NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
96.20 |
95.02 |
-1.18 |
-1.2% |
99.76 |
| High |
98.60 |
95.68 |
-2.92 |
-3.0% |
100.62 |
| Low |
93.42 |
93.08 |
-0.34 |
-0.4% |
94.95 |
| Close |
94.89 |
93.79 |
-1.10 |
-1.2% |
95.70 |
| Range |
5.18 |
2.60 |
-2.58 |
-49.8% |
5.67 |
| ATR |
2.79 |
2.78 |
-0.01 |
-0.5% |
0.00 |
| Volume |
381,463 |
313,141 |
-68,322 |
-17.9% |
1,282,140 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.98 |
100.49 |
95.22 |
|
| R3 |
99.38 |
97.89 |
94.51 |
|
| R2 |
96.78 |
96.78 |
94.27 |
|
| R1 |
95.29 |
95.29 |
94.03 |
94.74 |
| PP |
94.18 |
94.18 |
94.18 |
93.91 |
| S1 |
92.69 |
92.69 |
93.55 |
92.14 |
| S2 |
91.58 |
91.58 |
93.31 |
|
| S3 |
88.98 |
90.09 |
93.08 |
|
| S4 |
86.38 |
87.49 |
92.36 |
|
|
| 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 |
99.50 |
93.08 |
6.42 |
6.8% |
2.82 |
3.0% |
11% |
False |
True |
293,053 |
| 10 |
100.62 |
93.08 |
7.54 |
8.0% |
2.55 |
2.7% |
9% |
False |
True |
274,249 |
| 20 |
100.62 |
93.08 |
7.54 |
8.0% |
2.73 |
2.9% |
9% |
False |
True |
207,600 |
| 40 |
103.35 |
90.17 |
13.18 |
14.1% |
2.76 |
2.9% |
27% |
False |
False |
140,059 |
| 60 |
105.73 |
90.17 |
15.56 |
16.6% |
2.97 |
3.2% |
23% |
False |
False |
107,550 |
| 80 |
115.63 |
90.17 |
25.46 |
27.1% |
3.05 |
3.3% |
14% |
False |
False |
86,928 |
| 100 |
115.63 |
90.17 |
25.46 |
27.1% |
2.85 |
3.0% |
14% |
False |
False |
72,343 |
| 120 |
115.63 |
90.17 |
25.46 |
27.1% |
2.79 |
3.0% |
14% |
False |
False |
63,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.73 |
|
2.618 |
102.49 |
|
1.618 |
99.89 |
|
1.000 |
98.28 |
|
0.618 |
97.29 |
|
HIGH |
95.68 |
|
0.618 |
94.69 |
|
0.500 |
94.38 |
|
0.382 |
94.07 |
|
LOW |
93.08 |
|
0.618 |
91.47 |
|
1.000 |
90.48 |
|
1.618 |
88.87 |
|
2.618 |
86.27 |
|
4.250 |
82.03 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.38 |
95.84 |
| PP |
94.18 |
95.16 |
| S1 |
93.99 |
94.47 |
|