84 |
-1.9% |
97.52 |
| Range |
2.49 |
2.38 |
-0.11 |
-4.4% |
5.26 |
| ATR |
2.44 |
2.45 |
0.01 |
0.3% |
0.00 |
| Volume |
13,109 |
10,038 |
-3,071 |
-23.4% |
39,865 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.14 |
99.79 |
94.98 |
|
| R3 |
98.76 |
97.41 |
94.32 |
|
| R2 |
96.38 |
96.38 |
94.11 |
|
| R1 |
95.03 |
95.03 |
93.89 |
94.52 |
| PP |
94.00 |
94.00 |
94.00 |
93.75 |
| S1 |
92.65 |
92.65 |
93.45 |
92.14 |
| S2 |
91.62 |
91.62 |
93.23 |
|
| S3 |
89.24 |
90.27 |
93.02 |
|
| S4 |
86.86 |
87.89 |
92.36 |
|
|
| 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 |
100.07 |
92.98 |
7.09 |
7.6% |
2.60 |
2.8% |
10% |
False |
True |
8,303 |
| 10 |
102.12 |
92.98 |
9.14 |
9.8% |
2.27 |
2.4% |
8% |
False |
True |
7,979 |
| 20 |
102.12 |
92.98 |
9.14 |
9.8% |
2.40 |
2.6% |
8% |
False |
True |
8,818 |
| 40 |
104.25 |
92.39 |
11.86 |
12.7% |
2.32 |
2.5% |
11% |
False |
False |
9,145 |
| 60 |
105.47 |
92.39 |
13.08 |
14.0% |
2.42 |
2.6% |
10% |
False |
False |
8,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.48 |
|
2.618 |
101.59 |
|
1.618 |
99.21 |
|
1.000 |
97.74 |
|
0.618 |
96.83 |
|
HIGH |
95.36 |
|
0.618 |
94.45 |
|
0.500 |
94.17 |
|
0.382 |
93.89 |
|
LOW |
92.98 |
|
0.618 |
91.51 |
|
1.000 |
90.60 |
|
1.618 |
89.13 |
|
2.618 |
86.75 |
|
4.250 |
82.87 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.17 |
96.53 |
| PP |
94.00 |
95.57 |
| S1 |
93.84 |
94.62 |
|