NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
98.90 |
98.75 |
-0.15 |
-0.2% |
96.90 |
| High |
99.76 |
100.52 |
0.76 |
0.8% |
100.02 |
| Low |
97.33 |
97.59 |
0.26 |
0.3% |
94.50 |
| Close |
98.78 |
99.46 |
0.68 |
0.7% |
97.99 |
| Range |
2.43 |
2.93 |
0.50 |
20.6% |
5.52 |
| ATR |
2.82 |
2.83 |
0.01 |
0.3% |
0.00 |
| Volume |
42,131 |
50,617 |
8,486 |
20.1% |
236,285 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.98 |
106.65 |
101.07 |
|
| R3 |
105.05 |
103.72 |
100.27 |
|
| R2 |
102.12 |
102.12 |
100.00 |
|
| R1 |
100.79 |
100.79 |
99.73 |
101.46 |
| PP |
99.19 |
99.19 |
99.19 |
99.52 |
| S1 |
97.86 |
97.86 |
99.19 |
98.53 |
| S2 |
96.26 |
96.26 |
98.92 |
|
| S3 |
93.33 |
94.93 |
98.65 |
|
| S4 |
90.40 |
92.00 |
97.85 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.06 |
111.55 |
101.03 |
|
| R3 |
108.54 |
106.03 |
99.51 |
|
| R2 |
103.02 |
103.02 |
99.00 |
|
| R1 |
100.51 |
100.51 |
98.50 |
101.77 |
| PP |
97.50 |
97.50 |
97.50 |
98.13 |
| S1 |
94.99 |
94.99 |
97.48 |
96.25 |
| S2 |
91.98 |
91.98 |
96.98 |
|
| S3 |
86.46 |
89.47 |
96.47 |
|
| S4 |
80.94 |
83.95 |
94.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.52 |
95.47 |
5.05 |
5.1% |
2.69 |
2.7% |
79% |
True |
False |
47,774 |
| 10 |
100.52 |
94.50 |
6.02 |
6.1% |
2.98 |
3.0% |
82% |
True |
False |
48,143 |
| 20 |
100.52 |
90.73 |
9.79 |
9.8% |
2.73 |
2.7% |
89% |
True |
False |
44,363 |
| 40 |
104.65 |
90.73 |
13.92 |
14.0% |
2.70 |
2.7% |
63% |
False |
False |
34,683 |
| 60 |
115.58 |
90.73 |
24.85 |
25.0% |
3.08 |
3.1% |
35% |
False |
False |
27,470 |
| 80 |
115.58 |
90.73 |
24.85 |
25.0% |
2.80 |
2.8% |
35% |
False |
False |
22,914 |
| 100 |
115.58 |
90.73 |
24.85 |
25.0% |
2.68 |
2.7% |
35% |
False |
False |
19,988 |
| 120 |
115.58 |
90.73 |
24.85 |
25.0% |
2.55 |
2.6% |
35% |
False |
False |
18,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.97 |
|
2.618 |
108.19 |
|
1.618 |
105.26 |
|
1.000 |
103.45 |
|
0.618 |
102.33 |
|
HIGH |
100.52 |
|
0.618 |
99.40 |
|
0.500 |
99.06 |
|
0.382 |
98.71 |
|
LOW |
97.59 |
|
0.618 |
95.78 |
|
1.000 |
94.66 |
|
1.618 |
92.85 |
|
2.618 |
89.92 |
|
4.250 |
85.14 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.33 |
99.17 |
| PP |
99.19 |
98.88 |
| S1 |
99.06 |
98.60 |
|