NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
101.33 |
100.45 |
-0.88 |
-0.9% |
100.15 |
High |
101.67 |
101.39 |
-0.28 |
-0.3% |
101.95 |
Low |
100.30 |
100.28 |
-0.02 |
0.0% |
97.55 |
Close |
101.60 |
101.22 |
-0.38 |
-0.4% |
101.60 |
Range |
1.37 |
1.11 |
-0.26 |
-19.0% |
4.40 |
ATR |
2.33 |
2.25 |
-0.07 |
-3.1% |
0.00 |
Volume |
4,726 |
6,138 |
1,412 |
29.9% |
19,888 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.29 |
103.87 |
101.83 |
|
R3 |
103.18 |
102.76 |
101.53 |
|
R2 |
102.07 |
102.07 |
101.42 |
|
R1 |
101.65 |
101.65 |
101.32 |
101.86 |
PP |
100.96 |
100.96 |
100.96 |
101.07 |
S1 |
100.54 |
100.54 |
101.12 |
100.75 |
S2 |
99.85 |
99.85 |
101.02 |
|
S3 |
98.74 |
99.43 |
100.91 |
|
S4 |
97.63 |
98.32 |
100.61 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.57 |
111.98 |
104.02 |
|
R3 |
109.17 |
107.58 |
102.81 |
|
R2 |
104.77 |
104.77 |
102.41 |
|
R1 |
103.18 |
103.18 |
102.00 |
103.98 |
PP |
100.37 |
100.37 |
100.37 |
100.76 |
S1 |
98.78 |
98.78 |
101.20 |
99.58 |
S2 |
95.97 |
95.97 |
100.79 |
|
S3 |
91.57 |
94.38 |
100.39 |
|
S4 |
87.17 |
89.98 |
99.18 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.11 |
2.618 |
104.30 |
1.618 |
103.19 |
1.000 |
102.50 |
0.618 |
102.08 |
HIGH |
101.39 |
0.618 |
100.97 |
0.500 |
100.84 |
0.382 |
100.70 |
LOW |
100.28 |
0.618 |
99.59 |
1.000 |
99.17 |
1.618 |
98.48 |
2.618 |
97.37 |
4.250 |
95.56 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
101.09 |
101.03 |
PP |
100.96 |
100.84 |
S1 |
100.84 |
100.66 |
|