NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
97.80 |
99.66 |
1.86 |
1.9% |
98.23 |
High |
100.15 |
101.67 |
1.52 |
1.5% |
101.65 |
Low |
96.49 |
99.30 |
2.81 |
2.9% |
97.83 |
Close |
100.12 |
100.81 |
0.69 |
0.7% |
99.16 |
Range |
3.66 |
2.37 |
-1.29 |
-35.2% |
3.82 |
ATR |
2.26 |
2.27 |
0.01 |
0.3% |
0.00 |
Volume |
6,738 |
5,907 |
-831 |
-12.3% |
21,718 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.70 |
106.63 |
102.11 |
|
R3 |
105.33 |
104.26 |
101.46 |
|
R2 |
102.96 |
102.96 |
101.24 |
|
R1 |
101.89 |
101.89 |
101.03 |
102.43 |
PP |
100.59 |
100.59 |
100.59 |
100.86 |
S1 |
99.52 |
99.52 |
100.59 |
100.06 |
S2 |
98.22 |
98.22 |
100.38 |
|
S3 |
95.85 |
97.15 |
100.16 |
|
S4 |
93.48 |
94.78 |
99.51 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.01 |
108.90 |
101.26 |
|
R3 |
107.19 |
105.08 |
100.21 |
|
R2 |
103.37 |
103.37 |
99.86 |
|
R1 |
101.26 |
101.26 |
99.51 |
102.32 |
PP |
99.55 |
99.55 |
99.55 |
100.07 |
S1 |
97.44 |
97.44 |
98.81 |
98.50 |
S2 |
95.73 |
95.73 |
98.46 |
|
S3 |
91.91 |
93.62 |
98.11 |
|
S4 |
88.09 |
89.80 |
97.06 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.74 |
2.618 |
107.87 |
1.618 |
105.50 |
1.000 |
104.04 |
0.618 |
103.13 |
HIGH |
101.67 |
0.618 |
100.76 |
0.500 |
100.49 |
0.382 |
100.21 |
LOW |
99.30 |
0.618 |
97.84 |
1.000 |
96.93 |
1.618 |
95.47 |
2.618 |
93.10 |
4.250 |
89.23 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.70 |
100.23 |
PP |
100.59 |
99.66 |
S1 |
100.49 |
99.08 |
|