NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
95.08 |
95.12 |
0.04 |
0.0% |
91.16 |
| High |
95.82 |
95.39 |
-0.43 |
-0.4% |
95.84 |
| Low |
93.88 |
93.45 |
-0.43 |
-0.5% |
89.61 |
| Close |
95.42 |
94.94 |
-0.48 |
-0.5% |
94.94 |
| Range |
1.94 |
1.94 |
0.00 |
0.0% |
6.23 |
| ATR |
2.98 |
2.91 |
-0.07 |
-2.4% |
0.00 |
| Volume |
256,571 |
243,405 |
-13,166 |
-5.1% |
1,358,279 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.41 |
99.62 |
96.01 |
|
| R3 |
98.47 |
97.68 |
95.47 |
|
| R2 |
96.53 |
96.53 |
95.30 |
|
| R1 |
95.74 |
95.74 |
95.12 |
95.17 |
| PP |
94.59 |
94.59 |
94.59 |
94.31 |
| S1 |
93.80 |
93.80 |
94.76 |
93.23 |
| S2 |
92.65 |
92.65 |
94.58 |
|
| S3 |
90.71 |
91.86 |
94.41 |
|
| S4 |
88.77 |
89.92 |
93.87 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.15 |
109.78 |
98.37 |
|
| R3 |
105.92 |
103.55 |
96.65 |
|
| R2 |
99.69 |
99.69 |
96.08 |
|
| R1 |
97.32 |
97.32 |
95.51 |
98.51 |
| PP |
93.46 |
93.46 |
93.46 |
94.06 |
| S1 |
91.09 |
91.09 |
94.37 |
92.28 |
| S2 |
87.23 |
87.23 |
93.80 |
|
| S3 |
81.00 |
84.86 |
93.23 |
|
| S4 |
74.77 |
78.63 |
91.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.84 |
89.61 |
6.23 |
6.6% |
2.34 |
2.5% |
86% |
False |
False |
271,655 |
| 10 |
95.84 |
89.61 |
6.23 |
6.6% |
2.60 |
2.7% |
86% |
False |
False |
293,283 |
| 20 |
102.95 |
89.61 |
13.34 |
14.1% |
2.80 |
2.9% |
40% |
False |
False |
216,875 |
| 40 |
105.52 |
89.61 |
15.91 |
16.8% |
3.27 |
3.4% |
34% |
False |
False |
139,598 |
| 60 |
115.52 |
89.61 |
25.91 |
27.3% |
3.23 |
3.4% |
21% |
False |
False |
102,723 |
| 80 |
115.52 |
89.61 |
25.91 |
27.3% |
3.00 |
3.2% |
21% |
False |
False |
80,804 |
| 100 |
115.52 |
89.61 |
25.91 |
27.3% |
2.87 |
3.0% |
21% |
False |
False |
68,999 |
| 120 |
115.52 |
89.61 |
25.91 |
27.3% |
2.63 |
2.8% |
21% |
False |
False |
59,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.64 |
|
2.618 |
100.47 |
|
1.618 |
98.53 |
|
1.000 |
97.33 |
|
0.618 |
96.59 |
|
HIGH |
95.39 |
|
0.618 |
94.65 |
|
0.500 |
94.42 |
|
0.382 |
94.19 |
|
LOW |
93.45 |
|
0.618 |
92.25 |
|
1.000 |
91.51 |
|
1.618 |
90.31 |
|
2.618 |
88.37 |
|
4.250 |
85.21 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.77 |
94.71 |
| PP |
94.59 |
94.48 |
| S1 |
94.42 |
94.25 |
|