NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
97.54 |
99.24 |
1.70 |
1.7% |
95.49 |
| High |
99.87 |
99.64 |
-0.23 |
-0.2% |
99.87 |
| Low |
97.46 |
96.08 |
-1.38 |
-1.4% |
94.91 |
| Close |
99.14 |
96.70 |
-2.44 |
-2.5% |
96.70 |
| Range |
2.41 |
3.56 |
1.15 |
47.7% |
4.96 |
| ATR |
2.79 |
2.84 |
0.06 |
2.0% |
0.00 |
| Volume |
78,626 |
109,073 |
30,447 |
38.7% |
320,507 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.15 |
105.99 |
98.66 |
|
| R3 |
104.59 |
102.43 |
97.68 |
|
| R2 |
101.03 |
101.03 |
97.35 |
|
| R1 |
98.87 |
98.87 |
97.03 |
98.17 |
| PP |
97.47 |
97.47 |
97.47 |
97.13 |
| S1 |
95.31 |
95.31 |
96.37 |
94.61 |
| S2 |
93.91 |
93.91 |
96.05 |
|
| S3 |
90.35 |
91.75 |
95.72 |
|
| S4 |
86.79 |
88.19 |
94.74 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.04 |
109.33 |
99.43 |
|
| R3 |
107.08 |
104.37 |
98.06 |
|
| R2 |
102.12 |
102.12 |
97.61 |
|
| R1 |
99.41 |
99.41 |
97.15 |
100.77 |
| PP |
97.16 |
97.16 |
97.16 |
97.84 |
| S1 |
94.45 |
94.45 |
96.25 |
95.81 |
| S2 |
92.20 |
92.20 |
95.79 |
|
| S3 |
87.24 |
89.49 |
95.34 |
|
| S4 |
82.28 |
84.53 |
93.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.87 |
94.03 |
5.84 |
6.0% |
2.56 |
2.6% |
46% |
False |
False |
78,768 |
| 10 |
99.87 |
90.17 |
9.70 |
10.0% |
2.45 |
2.5% |
67% |
False |
False |
84,914 |
| 20 |
103.08 |
90.17 |
12.91 |
13.4% |
2.83 |
2.9% |
51% |
False |
False |
74,927 |
| 40 |
104.31 |
90.17 |
14.14 |
14.6% |
2.88 |
3.0% |
46% |
False |
False |
60,804 |
| 60 |
115.63 |
90.17 |
25.46 |
26.3% |
3.11 |
3.2% |
26% |
False |
False |
49,857 |
| 80 |
115.63 |
90.17 |
25.46 |
26.3% |
2.85 |
3.0% |
26% |
False |
False |
41,187 |
| 100 |
115.63 |
90.17 |
25.46 |
26.3% |
2.84 |
2.9% |
26% |
False |
False |
36,971 |
| 120 |
115.63 |
90.17 |
25.46 |
26.3% |
2.60 |
2.7% |
26% |
False |
False |
32,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.77 |
|
2.618 |
108.96 |
|
1.618 |
105.40 |
|
1.000 |
103.20 |
|
0.618 |
101.84 |
|
HIGH |
99.64 |
|
0.618 |
98.28 |
|
0.500 |
97.86 |
|
0.382 |
97.44 |
|
LOW |
96.08 |
|
0.618 |
93.88 |
|
1.000 |
92.52 |
|
1.618 |
90.32 |
|
2.618 |
86.76 |
|
4.250 |
80.95 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.86 |
97.98 |
| PP |
97.47 |
97.55 |
| S1 |
97.09 |
97.13 |
|