NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.15 |
98.90 |
-1.25 |
-1.2% |
98.80 |
High |
100.15 |
101.03 |
0.88 |
0.9% |
101.67 |
Low |
97.55 |
98.90 |
1.35 |
1.4% |
96.49 |
Close |
98.57 |
100.01 |
1.44 |
1.5% |
99.94 |
Range |
2.60 |
2.13 |
-0.47 |
-18.1% |
5.18 |
ATR |
2.39 |
2.40 |
0.00 |
0.2% |
0.00 |
Volume |
4,010 |
4,276 |
266 |
6.6% |
33,370 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.37 |
105.32 |
101.18 |
|
R3 |
104.24 |
103.19 |
100.60 |
|
R2 |
102.11 |
102.11 |
100.40 |
|
R1 |
101.06 |
101.06 |
100.21 |
101.59 |
PP |
99.98 |
99.98 |
99.98 |
100.24 |
S1 |
98.93 |
98.93 |
99.81 |
99.46 |
S2 |
97.85 |
97.85 |
99.62 |
|
S3 |
95.72 |
96.80 |
99.42 |
|
S4 |
93.59 |
94.67 |
98.84 |
|
|
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 |
110.08 |
2.618 |
106.61 |
1.618 |
104.48 |
1.000 |
103.16 |
0.618 |
102.35 |
HIGH |
101.03 |
0.618 |
100.22 |
0.500 |
99.97 |
0.382 |
99.71 |
LOW |
98.90 |
0.618 |
97.58 |
1.000 |
96.77 |
1.618 |
95.45 |
2.618 |
93.32 |
4.250 |
89.85 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.00 |
99.77 |
PP |
99.98 |
99.53 |
S1 |
99.97 |
99.29 |
|