NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
98.53 |
98.40 |
-0.13 |
-0.1% |
92.34 |
| High |
99.11 |
100.67 |
1.56 |
1.6% |
97.30 |
| Low |
97.37 |
98.28 |
0.91 |
0.9% |
91.35 |
| Close |
98.02 |
100.07 |
2.05 |
2.1% |
96.61 |
| Range |
1.74 |
2.39 |
0.65 |
37.4% |
5.95 |
| ATR |
2.60 |
2.61 |
0.00 |
0.1% |
0.00 |
| Volume |
22,037 |
22,324 |
287 |
1.3% |
127,360 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.84 |
105.85 |
101.38 |
|
| R3 |
104.45 |
103.46 |
100.73 |
|
| R2 |
102.06 |
102.06 |
100.51 |
|
| R1 |
101.07 |
101.07 |
100.29 |
101.57 |
| PP |
99.67 |
99.67 |
99.67 |
99.92 |
| S1 |
98.68 |
98.68 |
99.85 |
99.18 |
| S2 |
97.28 |
97.28 |
99.63 |
|
| S3 |
94.89 |
96.29 |
99.41 |
|
| S4 |
92.50 |
93.90 |
98.76 |
|
|
| 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 |
100.67 |
95.20 |
5.47 |
5.5% |
2.10 |
2.1% |
89% |
True |
False |
23,543 |
| 10 |
100.67 |
91.35 |
9.32 |
9.3% |
2.39 |
2.4% |
94% |
True |
False |
26,377 |
| 20 |
104.00 |
91.35 |
12.65 |
12.6% |
2.53 |
2.5% |
69% |
False |
False |
22,919 |
| 40 |
105.74 |
91.35 |
14.39 |
14.4% |
2.70 |
2.7% |
61% |
False |
False |
16,825 |
| 60 |
115.57 |
91.35 |
24.22 |
24.2% |
2.81 |
2.8% |
36% |
False |
False |
13,884 |
| 80 |
115.57 |
91.35 |
24.22 |
24.2% |
2.57 |
2.6% |
36% |
False |
False |
12,233 |
| 100 |
115.57 |
91.35 |
24.22 |
24.2% |
2.49 |
2.5% |
36% |
False |
False |
11,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.83 |
|
2.618 |
106.93 |
|
1.618 |
104.54 |
|
1.000 |
103.06 |
|
0.618 |
102.15 |
|
HIGH |
100.67 |
|
0.618 |
99.76 |
|
0.500 |
99.48 |
|
0.382 |
99.19 |
|
LOW |
98.28 |
|
0.618 |
96.80 |
|
1.000 |
95.89 |
|
1.618 |
94.41 |
|
2.618 |
92.02 |
|
4.250 |
88.12 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.87 |
99.50 |
| PP |
99.67 |
98.92 |
| S1 |
99.48 |
98.35 |
|