NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
96.72 |
96.73 |
0.01 |
0.0% |
92.34 |
| High |
96.91 |
98.96 |
2.05 |
2.1% |
97.30 |
| Low |
95.20 |
96.03 |
0.83 |
0.9% |
91.35 |
| Close |
96.61 |
98.37 |
1.76 |
1.8% |
96.61 |
| Range |
1.71 |
2.93 |
1.22 |
71.3% |
5.95 |
| ATR |
2.65 |
2.67 |
0.02 |
0.8% |
0.00 |
| Volume |
21,181 |
30,389 |
9,208 |
43.5% |
127,360 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.58 |
105.40 |
99.98 |
|
| R3 |
103.65 |
102.47 |
99.18 |
|
| R2 |
100.72 |
100.72 |
98.91 |
|
| R1 |
99.54 |
99.54 |
98.64 |
100.13 |
| PP |
97.79 |
97.79 |
97.79 |
98.08 |
| S1 |
96.61 |
96.61 |
98.10 |
97.20 |
| S2 |
94.86 |
94.86 |
97.83 |
|
| S3 |
91.93 |
93.68 |
97.56 |
|
| S4 |
89.00 |
90.75 |
96.76 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.94 |
110.72 |
99.88 |
|
| R3 |
106.99 |
104.77 |
98.25 |
|
| R2 |
101.04 |
101.04 |
97.70 |
|
| R1 |
98.82 |
98.82 |
97.16 |
99.93 |
| PP |
95.09 |
95.09 |
95.09 |
95.64 |
| S1 |
92.87 |
92.87 |
96.06 |
93.98 |
| S2 |
89.14 |
89.14 |
95.52 |
|
| S3 |
83.19 |
86.92 |
94.97 |
|
| S4 |
77.24 |
80.97 |
93.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.96 |
92.06 |
6.90 |
7.0% |
2.36 |
2.4% |
91% |
True |
False |
24,133 |
| 10 |
98.96 |
91.35 |
7.61 |
7.7% |
2.43 |
2.5% |
92% |
True |
False |
24,211 |
| 20 |
104.00 |
91.35 |
12.65 |
12.9% |
2.59 |
2.6% |
55% |
False |
False |
22,091 |
| 40 |
105.74 |
91.35 |
14.39 |
14.6% |
2.81 |
2.9% |
49% |
False |
False |
16,368 |
| 60 |
115.57 |
91.35 |
24.22 |
24.6% |
2.83 |
2.9% |
29% |
False |
False |
13,454 |
| 80 |
115.57 |
91.35 |
24.22 |
24.6% |
2.57 |
2.6% |
29% |
False |
False |
11,882 |
| 100 |
115.57 |
91.35 |
24.22 |
24.6% |
2.48 |
2.5% |
29% |
False |
False |
11,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.41 |
|
2.618 |
106.63 |
|
1.618 |
103.70 |
|
1.000 |
101.89 |
|
0.618 |
100.77 |
|
HIGH |
98.96 |
|
0.618 |
97.84 |
|
0.500 |
97.50 |
|
0.382 |
97.15 |
|
LOW |
96.03 |
|
0.618 |
94.22 |
|
1.000 |
93.10 |
|
1.618 |
91.29 |
|
2.618 |
88.36 |
|
4.250 |
83.58 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.08 |
97.94 |
| PP |
97.79 |
97.51 |
| S1 |
97.50 |
97.08 |
|