NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
93.15 |
91.94 |
-1.21 |
-1.3% |
99.76 |
| High |
93.75 |
92.59 |
-1.16 |
-1.2% |
100.62 |
| Low |
91.22 |
86.04 |
-5.18 |
-5.7% |
94.95 |
| Close |
91.93 |
86.63 |
-5.30 |
-5.8% |
95.70 |
| Range |
2.53 |
6.55 |
4.02 |
158.9% |
5.67 |
| ATR |
2.76 |
3.03 |
0.27 |
9.8% |
0.00 |
| Volume |
332,726 |
510,112 |
177,386 |
53.3% |
1,282,140 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.07 |
103.90 |
90.23 |
|
| R3 |
101.52 |
97.35 |
88.43 |
|
| R2 |
94.97 |
94.97 |
87.83 |
|
| R1 |
90.80 |
90.80 |
87.23 |
89.61 |
| PP |
88.42 |
88.42 |
88.42 |
87.83 |
| S1 |
84.25 |
84.25 |
86.03 |
83.06 |
| S2 |
81.87 |
81.87 |
85.43 |
|
| S3 |
75.32 |
77.70 |
84.83 |
|
| S4 |
68.77 |
71.15 |
83.03 |
|
|
| 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 |
86.04 |
12.56 |
14.5% |
3.86 |
4.5% |
5% |
False |
True |
359,528 |
| 10 |
100.62 |
86.04 |
14.58 |
16.8% |
2.91 |
3.4% |
4% |
False |
True |
302,736 |
| 20 |
100.62 |
86.04 |
14.58 |
16.8% |
2.97 |
3.4% |
4% |
False |
True |
242,447 |
| 40 |
103.35 |
86.04 |
17.31 |
20.0% |
2.85 |
3.3% |
3% |
False |
True |
158,368 |
| 60 |
105.73 |
86.04 |
19.69 |
22.7% |
2.97 |
3.4% |
3% |
False |
True |
120,166 |
| 80 |
115.63 |
86.04 |
29.59 |
34.2% |
3.09 |
3.6% |
2% |
False |
True |
96,912 |
| 100 |
115.63 |
86.04 |
29.59 |
34.2% |
2.89 |
3.3% |
2% |
False |
True |
80,445 |
| 120 |
115.63 |
86.04 |
29.59 |
34.2% |
2.84 |
3.3% |
2% |
False |
True |
70,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.43 |
|
2.618 |
109.74 |
|
1.618 |
103.19 |
|
1.000 |
99.14 |
|
0.618 |
96.64 |
|
HIGH |
92.59 |
|
0.618 |
90.09 |
|
0.500 |
89.32 |
|
0.382 |
88.54 |
|
LOW |
86.04 |
|
0.618 |
81.99 |
|
1.000 |
79.49 |
|
1.618 |
75.44 |
|
2.618 |
68.89 |
|
4.250 |
58.20 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
89.32 |
90.86 |
| PP |
88.42 |
89.45 |
| S1 |
87.53 |
88.04 |
|