NYMEX Light Sweet Crude Oil Future October 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 |
93.66 |
92.52 |
-1.14 |
-1.2% |
100.23 |
| High |
94.13 |
92.95 |
-1.18 |
-1.3% |
101.00 |
| Low |
91.63 |
86.47 |
-5.16 |
-5.6% |
95.38 |
| Close |
92.33 |
87.04 |
-5.29 |
-5.7% |
96.13 |
| Range |
2.50 |
6.48 |
3.98 |
159.2% |
5.62 |
| ATR |
2.71 |
2.98 |
0.27 |
9.9% |
0.00 |
| Volume |
85,140 |
79,629 |
-5,511 |
-6.5% |
306,614 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.26 |
104.13 |
90.60 |
|
| R3 |
101.78 |
97.65 |
88.82 |
|
| R2 |
95.30 |
95.30 |
88.23 |
|
| R1 |
91.17 |
91.17 |
87.63 |
90.00 |
| PP |
88.82 |
88.82 |
88.82 |
88.23 |
| S1 |
84.69 |
84.69 |
86.45 |
83.52 |
| S2 |
82.34 |
82.34 |
85.85 |
|
| S3 |
75.86 |
78.21 |
85.26 |
|
| S4 |
69.38 |
71.73 |
83.48 |
|
|
| 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 |
98.95 |
86.47 |
12.48 |
14.3% |
3.81 |
4.4% |
5% |
False |
True |
69,985 |
| 10 |
101.00 |
86.47 |
14.53 |
16.7% |
2.88 |
3.3% |
4% |
False |
True |
68,211 |
| 20 |
101.00 |
86.47 |
14.53 |
16.7% |
2.93 |
3.4% |
4% |
False |
True |
58,177 |
| 40 |
103.76 |
86.47 |
17.29 |
19.9% |
2.79 |
3.2% |
3% |
False |
True |
46,607 |
| 60 |
105.81 |
86.47 |
19.34 |
22.2% |
2.88 |
3.3% |
3% |
False |
True |
36,752 |
| 80 |
115.58 |
86.47 |
29.11 |
33.4% |
2.96 |
3.4% |
2% |
False |
True |
30,357 |
| 100 |
115.58 |
86.47 |
29.11 |
33.4% |
2.75 |
3.2% |
2% |
False |
True |
25,863 |
| 120 |
115.58 |
86.47 |
29.11 |
33.4% |
2.68 |
3.1% |
2% |
False |
True |
23,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.49 |
|
2.618 |
109.91 |
|
1.618 |
103.43 |
|
1.000 |
99.43 |
|
0.618 |
96.95 |
|
HIGH |
92.95 |
|
0.618 |
90.47 |
|
0.500 |
89.71 |
|
0.382 |
88.95 |
|
LOW |
86.47 |
|
0.618 |
82.47 |
|
1.000 |
79.99 |
|
1.618 |
75.99 |
|
2.618 |
69.51 |
|
4.250 |
58.93 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
89.71 |
91.27 |
| PP |
88.82 |
89.86 |
| S1 |
87.93 |
88.45 |
|