NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
100.15 |
99.80 |
-0.35 |
-0.3% |
98.51 |
High |
100.15 |
101.35 |
1.20 |
1.2% |
101.99 |
Low |
97.89 |
99.80 |
1.91 |
2.0% |
97.38 |
Close |
98.99 |
100.40 |
1.41 |
1.4% |
100.34 |
Range |
2.26 |
1.55 |
-0.71 |
-31.4% |
4.61 |
ATR |
2.16 |
2.17 |
0.01 |
0.7% |
0.00 |
Volume |
5,616 |
3,908 |
-1,708 |
-30.4% |
33,183 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.17 |
104.33 |
101.25 |
|
R3 |
103.62 |
102.78 |
100.83 |
|
R2 |
102.07 |
102.07 |
100.68 |
|
R1 |
101.23 |
101.23 |
100.54 |
101.65 |
PP |
100.52 |
100.52 |
100.52 |
100.73 |
S1 |
99.68 |
99.68 |
100.26 |
100.10 |
S2 |
98.97 |
98.97 |
100.12 |
|
S3 |
97.42 |
98.13 |
99.97 |
|
S4 |
95.87 |
96.58 |
99.55 |
|
|
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 |
107.94 |
2.618 |
105.41 |
1.618 |
103.86 |
1.000 |
102.90 |
0.618 |
102.31 |
HIGH |
101.35 |
0.618 |
100.76 |
0.500 |
100.58 |
0.382 |
100.39 |
LOW |
99.80 |
0.618 |
98.84 |
1.000 |
98.25 |
1.618 |
97.29 |
2.618 |
95.74 |
4.250 |
93.21 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.58 |
100.14 |
PP |
100.52 |
99.88 |
S1 |
100.46 |
99.62 |
|