NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
95.56 |
95.49 |
-0.07 |
-0.1% |
91.73 |
| High |
95.92 |
97.99 |
2.07 |
2.2% |
96.36 |
| Low |
94.03 |
94.91 |
0.88 |
0.9% |
90.17 |
| Close |
95.51 |
97.38 |
1.87 |
2.0% |
95.51 |
| Range |
1.89 |
3.08 |
1.19 |
63.0% |
6.19 |
| ATR |
2.84 |
2.86 |
0.02 |
0.6% |
0.00 |
| Volume |
73,337 |
65,541 |
-7,796 |
-10.6% |
383,668 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.00 |
104.77 |
99.07 |
|
| R3 |
102.92 |
101.69 |
98.23 |
|
| R2 |
99.84 |
99.84 |
97.94 |
|
| R1 |
98.61 |
98.61 |
97.66 |
99.23 |
| PP |
96.76 |
96.76 |
96.76 |
97.07 |
| S1 |
95.53 |
95.53 |
97.10 |
96.15 |
| S2 |
93.68 |
93.68 |
96.82 |
|
| S3 |
90.60 |
92.45 |
96.53 |
|
| S4 |
87.52 |
89.37 |
95.69 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.58 |
110.24 |
98.91 |
|
| R3 |
106.39 |
104.05 |
97.21 |
|
| R2 |
100.20 |
100.20 |
96.64 |
|
| R1 |
97.86 |
97.86 |
96.08 |
99.03 |
| PP |
94.01 |
94.01 |
94.01 |
94.60 |
| S1 |
91.67 |
91.67 |
94.94 |
92.84 |
| S2 |
87.82 |
87.82 |
94.38 |
|
| S3 |
81.63 |
85.48 |
93.81 |
|
| S4 |
75.44 |
79.29 |
92.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.99 |
91.01 |
6.98 |
7.2% |
2.51 |
2.6% |
91% |
True |
False |
72,708 |
| 10 |
97.99 |
90.17 |
7.82 |
8.0% |
2.61 |
2.7% |
92% |
True |
False |
76,602 |
| 20 |
103.35 |
90.17 |
13.18 |
13.5% |
2.79 |
2.9% |
55% |
False |
False |
72,518 |
| 40 |
105.73 |
90.17 |
15.56 |
16.0% |
3.09 |
3.2% |
46% |
False |
False |
57,526 |
| 60 |
115.63 |
90.17 |
25.46 |
26.1% |
3.15 |
3.2% |
28% |
False |
False |
46,704 |
| 80 |
115.63 |
90.17 |
25.46 |
26.1% |
2.88 |
3.0% |
28% |
False |
False |
38,529 |
| 100 |
115.63 |
90.17 |
25.46 |
26.1% |
2.80 |
2.9% |
28% |
False |
False |
34,836 |
| 120 |
115.63 |
90.17 |
25.46 |
26.1% |
2.56 |
2.6% |
28% |
False |
False |
31,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.08 |
|
2.618 |
106.05 |
|
1.618 |
102.97 |
|
1.000 |
101.07 |
|
0.618 |
99.89 |
|
HIGH |
97.99 |
|
0.618 |
96.81 |
|
0.500 |
96.45 |
|
0.382 |
96.09 |
|
LOW |
94.91 |
|
0.618 |
93.01 |
|
1.000 |
91.83 |
|
1.618 |
89.93 |
|
2.618 |
86.85 |
|
4.250 |
81.82 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.07 |
96.92 |
| PP |
96.76 |
96.47 |
| S1 |
96.45 |
96.01 |
|