NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
101.99 |
101.81 |
-0.18 |
-0.2% |
100.15 |
High |
102.81 |
101.88 |
-0.93 |
-0.9% |
102.35 |
Low |
100.35 |
99.93 |
-0.42 |
-0.4% |
97.89 |
Close |
101.94 |
100.03 |
-1.91 |
-1.9% |
101.90 |
Range |
2.46 |
1.95 |
-0.51 |
-20.7% |
4.46 |
ATR |
2.08 |
2.07 |
0.00 |
-0.2% |
0.00 |
Volume |
6,720 |
7,117 |
397 |
5.9% |
26,032 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.46 |
105.20 |
101.10 |
|
R3 |
104.51 |
103.25 |
100.57 |
|
R2 |
102.56 |
102.56 |
100.39 |
|
R1 |
101.30 |
101.30 |
100.21 |
100.96 |
PP |
100.61 |
100.61 |
100.61 |
100.44 |
S1 |
99.35 |
99.35 |
99.85 |
99.01 |
S2 |
98.66 |
98.66 |
99.67 |
|
S3 |
96.71 |
97.40 |
99.49 |
|
S4 |
94.76 |
95.45 |
98.96 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.09 |
112.46 |
104.35 |
|
R3 |
109.63 |
108.00 |
103.13 |
|
R2 |
105.17 |
105.17 |
102.72 |
|
R1 |
103.54 |
103.54 |
102.31 |
104.36 |
PP |
100.71 |
100.71 |
100.71 |
101.12 |
S1 |
99.08 |
99.08 |
101.49 |
99.90 |
S2 |
96.25 |
96.25 |
101.08 |
|
S3 |
91.79 |
94.62 |
100.67 |
|
S4 |
87.33 |
90.16 |
99.45 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.17 |
2.618 |
106.99 |
1.618 |
105.04 |
1.000 |
103.83 |
0.618 |
103.09 |
HIGH |
101.88 |
0.618 |
101.14 |
0.500 |
100.91 |
0.382 |
100.67 |
LOW |
99.93 |
0.618 |
98.72 |
1.000 |
97.98 |
1.618 |
96.77 |
2.618 |
94.82 |
4.250 |
91.64 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
100.91 |
101.37 |
PP |
100.61 |
100.92 |
S1 |
100.32 |
100.48 |
|