NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
95.11 |
93.60 |
-1.51 |
-1.6% |
100.43 |
| High |
95.36 |
93.63 |
-1.73 |
-1.8% |
102.12 |
| Low |
92.98 |
88.13 |
-4.85 |
-5.2% |
96.86 |
| Close |
93.67 |
88.43 |
-5.24 |
-5.6% |
97.52 |
| Range |
2.38 |
5.50 |
3.12 |
131.1% |
5.26 |
| ATR |
2.45 |
2.67 |
0.22 |
9.0% |
0.00 |
| Volume |
10,038 |
11,916 |
1,878 |
18.7% |
39,865 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.56 |
103.00 |
91.46 |
|
| R3 |
101.06 |
97.50 |
89.94 |
|
| R2 |
95.56 |
95.56 |
89.44 |
|
| R1 |
92.00 |
92.00 |
88.93 |
91.03 |
| PP |
90.06 |
90.06 |
90.06 |
89.58 |
| S1 |
86.50 |
86.50 |
87.93 |
85.53 |
| S2 |
84.56 |
84.56 |
87.42 |
|
| S3 |
79.06 |
81.00 |
86.92 |
|
| S4 |
73.56 |
75.50 |
85.41 |
|
|
| 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 |
88.13 |
11.94 |
13.5% |
3.40 |
3.8% |
3% |
False |
True |
9,405 |
| 10 |
102.12 |
88.13 |
13.99 |
15.8% |
2.56 |
2.9% |
2% |
False |
True |
8,747 |
| 20 |
102.12 |
88.13 |
13.99 |
15.8% |
2.56 |
2.9% |
2% |
False |
True |
8,986 |
| 40 |
104.25 |
88.13 |
16.12 |
18.2% |
2.38 |
2.7% |
2% |
False |
True |
9,195 |
| 60 |
105.30 |
88.13 |
17.17 |
19.4% |
2.45 |
2.8% |
2% |
False |
True |
8,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.01 |
|
2.618 |
108.03 |
|
1.618 |
102.53 |
|
1.000 |
99.13 |
|
0.618 |
97.03 |
|
HIGH |
93.63 |
|
0.618 |
91.53 |
|
0.500 |
90.88 |
|
0.382 |
90.23 |
|
LOW |
88.13 |
|
0.618 |
84.73 |
|
1.000 |
82.63 |
|
1.618 |
79.23 |
|
2.618 |
73.73 |
|
4.250 |
64.76 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.88 |
92.71 |
| PP |
90.06 |
91.28 |
| S1 |
89.25 |
89.86 |
|