NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
98.46 |
97.69 |
-0.77 |
-0.8% |
100.97 |
| High |
98.76 |
99.77 |
1.01 |
1.0% |
101.83 |
| Low |
96.38 |
94.80 |
-1.58 |
-1.6% |
96.38 |
| Close |
97.08 |
96.27 |
-0.81 |
-0.8% |
97.08 |
| Range |
2.38 |
4.97 |
2.59 |
108.8% |
5.45 |
| ATR |
2.51 |
2.69 |
0.18 |
7.0% |
0.00 |
| Volume |
40,640 |
40,953 |
313 |
0.8% |
241,083 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.86 |
109.03 |
99.00 |
|
| R3 |
106.89 |
104.06 |
97.64 |
|
| R2 |
101.92 |
101.92 |
97.18 |
|
| R1 |
99.09 |
99.09 |
96.73 |
98.02 |
| PP |
96.95 |
96.95 |
96.95 |
96.41 |
| S1 |
94.12 |
94.12 |
95.81 |
93.05 |
| S2 |
91.98 |
91.98 |
95.36 |
|
| S3 |
87.01 |
89.15 |
94.90 |
|
| S4 |
82.04 |
84.18 |
93.54 |
|
|
| 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 |
94.80 |
7.03 |
7.3% |
2.76 |
2.9% |
21% |
False |
True |
44,928 |
| 10 |
101.83 |
94.80 |
7.03 |
7.3% |
2.47 |
2.6% |
21% |
False |
True |
45,719 |
| 20 |
101.83 |
94.80 |
7.03 |
7.3% |
2.65 |
2.8% |
21% |
False |
True |
50,004 |
| 40 |
104.20 |
91.77 |
12.43 |
12.9% |
2.64 |
2.7% |
36% |
False |
False |
55,243 |
| 60 |
106.14 |
91.77 |
14.37 |
14.9% |
2.96 |
3.1% |
31% |
False |
False |
54,914 |
| 80 |
115.50 |
91.77 |
23.73 |
24.6% |
2.98 |
3.1% |
19% |
False |
False |
51,398 |
| 100 |
115.50 |
91.77 |
23.73 |
24.6% |
2.86 |
3.0% |
19% |
False |
False |
49,030 |
| 120 |
115.50 |
91.77 |
23.73 |
24.6% |
2.80 |
2.9% |
19% |
False |
False |
51,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.89 |
|
2.618 |
112.78 |
|
1.618 |
107.81 |
|
1.000 |
104.74 |
|
0.618 |
102.84 |
|
HIGH |
99.77 |
|
0.618 |
97.87 |
|
0.500 |
97.29 |
|
0.382 |
96.70 |
|
LOW |
94.80 |
|
0.618 |
91.73 |
|
1.000 |
89.83 |
|
1.618 |
86.76 |
|
2.618 |
81.79 |
|
4.250 |
73.68 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.29 |
97.29 |
| PP |
96.95 |
96.95 |
| S1 |
96.61 |
96.61 |
|