NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
96.65 |
95.61 |
-1.04 |
-1.1% |
100.23 |
| High |
98.95 |
96.07 |
-2.88 |
-2.9% |
101.00 |
| Low |
93.86 |
93.49 |
-0.37 |
-0.4% |
95.38 |
| Close |
95.33 |
94.20 |
-1.13 |
-1.2% |
96.13 |
| Range |
5.09 |
2.58 |
-2.51 |
-49.3% |
5.62 |
| ATR |
2.74 |
2.73 |
-0.01 |
-0.4% |
0.00 |
| Volume |
52,297 |
83,863 |
31,566 |
60.4% |
306,614 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.33 |
100.84 |
95.62 |
|
| R3 |
99.75 |
98.26 |
94.91 |
|
| R2 |
97.17 |
97.17 |
94.67 |
|
| R1 |
95.68 |
95.68 |
94.44 |
95.14 |
| PP |
94.59 |
94.59 |
94.59 |
94.31 |
| S1 |
93.10 |
93.10 |
93.96 |
92.56 |
| S2 |
92.01 |
92.01 |
93.73 |
|
| S3 |
89.43 |
90.52 |
93.49 |
|
| S4 |
86.85 |
87.94 |
92.78 |
|
|
| 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 |
99.91 |
93.49 |
6.42 |
6.8% |
2.77 |
2.9% |
11% |
False |
True |
65,852 |
| 10 |
101.00 |
93.49 |
7.51 |
8.0% |
2.52 |
2.7% |
9% |
False |
True |
61,009 |
| 20 |
101.00 |
93.49 |
7.51 |
8.0% |
2.68 |
2.8% |
9% |
False |
True |
53,391 |
| 40 |
103.76 |
90.73 |
13.03 |
13.8% |
2.70 |
2.9% |
27% |
False |
False |
43,573 |
| 60 |
105.81 |
90.73 |
15.08 |
16.0% |
2.88 |
3.1% |
23% |
False |
False |
34,559 |
| 80 |
115.58 |
90.73 |
24.85 |
26.4% |
2.91 |
3.1% |
14% |
False |
False |
28,542 |
| 100 |
115.58 |
90.73 |
24.85 |
26.4% |
2.71 |
2.9% |
14% |
False |
False |
24,374 |
| 120 |
115.58 |
90.73 |
24.85 |
26.4% |
2.63 |
2.8% |
14% |
False |
False |
22,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.04 |
|
2.618 |
102.82 |
|
1.618 |
100.24 |
|
1.000 |
98.65 |
|
0.618 |
97.66 |
|
HIGH |
96.07 |
|
0.618 |
95.08 |
|
0.500 |
94.78 |
|
0.382 |
94.48 |
|
LOW |
93.49 |
|
0.618 |
91.90 |
|
1.000 |
90.91 |
|
1.618 |
89.32 |
|
2.618 |
86.74 |
|
4.250 |
82.53 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.78 |
96.22 |
| PP |
94.59 |
95.55 |
| S1 |
94.39 |
94.87 |
|