NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
96.92 |
95.84 |
-1.08 |
-1.1% |
100.74 |
| High |
97.91 |
96.20 |
-1.71 |
-1.7% |
102.81 |
| Low |
95.86 |
93.93 |
-1.93 |
-2.0% |
97.95 |
| Close |
96.41 |
94.56 |
-1.85 |
-1.9% |
98.34 |
| Range |
2.05 |
2.27 |
0.22 |
10.7% |
4.86 |
| ATR |
2.15 |
2.17 |
0.02 |
1.1% |
0.00 |
| Volume |
5,512 |
4,096 |
-1,416 |
-25.7% |
33,761 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.71 |
100.40 |
95.81 |
|
| R3 |
99.44 |
98.13 |
95.18 |
|
| R2 |
97.17 |
97.17 |
94.98 |
|
| R1 |
95.86 |
95.86 |
94.77 |
95.38 |
| PP |
94.90 |
94.90 |
94.90 |
94.66 |
| S1 |
93.59 |
93.59 |
94.35 |
93.11 |
| S2 |
92.63 |
92.63 |
94.14 |
|
| S3 |
90.36 |
91.32 |
93.94 |
|
| S4 |
88.09 |
89.05 |
93.31 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.28 |
111.17 |
101.01 |
|
| R3 |
109.42 |
106.31 |
99.68 |
|
| R2 |
104.56 |
104.56 |
99.23 |
|
| R1 |
101.45 |
101.45 |
98.79 |
100.58 |
| PP |
99.70 |
99.70 |
99.70 |
99.26 |
| S1 |
96.59 |
96.59 |
97.89 |
95.72 |
| S2 |
94.84 |
94.84 |
97.45 |
|
| S3 |
89.98 |
91.73 |
97.00 |
|
| S4 |
85.12 |
86.87 |
95.67 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.85 |
|
2.618 |
102.14 |
|
1.618 |
99.87 |
|
1.000 |
98.47 |
|
0.618 |
97.60 |
|
HIGH |
96.20 |
|
0.618 |
95.33 |
|
0.500 |
95.07 |
|
0.382 |
94.80 |
|
LOW |
93.93 |
|
0.618 |
92.53 |
|
1.000 |
91.66 |
|
1.618 |
90.26 |
|
2.618 |
87.99 |
|
4.250 |
84.28 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.07 |
97.26 |
| PP |
94.90 |
96.36 |
| S1 |
94.73 |
95.46 |
|