NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
96.40 |
97.83 |
1.43 |
1.5% |
96.45 |
| High |
98.12 |
98.05 |
-0.07 |
-0.1% |
99.61 |
| Low |
95.63 |
95.05 |
-0.58 |
-0.6% |
94.02 |
| Close |
97.60 |
96.25 |
-1.35 |
-1.4% |
97.60 |
| Range |
2.49 |
3.00 |
0.51 |
20.5% |
5.59 |
| ATR |
2.93 |
2.94 |
0.00 |
0.2% |
0.00 |
| Volume |
184,909 |
168,865 |
-16,044 |
-8.7% |
709,408 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.45 |
103.85 |
97.90 |
|
| R3 |
102.45 |
100.85 |
97.08 |
|
| R2 |
99.45 |
99.45 |
96.80 |
|
| R1 |
97.85 |
97.85 |
96.53 |
97.15 |
| PP |
96.45 |
96.45 |
96.45 |
96.10 |
| S1 |
94.85 |
94.85 |
95.98 |
94.15 |
| S2 |
93.45 |
93.45 |
95.70 |
|
| S3 |
90.45 |
91.85 |
95.43 |
|
| S4 |
87.45 |
88.85 |
94.60 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.85 |
111.31 |
100.67 |
|
| R3 |
108.26 |
105.72 |
99.14 |
|
| R2 |
102.67 |
102.67 |
98.62 |
|
| R1 |
100.13 |
100.13 |
98.11 |
101.40 |
| PP |
97.08 |
97.08 |
97.08 |
97.71 |
| S1 |
94.54 |
94.54 |
97.09 |
95.81 |
| S2 |
91.49 |
91.49 |
96.58 |
|
| S3 |
85.90 |
88.95 |
96.06 |
|
| S4 |
80.31 |
83.36 |
94.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.61 |
94.02 |
5.59 |
5.8% |
3.28 |
3.4% |
40% |
False |
False |
149,420 |
| 10 |
99.87 |
94.02 |
5.85 |
6.1% |
2.96 |
3.1% |
38% |
False |
False |
119,878 |
| 20 |
99.87 |
90.17 |
9.70 |
10.1% |
2.75 |
2.9% |
63% |
False |
False |
97,877 |
| 40 |
104.31 |
90.17 |
14.14 |
14.7% |
2.85 |
3.0% |
43% |
False |
False |
77,705 |
| 60 |
115.63 |
90.17 |
25.46 |
26.5% |
3.16 |
3.3% |
24% |
False |
False |
62,098 |
| 80 |
115.63 |
90.17 |
25.46 |
26.5% |
2.89 |
3.0% |
24% |
False |
False |
51,203 |
| 100 |
115.63 |
90.17 |
25.46 |
26.5% |
2.87 |
3.0% |
24% |
False |
False |
44,747 |
| 120 |
115.63 |
90.17 |
25.46 |
26.5% |
2.70 |
2.8% |
24% |
False |
False |
39,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.80 |
|
2.618 |
105.90 |
|
1.618 |
102.90 |
|
1.000 |
101.05 |
|
0.618 |
99.90 |
|
HIGH |
98.05 |
|
0.618 |
96.90 |
|
0.500 |
96.55 |
|
0.382 |
96.20 |
|
LOW |
95.05 |
|
0.618 |
93.20 |
|
1.000 |
92.05 |
|
1.618 |
90.20 |
|
2.618 |
87.20 |
|
4.250 |
82.30 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.55 |
97.14 |
| PP |
96.45 |
96.84 |
| S1 |
96.35 |
96.55 |
|