NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
98.86 |
100.15 |
1.29 |
1.3% |
98.80 |
High |
100.40 |
100.15 |
-0.25 |
-0.2% |
101.67 |
Low |
98.23 |
97.55 |
-0.68 |
-0.7% |
96.49 |
Close |
99.94 |
98.57 |
-1.37 |
-1.4% |
99.94 |
Range |
2.17 |
2.60 |
0.43 |
19.8% |
5.18 |
ATR |
2.37 |
2.39 |
0.02 |
0.7% |
0.00 |
Volume |
7,903 |
4,010 |
-3,893 |
-49.3% |
33,370 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.56 |
105.16 |
100.00 |
|
R3 |
103.96 |
102.56 |
99.29 |
|
R2 |
101.36 |
101.36 |
99.05 |
|
R1 |
99.96 |
99.96 |
98.81 |
99.36 |
PP |
98.76 |
98.76 |
98.76 |
98.46 |
S1 |
97.36 |
97.36 |
98.33 |
96.76 |
S2 |
96.16 |
96.16 |
98.09 |
|
S3 |
93.56 |
94.76 |
97.86 |
|
S4 |
90.96 |
92.16 |
97.14 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.91 |
112.60 |
102.79 |
|
R3 |
109.73 |
107.42 |
101.36 |
|
R2 |
104.55 |
104.55 |
100.89 |
|
R1 |
102.24 |
102.24 |
100.41 |
103.40 |
PP |
99.37 |
99.37 |
99.37 |
99.94 |
S1 |
97.06 |
97.06 |
99.47 |
98.22 |
S2 |
94.19 |
94.19 |
98.99 |
|
S3 |
89.01 |
91.88 |
98.52 |
|
S4 |
83.83 |
86.70 |
97.09 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.20 |
2.618 |
106.96 |
1.618 |
104.36 |
1.000 |
102.75 |
0.618 |
101.76 |
HIGH |
100.15 |
0.618 |
99.16 |
0.500 |
98.85 |
0.382 |
98.54 |
LOW |
97.55 |
0.618 |
95.94 |
1.000 |
94.95 |
1.618 |
93.34 |
2.618 |
90.74 |
4.250 |
86.50 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
98.85 |
99.58 |
PP |
98.76 |
99.24 |
S1 |
98.66 |
98.91 |
|