NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
97.27 |
97.16 |
-0.11 |
-0.1% |
99.76 |
| High |
98.01 |
97.39 |
-0.62 |
-0.6% |
100.62 |
| Low |
96.51 |
94.95 |
-1.56 |
-1.6% |
94.95 |
| Close |
97.44 |
95.70 |
-1.74 |
-1.8% |
95.70 |
| Range |
1.50 |
2.44 |
0.94 |
62.7% |
5.67 |
| ATR |
2.61 |
2.61 |
-0.01 |
-0.3% |
0.00 |
| Volume |
220,157 |
260,198 |
40,041 |
18.2% |
1,282,140 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.33 |
101.96 |
97.04 |
|
| R3 |
100.89 |
99.52 |
96.37 |
|
| R2 |
98.45 |
98.45 |
96.15 |
|
| R1 |
97.08 |
97.08 |
95.92 |
96.55 |
| PP |
96.01 |
96.01 |
96.01 |
95.75 |
| S1 |
94.64 |
94.64 |
95.48 |
94.11 |
| S2 |
93.57 |
93.57 |
95.25 |
|
| S3 |
91.13 |
92.20 |
95.03 |
|
| S4 |
88.69 |
89.76 |
94.36 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.10 |
110.57 |
98.82 |
|
| R3 |
108.43 |
104.90 |
97.26 |
|
| R2 |
102.76 |
102.76 |
96.74 |
|
| R1 |
99.23 |
99.23 |
96.22 |
98.16 |
| PP |
97.09 |
97.09 |
97.09 |
96.56 |
| S1 |
93.56 |
93.56 |
95.18 |
92.49 |
| S2 |
91.42 |
91.42 |
94.66 |
|
| S3 |
85.75 |
87.89 |
94.14 |
|
| S4 |
80.08 |
82.22 |
92.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.62 |
94.95 |
5.67 |
5.9% |
2.10 |
2.2% |
13% |
False |
True |
256,428 |
| 10 |
100.62 |
94.95 |
5.67 |
5.9% |
2.34 |
2.4% |
13% |
False |
True |
249,302 |
| 20 |
100.62 |
94.02 |
6.60 |
6.9% |
2.59 |
2.7% |
25% |
False |
False |
179,813 |
| 40 |
103.35 |
90.17 |
13.18 |
13.8% |
2.69 |
2.8% |
42% |
False |
False |
126,010 |
| 60 |
110.27 |
90.17 |
20.10 |
21.0% |
3.15 |
3.3% |
28% |
False |
False |
97,373 |
| 80 |
115.63 |
90.17 |
25.46 |
26.6% |
2.99 |
3.1% |
22% |
False |
False |
78,594 |
| 100 |
115.63 |
90.17 |
25.46 |
26.6% |
2.82 |
2.9% |
22% |
False |
False |
65,815 |
| 120 |
115.63 |
90.17 |
25.46 |
26.6% |
2.75 |
2.9% |
22% |
False |
False |
58,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.76 |
|
2.618 |
103.78 |
|
1.618 |
101.34 |
|
1.000 |
99.83 |
|
0.618 |
98.90 |
|
HIGH |
97.39 |
|
0.618 |
96.46 |
|
0.500 |
96.17 |
|
0.382 |
95.88 |
|
LOW |
94.95 |
|
0.618 |
93.44 |
|
1.000 |
92.51 |
|
1.618 |
91.00 |
|
2.618 |
88.56 |
|
4.250 |
84.58 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.17 |
97.23 |
| PP |
96.01 |
96.72 |
| S1 |
95.86 |
96.21 |
|