NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
100.51 |
100.15 |
-0.36 |
-0.4% |
98.51 |
| High |
100.82 |
100.15 |
-0.67 |
-0.7% |
101.99 |
| Low |
100.07 |
97.89 |
-2.18 |
-2.2% |
97.38 |
| Close |
100.34 |
98.99 |
-1.35 |
-1.3% |
100.34 |
| Range |
0.75 |
2.26 |
1.51 |
201.3% |
4.61 |
| ATR |
2.13 |
2.16 |
0.02 |
1.1% |
0.00 |
| Volume |
6,544 |
5,616 |
-928 |
-14.2% |
33,183 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.79 |
104.65 |
100.23 |
|
| R3 |
103.53 |
102.39 |
99.61 |
|
| R2 |
101.27 |
101.27 |
99.40 |
|
| R1 |
100.13 |
100.13 |
99.20 |
99.57 |
| PP |
99.01 |
99.01 |
99.01 |
98.73 |
| S1 |
97.87 |
97.87 |
98.78 |
97.31 |
| S2 |
96.75 |
96.75 |
98.58 |
|
| S3 |
94.49 |
95.61 |
98.37 |
|
| S4 |
92.23 |
93.35 |
97.75 |
|
|
| 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 |
109.76 |
|
2.618 |
106.07 |
|
1.618 |
103.81 |
|
1.000 |
102.41 |
|
0.618 |
101.55 |
|
HIGH |
100.15 |
|
0.618 |
99.29 |
|
0.500 |
99.02 |
|
0.382 |
98.75 |
|
LOW |
97.89 |
|
0.618 |
96.49 |
|
1.000 |
95.63 |
|
1.618 |
94.23 |
|
2.618 |
91.97 |
|
4.250 |
88.29 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.02 |
99.94 |
| PP |
99.01 |
99.62 |
| S1 |
99.00 |
99.31 |
|