NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
97.59 |
96.03 |
-1.56 |
-1.6% |
96.10 |
| High |
98.88 |
97.74 |
-1.14 |
-1.2% |
99.21 |
| Low |
94.53 |
95.21 |
0.68 |
0.7% |
93.55 |
| Close |
95.69 |
97.24 |
1.55 |
1.6% |
97.24 |
| Range |
4.35 |
2.53 |
-1.82 |
-41.8% |
5.66 |
| ATR |
3.04 |
3.00 |
-0.04 |
-1.2% |
0.00 |
| Volume |
360,760 |
238,640 |
-122,120 |
-33.9% |
1,509,521 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.32 |
103.31 |
98.63 |
|
| R3 |
101.79 |
100.78 |
97.94 |
|
| R2 |
99.26 |
99.26 |
97.70 |
|
| R1 |
98.25 |
98.25 |
97.47 |
98.76 |
| PP |
96.73 |
96.73 |
96.73 |
96.98 |
| S1 |
95.72 |
95.72 |
97.01 |
96.23 |
| S2 |
94.20 |
94.20 |
96.78 |
|
| S3 |
91.67 |
93.19 |
96.54 |
|
| S4 |
89.14 |
90.66 |
95.85 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.65 |
111.10 |
100.35 |
|
| R3 |
107.99 |
105.44 |
98.80 |
|
| R2 |
102.33 |
102.33 |
98.28 |
|
| R1 |
99.78 |
99.78 |
97.76 |
101.06 |
| PP |
96.67 |
96.67 |
96.67 |
97.30 |
| S1 |
94.12 |
94.12 |
96.72 |
95.40 |
| S2 |
91.01 |
91.01 |
96.20 |
|
| S3 |
85.35 |
88.46 |
95.68 |
|
| S4 |
79.69 |
82.80 |
94.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.21 |
93.55 |
5.66 |
5.8% |
3.22 |
3.3% |
65% |
False |
False |
301,904 |
| 10 |
99.42 |
93.45 |
5.97 |
6.1% |
2.91 |
3.0% |
63% |
False |
False |
291,680 |
| 20 |
99.42 |
89.61 |
9.81 |
10.1% |
2.84 |
2.9% |
78% |
False |
False |
288,027 |
| 40 |
103.90 |
89.61 |
14.29 |
14.7% |
2.89 |
3.0% |
53% |
False |
False |
194,309 |
| 60 |
115.52 |
89.61 |
25.91 |
26.6% |
3.23 |
3.3% |
29% |
False |
False |
143,101 |
| 80 |
115.52 |
89.61 |
25.91 |
26.6% |
2.98 |
3.1% |
29% |
False |
False |
112,625 |
| 100 |
115.52 |
89.61 |
25.91 |
26.6% |
2.96 |
3.0% |
29% |
False |
False |
94,272 |
| 120 |
115.52 |
89.61 |
25.91 |
26.6% |
2.77 |
2.8% |
29% |
False |
False |
81,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.49 |
|
2.618 |
104.36 |
|
1.618 |
101.83 |
|
1.000 |
100.27 |
|
0.618 |
99.30 |
|
HIGH |
97.74 |
|
0.618 |
96.77 |
|
0.500 |
96.48 |
|
0.382 |
96.18 |
|
LOW |
95.21 |
|
0.618 |
93.65 |
|
1.000 |
92.68 |
|
1.618 |
91.12 |
|
2.618 |
88.59 |
|
4.250 |
84.46 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.99 |
97.12 |
| PP |
96.73 |
96.99 |
| S1 |
96.48 |
96.87 |
|