NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
95.02 |
93.15 |
-1.87 |
-2.0% |
99.76 |
| High |
95.68 |
93.75 |
-1.93 |
-2.0% |
100.62 |
| Low |
93.08 |
91.22 |
-1.86 |
-2.0% |
94.95 |
| Close |
93.79 |
91.93 |
-1.86 |
-2.0% |
95.70 |
| Range |
2.60 |
2.53 |
-0.07 |
-2.7% |
5.67 |
| ATR |
2.78 |
2.76 |
-0.01 |
-0.5% |
0.00 |
| Volume |
313,141 |
332,726 |
19,585 |
6.3% |
1,282,140 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.89 |
98.44 |
93.32 |
|
| R3 |
97.36 |
95.91 |
92.63 |
|
| R2 |
94.83 |
94.83 |
92.39 |
|
| R1 |
93.38 |
93.38 |
92.16 |
92.84 |
| PP |
92.30 |
92.30 |
92.30 |
92.03 |
| S1 |
90.85 |
90.85 |
91.70 |
90.31 |
| S2 |
89.77 |
89.77 |
91.47 |
|
| S3 |
87.24 |
88.32 |
91.23 |
|
| S4 |
84.71 |
85.79 |
90.54 |
|
|
| 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 |
98.60 |
91.22 |
7.38 |
8.0% |
2.85 |
3.1% |
10% |
False |
True |
301,537 |
| 10 |
100.62 |
91.22 |
9.40 |
10.2% |
2.55 |
2.8% |
8% |
False |
True |
279,969 |
| 20 |
100.62 |
91.22 |
9.40 |
10.2% |
2.77 |
3.0% |
8% |
False |
True |
220,872 |
| 40 |
103.35 |
90.17 |
13.18 |
14.3% |
2.78 |
3.0% |
13% |
False |
False |
147,428 |
| 60 |
105.73 |
90.17 |
15.56 |
16.9% |
2.92 |
3.2% |
11% |
False |
False |
112,377 |
| 80 |
115.63 |
90.17 |
25.46 |
27.7% |
3.05 |
3.3% |
7% |
False |
False |
90,829 |
| 100 |
115.63 |
90.17 |
25.46 |
27.7% |
2.85 |
3.1% |
7% |
False |
False |
75,504 |
| 120 |
115.63 |
90.17 |
25.46 |
27.7% |
2.80 |
3.0% |
7% |
False |
False |
66,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.50 |
|
2.618 |
100.37 |
|
1.618 |
97.84 |
|
1.000 |
96.28 |
|
0.618 |
95.31 |
|
HIGH |
93.75 |
|
0.618 |
92.78 |
|
0.500 |
92.49 |
|
0.382 |
92.19 |
|
LOW |
91.22 |
|
0.618 |
89.66 |
|
1.000 |
88.69 |
|
1.618 |
87.13 |
|
2.618 |
84.60 |
|
4.250 |
80.47 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.49 |
94.91 |
| PP |
92.30 |
93.92 |
| S1 |
92.12 |
92.92 |
|