NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.85 |
100.51 |
-0.34 |
-0.3% |
98.51 |
High |
101.99 |
100.82 |
-1.17 |
-1.1% |
101.99 |
Low |
98.56 |
100.07 |
1.51 |
1.5% |
97.38 |
Close |
99.17 |
100.34 |
1.17 |
1.2% |
100.34 |
Range |
3.43 |
0.75 |
-2.68 |
-78.1% |
4.61 |
ATR |
2.17 |
2.13 |
-0.04 |
-1.7% |
0.00 |
Volume |
7,301 |
6,544 |
-757 |
-10.4% |
33,183 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.66 |
102.25 |
100.75 |
|
R3 |
101.91 |
101.50 |
100.55 |
|
R2 |
101.16 |
101.16 |
100.48 |
|
R1 |
100.75 |
100.75 |
100.41 |
100.58 |
PP |
100.41 |
100.41 |
100.41 |
100.33 |
S1 |
100.00 |
100.00 |
100.27 |
99.83 |
S2 |
99.66 |
99.66 |
100.20 |
|
S3 |
98.91 |
99.25 |
100.13 |
|
S4 |
98.16 |
98.50 |
99.93 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.73 |
111.65 |
102.88 |
|
R3 |
109.12 |
107.04 |
101.61 |
|
R2 |
104.51 |
104.51 |
101.19 |
|
R1 |
102.43 |
102.43 |
100.76 |
103.47 |
PP |
99.90 |
99.90 |
99.90 |
100.43 |
S1 |
97.82 |
97.82 |
99.92 |
98.86 |
S2 |
95.29 |
95.29 |
99.49 |
|
S3 |
90.68 |
93.21 |
99.07 |
|
S4 |
86.07 |
88.60 |
97.80 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.01 |
2.618 |
102.78 |
1.618 |
102.03 |
1.000 |
101.57 |
0.618 |
101.28 |
HIGH |
100.82 |
0.618 |
100.53 |
0.500 |
100.45 |
0.382 |
100.36 |
LOW |
100.07 |
0.618 |
99.61 |
1.000 |
99.32 |
1.618 |
98.86 |
2.618 |
98.11 |
4.250 |
96.88 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.45 |
100.32 |
PP |
100.41 |
100.30 |
S1 |
100.38 |
100.28 |
|