NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
97.37 |
96.16 |
-1.21 |
-1.2% |
96.10 |
| High |
97.69 |
98.65 |
0.96 |
1.0% |
99.21 |
| Low |
94.69 |
95.93 |
1.24 |
1.3% |
93.55 |
| Close |
95.93 |
97.50 |
1.57 |
1.6% |
97.24 |
| Range |
3.00 |
2.72 |
-0.28 |
-9.3% |
5.66 |
| ATR |
3.00 |
2.98 |
-0.02 |
-0.7% |
0.00 |
| Volume |
182,411 |
102,741 |
-79,670 |
-43.7% |
1,509,521 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.52 |
104.23 |
99.00 |
|
| R3 |
102.80 |
101.51 |
98.25 |
|
| R2 |
100.08 |
100.08 |
98.00 |
|
| R1 |
98.79 |
98.79 |
97.75 |
99.44 |
| PP |
97.36 |
97.36 |
97.36 |
97.68 |
| S1 |
96.07 |
96.07 |
97.25 |
96.72 |
| S2 |
94.64 |
94.64 |
97.00 |
|
| S3 |
91.92 |
93.35 |
96.75 |
|
| S4 |
89.20 |
90.63 |
96.00 |
|
|
| 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 |
94.53 |
4.68 |
4.8% |
3.06 |
3.1% |
63% |
False |
False |
241,352 |
| 10 |
99.42 |
93.55 |
5.87 |
6.0% |
2.97 |
3.1% |
67% |
False |
False |
269,492 |
| 20 |
99.42 |
89.61 |
9.81 |
10.1% |
2.83 |
2.9% |
80% |
False |
False |
281,516 |
| 40 |
103.90 |
89.61 |
14.29 |
14.7% |
2.87 |
2.9% |
55% |
False |
False |
198,982 |
| 60 |
115.52 |
89.61 |
25.91 |
26.6% |
3.24 |
3.3% |
30% |
False |
False |
146,898 |
| 80 |
115.52 |
89.61 |
25.91 |
26.6% |
3.01 |
3.1% |
30% |
False |
False |
115,798 |
| 100 |
115.52 |
89.61 |
25.91 |
26.6% |
2.92 |
3.0% |
30% |
False |
False |
96,324 |
| 120 |
115.52 |
89.61 |
25.91 |
26.6% |
2.79 |
2.9% |
30% |
False |
False |
83,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.21 |
|
2.618 |
105.77 |
|
1.618 |
103.05 |
|
1.000 |
101.37 |
|
0.618 |
100.33 |
|
HIGH |
98.65 |
|
0.618 |
97.61 |
|
0.500 |
97.29 |
|
0.382 |
96.97 |
|
LOW |
95.93 |
|
0.618 |
94.25 |
|
1.000 |
93.21 |
|
1.618 |
91.53 |
|
2.618 |
88.81 |
|
4.250 |
84.37 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.43 |
97.22 |
| PP |
97.36 |
96.95 |
| S1 |
97.29 |
96.67 |
|