NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
98.61 |
97.27 |
-1.34 |
-1.4% |
97.61 |
| High |
98.64 |
99.75 |
1.11 |
1.1% |
100.40 |
| Low |
95.92 |
97.21 |
1.29 |
1.3% |
95.00 |
| Close |
97.12 |
98.68 |
1.56 |
1.6% |
98.46 |
| Range |
2.72 |
2.54 |
-0.18 |
-6.6% |
5.40 |
| ATR |
2.75 |
2.74 |
-0.01 |
-0.3% |
0.00 |
| Volume |
22,123 |
22,360 |
237 |
1.1% |
161,585 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.17 |
104.96 |
100.08 |
|
| R3 |
103.63 |
102.42 |
99.38 |
|
| R2 |
101.09 |
101.09 |
99.15 |
|
| R1 |
99.88 |
99.88 |
98.91 |
100.49 |
| PP |
98.55 |
98.55 |
98.55 |
98.85 |
| S1 |
97.34 |
97.34 |
98.45 |
97.95 |
| S2 |
96.01 |
96.01 |
98.21 |
|
| S3 |
93.47 |
94.80 |
97.98 |
|
| S4 |
90.93 |
92.26 |
97.28 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.15 |
111.71 |
101.43 |
|
| R3 |
108.75 |
106.31 |
99.95 |
|
| R2 |
103.35 |
103.35 |
99.45 |
|
| R1 |
100.91 |
100.91 |
98.96 |
102.13 |
| PP |
97.95 |
97.95 |
97.95 |
98.57 |
| S1 |
95.51 |
95.51 |
97.97 |
96.73 |
| S2 |
92.55 |
92.55 |
97.47 |
|
| S3 |
87.15 |
90.11 |
96.98 |
|
| S4 |
81.75 |
84.71 |
95.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.40 |
95.92 |
4.48 |
4.5% |
2.84 |
2.9% |
62% |
False |
False |
29,216 |
| 10 |
100.67 |
95.00 |
5.67 |
5.7% |
2.76 |
2.8% |
65% |
False |
False |
29,034 |
| 20 |
100.67 |
91.35 |
9.32 |
9.4% |
2.59 |
2.6% |
79% |
False |
False |
26,622 |
| 40 |
104.85 |
91.35 |
13.50 |
13.7% |
2.57 |
2.6% |
54% |
False |
False |
20,920 |
| 60 |
115.57 |
91.35 |
24.22 |
24.5% |
2.91 |
3.0% |
30% |
False |
False |
16,895 |
| 80 |
115.57 |
91.35 |
24.22 |
24.5% |
2.62 |
2.7% |
30% |
False |
False |
14,713 |
| 100 |
115.57 |
91.35 |
24.22 |
24.5% |
2.53 |
2.6% |
30% |
False |
False |
13,435 |
| 120 |
115.57 |
91.35 |
24.22 |
24.5% |
2.41 |
2.4% |
30% |
False |
False |
12,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.55 |
|
2.618 |
106.40 |
|
1.618 |
103.86 |
|
1.000 |
102.29 |
|
0.618 |
101.32 |
|
HIGH |
99.75 |
|
0.618 |
98.78 |
|
0.500 |
98.48 |
|
0.382 |
98.18 |
|
LOW |
97.21 |
|
0.618 |
95.64 |
|
1.000 |
94.67 |
|
1.618 |
93.10 |
|
2.618 |
90.56 |
|
4.250 |
86.42 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.61 |
98.40 |
| PP |
98.55 |
98.12 |
| S1 |
98.48 |
97.84 |
|