NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
97.38 |
100.88 |
3.50 |
3.6% |
98.61 |
High |
100.56 |
101.73 |
1.17 |
1.2% |
101.95 |
Low |
97.38 |
99.98 |
2.60 |
2.7% |
98.57 |
Close |
100.51 |
101.22 |
0.71 |
0.7% |
99.57 |
Range |
3.18 |
1.75 |
-1.43 |
-45.0% |
3.38 |
ATR |
2.10 |
2.07 |
-0.02 |
-1.2% |
0.00 |
Volume |
5,859 |
7,002 |
1,143 |
19.5% |
23,137 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.23 |
105.47 |
102.18 |
|
R3 |
104.48 |
103.72 |
101.70 |
|
R2 |
102.73 |
102.73 |
101.54 |
|
R1 |
101.97 |
101.97 |
101.38 |
102.35 |
PP |
100.98 |
100.98 |
100.98 |
101.17 |
S1 |
100.22 |
100.22 |
101.06 |
100.60 |
S2 |
99.23 |
99.23 |
100.90 |
|
S3 |
97.48 |
98.47 |
100.74 |
|
S4 |
95.73 |
96.72 |
100.26 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.17 |
108.25 |
101.43 |
|
R3 |
106.79 |
104.87 |
100.50 |
|
R2 |
103.41 |
103.41 |
100.19 |
|
R1 |
101.49 |
101.49 |
99.88 |
102.45 |
PP |
100.03 |
100.03 |
100.03 |
100.51 |
S1 |
98.11 |
98.11 |
99.26 |
99.07 |
S2 |
96.65 |
96.65 |
98.95 |
|
S3 |
93.27 |
94.73 |
98.64 |
|
S4 |
89.89 |
91.35 |
97.71 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.17 |
2.618 |
106.31 |
1.618 |
104.56 |
1.000 |
103.48 |
0.618 |
102.81 |
HIGH |
101.73 |
0.618 |
101.06 |
0.500 |
100.86 |
0.382 |
100.65 |
LOW |
99.98 |
0.618 |
98.90 |
1.000 |
98.23 |
1.618 |
97.15 |
2.618 |
95.40 |
4.250 |
92.54 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
101.10 |
100.67 |
PP |
100.98 |
100.11 |
S1 |
100.86 |
99.56 |
|