NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
98.53 |
98.46 |
-0.07 |
-0.1% |
100.97 |
| High |
99.30 |
98.76 |
-0.54 |
-0.5% |
101.83 |
| Low |
97.77 |
96.38 |
-1.39 |
-1.4% |
96.38 |
| Close |
98.82 |
97.08 |
-1.74 |
-1.8% |
97.08 |
| Range |
1.53 |
2.38 |
0.85 |
55.6% |
5.45 |
| ATR |
2.52 |
2.51 |
-0.01 |
-0.2% |
0.00 |
| Volume |
43,799 |
40,640 |
-3,159 |
-7.2% |
241,083 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.55 |
103.19 |
98.39 |
|
| R3 |
102.17 |
100.81 |
97.73 |
|
| R2 |
99.79 |
99.79 |
97.52 |
|
| R1 |
98.43 |
98.43 |
97.30 |
97.92 |
| PP |
97.41 |
97.41 |
97.41 |
97.15 |
| S1 |
96.05 |
96.05 |
96.86 |
95.54 |
| S2 |
95.03 |
95.03 |
96.64 |
|
| S3 |
92.65 |
93.67 |
96.43 |
|
| S4 |
90.27 |
91.29 |
95.77 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.78 |
111.38 |
100.08 |
|
| R3 |
109.33 |
105.93 |
98.58 |
|
| R2 |
103.88 |
103.88 |
98.08 |
|
| R1 |
100.48 |
100.48 |
97.58 |
99.46 |
| PP |
98.43 |
98.43 |
98.43 |
97.92 |
| S1 |
95.03 |
95.03 |
96.58 |
94.01 |
| S2 |
92.98 |
92.98 |
96.08 |
|
| S3 |
87.53 |
89.58 |
95.58 |
|
| S4 |
82.08 |
84.13 |
94.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.83 |
96.38 |
5.45 |
5.6% |
2.04 |
2.1% |
13% |
False |
True |
48,216 |
| 10 |
101.83 |
96.38 |
5.45 |
5.6% |
2.26 |
2.3% |
13% |
False |
True |
45,741 |
| 20 |
101.83 |
95.50 |
6.33 |
6.5% |
2.49 |
2.6% |
25% |
False |
False |
50,292 |
| 40 |
104.20 |
91.77 |
12.43 |
12.8% |
2.58 |
2.7% |
43% |
False |
False |
55,791 |
| 60 |
110.42 |
91.77 |
18.65 |
19.2% |
3.06 |
3.2% |
28% |
False |
False |
54,970 |
| 80 |
115.50 |
91.77 |
23.73 |
24.4% |
2.94 |
3.0% |
22% |
False |
False |
51,401 |
| 100 |
115.50 |
91.77 |
23.73 |
24.4% |
2.83 |
2.9% |
22% |
False |
False |
49,385 |
| 120 |
115.50 |
91.77 |
23.73 |
24.4% |
2.77 |
2.9% |
22% |
False |
False |
51,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.88 |
|
2.618 |
104.99 |
|
1.618 |
102.61 |
|
1.000 |
101.14 |
|
0.618 |
100.23 |
|
HIGH |
98.76 |
|
0.618 |
97.85 |
|
0.500 |
97.57 |
|
0.382 |
97.29 |
|
LOW |
96.38 |
|
0.618 |
94.91 |
|
1.000 |
94.00 |
|
1.618 |
92.53 |
|
2.618 |
90.15 |
|
4.250 |
86.27 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.57 |
98.59 |
| PP |
97.41 |
98.09 |
| S1 |
97.24 |
97.58 |
|