NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
100.88 |
100.85 |
-0.03 |
0.0% |
98.61 |
| High |
101.73 |
101.99 |
0.26 |
0.3% |
101.95 |
| Low |
99.98 |
98.56 |
-1.42 |
-1.4% |
98.57 |
| Close |
101.22 |
99.17 |
-2.05 |
-2.0% |
99.57 |
| Range |
1.75 |
3.43 |
1.68 |
96.0% |
3.38 |
| ATR |
2.07 |
2.17 |
0.10 |
4.7% |
0.00 |
| Volume |
7,002 |
7,301 |
299 |
4.3% |
23,137 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.20 |
108.11 |
101.06 |
|
| R3 |
106.77 |
104.68 |
100.11 |
|
| R2 |
103.34 |
103.34 |
99.80 |
|
| R1 |
101.25 |
101.25 |
99.48 |
100.58 |
| PP |
99.91 |
99.91 |
99.91 |
99.57 |
| S1 |
97.82 |
97.82 |
98.86 |
97.15 |
| S2 |
96.48 |
96.48 |
98.54 |
|
| S3 |
93.05 |
94.39 |
98.23 |
|
| S4 |
89.62 |
90.96 |
97.28 |
|
|
| 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 |
116.57 |
|
2.618 |
110.97 |
|
1.618 |
107.54 |
|
1.000 |
105.42 |
|
0.618 |
104.11 |
|
HIGH |
101.99 |
|
0.618 |
100.68 |
|
0.500 |
100.28 |
|
0.382 |
99.87 |
|
LOW |
98.56 |
|
0.618 |
96.44 |
|
1.000 |
95.13 |
|
1.618 |
93.01 |
|
2.618 |
89.58 |
|
4.250 |
83.98 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.28 |
99.69 |
| PP |
99.91 |
99.51 |
| S1 |
99.54 |
99.34 |
|