NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
97.16 |
96.20 |
-0.96 |
-1.0% |
99.76 |
| High |
97.39 |
98.60 |
1.21 |
1.2% |
100.62 |
| Low |
94.95 |
93.42 |
-1.53 |
-1.6% |
94.95 |
| Close |
95.70 |
94.89 |
-0.81 |
-0.8% |
95.70 |
| Range |
2.44 |
5.18 |
2.74 |
112.3% |
5.67 |
| ATR |
2.61 |
2.79 |
0.18 |
7.1% |
0.00 |
| Volume |
260,198 |
381,463 |
121,265 |
46.6% |
1,282,140 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.18 |
108.21 |
97.74 |
|
| R3 |
106.00 |
103.03 |
96.31 |
|
| R2 |
100.82 |
100.82 |
95.84 |
|
| R1 |
97.85 |
97.85 |
95.36 |
96.75 |
| PP |
95.64 |
95.64 |
95.64 |
95.08 |
| S1 |
92.67 |
92.67 |
94.42 |
91.57 |
| S2 |
90.46 |
90.46 |
93.94 |
|
| S3 |
85.28 |
87.49 |
93.47 |
|
| S4 |
80.10 |
82.31 |
92.04 |
|
|
| 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 |
93.42 |
7.20 |
7.6% |
2.87 |
3.0% |
20% |
False |
True |
294,113 |
| 10 |
100.62 |
93.42 |
7.20 |
7.6% |
2.56 |
2.7% |
20% |
False |
True |
270,562 |
| 20 |
100.62 |
93.42 |
7.20 |
7.6% |
2.76 |
2.9% |
20% |
False |
True |
195,220 |
| 40 |
103.35 |
90.17 |
13.18 |
13.9% |
2.75 |
2.9% |
36% |
False |
False |
133,757 |
| 60 |
105.73 |
90.17 |
15.56 |
16.4% |
3.05 |
3.2% |
30% |
False |
False |
103,150 |
| 80 |
115.63 |
90.17 |
25.46 |
26.8% |
3.04 |
3.2% |
19% |
False |
False |
83,172 |
| 100 |
115.63 |
90.17 |
25.46 |
26.8% |
2.86 |
3.0% |
19% |
False |
False |
69,401 |
| 120 |
115.63 |
90.17 |
25.46 |
26.8% |
2.77 |
2.9% |
19% |
False |
False |
61,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.62 |
|
2.618 |
112.16 |
|
1.618 |
106.98 |
|
1.000 |
103.78 |
|
0.618 |
101.80 |
|
HIGH |
98.60 |
|
0.618 |
96.62 |
|
0.500 |
96.01 |
|
0.382 |
95.40 |
|
LOW |
93.42 |
|
0.618 |
90.22 |
|
1.000 |
88.24 |
|
1.618 |
85.04 |
|
2.618 |
79.86 |
|
4.250 |
71.41 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.01 |
96.01 |
| PP |
95.64 |
95.64 |
| S1 |
95.26 |
95.26 |
|