NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
101.56 |
101.35 |
-0.21 |
-0.2% |
100.15 |
High |
102.42 |
101.50 |
-0.92 |
-0.9% |
101.95 |
Low |
99.94 |
99.50 |
-0.44 |
-0.4% |
97.55 |
Close |
101.62 |
99.66 |
-1.96 |
-1.9% |
101.60 |
Range |
2.48 |
2.00 |
-0.48 |
-19.4% |
4.40 |
ATR |
2.27 |
2.26 |
-0.01 |
-0.5% |
0.00 |
Volume |
5,080 |
7,432 |
2,352 |
46.3% |
19,888 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.22 |
104.94 |
100.76 |
|
R3 |
104.22 |
102.94 |
100.21 |
|
R2 |
102.22 |
102.22 |
100.03 |
|
R1 |
100.94 |
100.94 |
99.84 |
100.58 |
PP |
100.22 |
100.22 |
100.22 |
100.04 |
S1 |
98.94 |
98.94 |
99.48 |
98.58 |
S2 |
98.22 |
98.22 |
99.29 |
|
S3 |
96.22 |
96.94 |
99.11 |
|
S4 |
94.22 |
94.94 |
98.56 |
|
|
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 |
110.00 |
2.618 |
106.74 |
1.618 |
104.74 |
1.000 |
103.50 |
0.618 |
102.74 |
HIGH |
101.50 |
0.618 |
100.74 |
0.500 |
100.50 |
0.382 |
100.26 |
LOW |
99.50 |
0.618 |
98.26 |
1.000 |
97.50 |
1.618 |
96.26 |
2.618 |
94.26 |
4.250 |
91.00 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.50 |
100.96 |
PP |
100.22 |
100.53 |
S1 |
99.94 |
100.09 |
|