NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
98.00 |
99.76 |
1.76 |
1.8% |
96.15 |
| High |
100.27 |
100.05 |
-0.22 |
-0.2% |
100.27 |
| Low |
97.88 |
96.58 |
-1.30 |
-1.3% |
95.48 |
| Close |
99.59 |
97.19 |
-2.40 |
-2.4% |
97.19 |
| Range |
2.39 |
3.47 |
1.08 |
45.2% |
4.79 |
| ATR |
2.70 |
2.75 |
0.06 |
2.0% |
0.00 |
| Volume |
33,666 |
59,982 |
26,316 |
78.2% |
165,322 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.35 |
106.24 |
99.10 |
|
| R3 |
104.88 |
102.77 |
98.14 |
|
| R2 |
101.41 |
101.41 |
97.83 |
|
| R1 |
99.30 |
99.30 |
97.51 |
98.62 |
| PP |
97.94 |
97.94 |
97.94 |
97.60 |
| S1 |
95.83 |
95.83 |
96.87 |
95.15 |
| S2 |
94.47 |
94.47 |
96.55 |
|
| S3 |
91.00 |
92.36 |
96.24 |
|
| S4 |
87.53 |
88.89 |
95.28 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.02 |
109.39 |
99.82 |
|
| R3 |
107.23 |
104.60 |
98.51 |
|
| R2 |
102.44 |
102.44 |
98.07 |
|
| R1 |
99.81 |
99.81 |
97.63 |
101.13 |
| PP |
97.65 |
97.65 |
97.65 |
98.30 |
| S1 |
95.02 |
95.02 |
96.75 |
96.34 |
| S2 |
92.86 |
92.86 |
96.31 |
|
| S3 |
88.07 |
90.23 |
95.87 |
|
| S4 |
83.28 |
85.44 |
94.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.27 |
94.59 |
5.68 |
5.8% |
2.49 |
2.6% |
46% |
False |
False |
40,279 |
| 10 |
100.27 |
90.73 |
9.54 |
9.8% |
2.38 |
2.4% |
68% |
False |
False |
43,267 |
| 20 |
103.41 |
90.73 |
12.68 |
13.0% |
2.74 |
2.8% |
51% |
False |
False |
36,018 |
| 40 |
104.65 |
90.73 |
13.92 |
14.3% |
2.76 |
2.8% |
46% |
False |
False |
27,135 |
| 60 |
115.58 |
90.73 |
24.85 |
25.6% |
2.95 |
3.0% |
26% |
False |
False |
21,893 |
| 80 |
115.58 |
90.73 |
24.85 |
25.6% |
2.70 |
2.8% |
26% |
False |
False |
18,499 |
| 100 |
115.58 |
90.73 |
24.85 |
25.6% |
2.65 |
2.7% |
26% |
False |
False |
16,764 |
| 120 |
115.58 |
90.73 |
24.85 |
25.6% |
2.44 |
2.5% |
26% |
False |
False |
15,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.80 |
|
2.618 |
109.13 |
|
1.618 |
105.66 |
|
1.000 |
103.52 |
|
0.618 |
102.19 |
|
HIGH |
100.05 |
|
0.618 |
98.72 |
|
0.500 |
98.32 |
|
0.382 |
97.91 |
|
LOW |
96.58 |
|
0.618 |
94.44 |
|
1.000 |
93.11 |
|
1.618 |
90.97 |
|
2.618 |
87.50 |
|
4.250 |
81.83 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.32 |
98.43 |
| PP |
97.94 |
98.01 |
| S1 |
97.57 |
97.60 |
|