NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
97.58 |
96.65 |
-0.93 |
-1.0% |
100.23 |
| High |
97.80 |
98.95 |
1.15 |
1.2% |
101.00 |
| Low |
95.38 |
93.86 |
-1.52 |
-1.6% |
95.38 |
| Close |
96.13 |
95.33 |
-0.80 |
-0.8% |
96.13 |
| Range |
2.42 |
5.09 |
2.67 |
110.3% |
5.62 |
| ATR |
2.56 |
2.74 |
0.18 |
7.1% |
0.00 |
| Volume |
48,996 |
52,297 |
3,301 |
6.7% |
306,614 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.32 |
108.41 |
98.13 |
|
| R3 |
106.23 |
103.32 |
96.73 |
|
| R2 |
101.14 |
101.14 |
96.26 |
|
| R1 |
98.23 |
98.23 |
95.80 |
97.14 |
| PP |
96.05 |
96.05 |
96.05 |
95.50 |
| S1 |
93.14 |
93.14 |
94.86 |
92.05 |
| S2 |
90.96 |
90.96 |
94.40 |
|
| S3 |
85.87 |
88.05 |
93.93 |
|
| S4 |
80.78 |
82.96 |
92.53 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.36 |
110.87 |
99.22 |
|
| R3 |
108.74 |
105.25 |
97.68 |
|
| R2 |
103.12 |
103.12 |
97.16 |
|
| R1 |
99.63 |
99.63 |
96.65 |
98.57 |
| PP |
97.50 |
97.50 |
97.50 |
96.97 |
| S1 |
94.01 |
94.01 |
95.61 |
92.95 |
| S2 |
91.88 |
91.88 |
95.10 |
|
| S3 |
86.26 |
88.39 |
94.58 |
|
| S4 |
80.64 |
82.77 |
93.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.00 |
93.86 |
7.14 |
7.5% |
2.82 |
3.0% |
21% |
False |
True |
60,903 |
| 10 |
101.00 |
93.86 |
7.14 |
7.5% |
2.53 |
2.6% |
21% |
False |
True |
57,705 |
| 20 |
101.00 |
93.86 |
7.14 |
7.5% |
2.71 |
2.8% |
21% |
False |
True |
51,012 |
| 40 |
103.76 |
90.73 |
13.03 |
13.7% |
2.68 |
2.8% |
35% |
False |
False |
42,049 |
| 60 |
105.81 |
90.73 |
15.08 |
15.8% |
2.95 |
3.1% |
31% |
False |
False |
33,467 |
| 80 |
115.58 |
90.73 |
24.85 |
26.1% |
2.90 |
3.0% |
19% |
False |
False |
27,591 |
| 100 |
115.58 |
90.73 |
24.85 |
26.1% |
2.72 |
2.9% |
19% |
False |
False |
23,626 |
| 120 |
115.58 |
90.73 |
24.85 |
26.1% |
2.61 |
2.7% |
19% |
False |
False |
21,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.58 |
|
2.618 |
112.28 |
|
1.618 |
107.19 |
|
1.000 |
104.04 |
|
0.618 |
102.10 |
|
HIGH |
98.95 |
|
0.618 |
97.01 |
|
0.500 |
96.41 |
|
0.382 |
95.80 |
|
LOW |
93.86 |
|
0.618 |
90.71 |
|
1.000 |
88.77 |
|
1.618 |
85.62 |
|
2.618 |
80.53 |
|
4.250 |
72.23 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.41 |
96.41 |
| PP |
96.05 |
96.05 |
| S1 |
95.69 |
95.69 |
|