NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
96.58 |
95.50 |
-1.08 |
-1.1% |
100.45 |
| High |
97.85 |
95.50 |
-2.35 |
-2.4% |
102.42 |
| Low |
95.44 |
93.50 |
-1.94 |
-2.0% |
97.32 |
| Close |
95.96 |
94.11 |
-1.85 |
-1.9% |
97.94 |
| Range |
2.41 |
2.00 |
-0.41 |
-17.0% |
5.10 |
| ATR |
2.36 |
2.36 |
0.01 |
0.3% |
0.00 |
| Volume |
7,250 |
3,576 |
-3,674 |
-50.7% |
26,535 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.37 |
99.24 |
95.21 |
|
| R3 |
98.37 |
97.24 |
94.66 |
|
| R2 |
96.37 |
96.37 |
94.48 |
|
| R1 |
95.24 |
95.24 |
94.29 |
94.81 |
| PP |
94.37 |
94.37 |
94.37 |
94.15 |
| S1 |
93.24 |
93.24 |
93.93 |
92.81 |
| S2 |
92.37 |
92.37 |
93.74 |
|
| S3 |
90.37 |
91.24 |
93.56 |
|
| S4 |
88.37 |
89.24 |
93.01 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.53 |
111.33 |
100.75 |
|
| R3 |
109.43 |
106.23 |
99.34 |
|
| R2 |
104.33 |
104.33 |
98.88 |
|
| R1 |
101.13 |
101.13 |
98.41 |
100.18 |
| PP |
99.23 |
99.23 |
99.23 |
98.75 |
| S1 |
96.03 |
96.03 |
97.47 |
95.08 |
| S2 |
94.13 |
94.13 |
97.01 |
|
| S3 |
89.03 |
90.93 |
96.54 |
|
| S4 |
83.93 |
85.83 |
95.14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.00 |
|
2.618 |
100.74 |
|
1.618 |
98.74 |
|
1.000 |
97.50 |
|
0.618 |
96.74 |
|
HIGH |
95.50 |
|
0.618 |
94.74 |
|
0.500 |
94.50 |
|
0.382 |
94.26 |
|
LOW |
93.50 |
|
0.618 |
92.26 |
|
1.000 |
91.50 |
|
1.618 |
90.26 |
|
2.618 |
88.26 |
|
4.250 |
85.00 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.50 |
96.98 |
| PP |
94.37 |
96.02 |
| S1 |
94.24 |
95.07 |
|