NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
101.35 |
99.49 |
-1.86 |
-1.8% |
100.15 |
High |
101.50 |
100.05 |
-1.45 |
-1.4% |
101.95 |
Low |
99.50 |
99.17 |
-0.33 |
-0.3% |
97.55 |
Close |
99.66 |
99.66 |
0.00 |
0.0% |
101.60 |
Range |
2.00 |
0.88 |
-1.12 |
-56.0% |
4.40 |
ATR |
2.26 |
2.16 |
-0.10 |
-4.4% |
0.00 |
Volume |
7,432 |
3,779 |
-3,653 |
-49.2% |
19,888 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.27 |
101.84 |
100.14 |
|
R3 |
101.39 |
100.96 |
99.90 |
|
R2 |
100.51 |
100.51 |
99.82 |
|
R1 |
100.08 |
100.08 |
99.74 |
100.30 |
PP |
99.63 |
99.63 |
99.63 |
99.73 |
S1 |
99.20 |
99.20 |
99.58 |
99.42 |
S2 |
98.75 |
98.75 |
99.50 |
|
S3 |
97.87 |
98.32 |
99.42 |
|
S4 |
96.99 |
97.44 |
99.18 |
|
|
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 |
103.79 |
2.618 |
102.35 |
1.618 |
101.47 |
1.000 |
100.93 |
0.618 |
100.59 |
HIGH |
100.05 |
0.618 |
99.71 |
0.500 |
99.61 |
0.382 |
99.51 |
LOW |
99.17 |
0.618 |
98.63 |
1.000 |
98.29 |
1.618 |
97.75 |
2.618 |
96.87 |
4.250 |
95.43 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
99.64 |
100.80 |
PP |
99.63 |
100.42 |
S1 |
99.61 |
100.04 |
|