NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
99.80 |
101.53 |
1.73 |
1.7% |
98.51 |
| High |
101.35 |
101.86 |
0.51 |
0.5% |
101.99 |
| Low |
99.80 |
99.73 |
-0.07 |
-0.1% |
97.38 |
| Close |
100.40 |
100.89 |
0.49 |
0.5% |
100.34 |
| Range |
1.55 |
2.13 |
0.58 |
37.4% |
4.61 |
| ATR |
2.17 |
2.17 |
0.00 |
-0.1% |
0.00 |
| Volume |
3,908 |
5,209 |
1,301 |
33.3% |
33,183 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.22 |
106.18 |
102.06 |
|
| R3 |
105.09 |
104.05 |
101.48 |
|
| R2 |
102.96 |
102.96 |
101.28 |
|
| R1 |
101.92 |
101.92 |
101.09 |
101.38 |
| PP |
100.83 |
100.83 |
100.83 |
100.55 |
| S1 |
99.79 |
99.79 |
100.69 |
99.25 |
| S2 |
98.70 |
98.70 |
100.50 |
|
| S3 |
96.57 |
97.66 |
100.30 |
|
| S4 |
94.44 |
95.53 |
99.72 |
|
|
| 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 |
110.91 |
|
2.618 |
107.44 |
|
1.618 |
105.31 |
|
1.000 |
103.99 |
|
0.618 |
103.18 |
|
HIGH |
101.86 |
|
0.618 |
101.05 |
|
0.500 |
100.80 |
|
0.382 |
100.54 |
|
LOW |
99.73 |
|
0.618 |
98.41 |
|
1.000 |
97.60 |
|
1.618 |
96.28 |
|
2.618 |
94.15 |
|
4.250 |
90.68 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.86 |
100.55 |
| PP |
100.83 |
100.21 |
| S1 |
100.80 |
99.88 |
|