NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
99.40 |
99.98 |
0.58 |
0.6% |
98.61 |
| High |
100.89 |
100.82 |
-0.07 |
-0.1% |
100.89 |
| Low |
98.03 |
99.14 |
1.11 |
1.1% |
95.92 |
| Close |
99.85 |
100.58 |
0.73 |
0.7% |
100.58 |
| Range |
2.86 |
1.68 |
-1.18 |
-41.3% |
4.97 |
| ATR |
2.73 |
2.66 |
-0.08 |
-2.7% |
0.00 |
| Volume |
25,907 |
41,281 |
15,374 |
59.3% |
133,511 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.22 |
104.58 |
101.50 |
|
| R3 |
103.54 |
102.90 |
101.04 |
|
| R2 |
101.86 |
101.86 |
100.89 |
|
| R1 |
101.22 |
101.22 |
100.73 |
101.54 |
| PP |
100.18 |
100.18 |
100.18 |
100.34 |
| S1 |
99.54 |
99.54 |
100.43 |
99.86 |
| S2 |
98.50 |
98.50 |
100.27 |
|
| S3 |
96.82 |
97.86 |
100.12 |
|
| S4 |
95.14 |
96.18 |
99.66 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.04 |
112.28 |
103.31 |
|
| R3 |
109.07 |
107.31 |
101.95 |
|
| R2 |
104.10 |
104.10 |
101.49 |
|
| R1 |
102.34 |
102.34 |
101.04 |
103.22 |
| PP |
99.13 |
99.13 |
99.13 |
99.57 |
| S1 |
97.37 |
97.37 |
100.12 |
98.25 |
| S2 |
94.16 |
94.16 |
99.67 |
|
| S3 |
89.19 |
92.40 |
99.21 |
|
| S4 |
84.22 |
87.43 |
97.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.89 |
95.92 |
4.97 |
4.9% |
2.44 |
2.4% |
94% |
False |
False |
26,702 |
| 10 |
100.89 |
95.00 |
5.89 |
5.9% |
2.70 |
2.7% |
95% |
False |
False |
29,509 |
| 20 |
100.89 |
91.35 |
9.54 |
9.5% |
2.51 |
2.5% |
97% |
False |
False |
28,993 |
| 40 |
104.85 |
91.35 |
13.50 |
13.4% |
2.55 |
2.5% |
68% |
False |
False |
22,496 |
| 60 |
115.57 |
91.35 |
24.22 |
24.1% |
2.95 |
2.9% |
38% |
False |
False |
18,114 |
| 80 |
115.57 |
91.35 |
24.22 |
24.1% |
2.66 |
2.6% |
38% |
False |
False |
15,517 |
| 100 |
115.57 |
91.35 |
24.22 |
24.1% |
2.54 |
2.5% |
38% |
False |
False |
13,981 |
| 120 |
115.57 |
91.35 |
24.22 |
24.1% |
2.42 |
2.4% |
38% |
False |
False |
13,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.96 |
|
2.618 |
105.22 |
|
1.618 |
103.54 |
|
1.000 |
102.50 |
|
0.618 |
101.86 |
|
HIGH |
100.82 |
|
0.618 |
100.18 |
|
0.500 |
99.98 |
|
0.382 |
99.78 |
|
LOW |
99.14 |
|
0.618 |
98.10 |
|
1.000 |
97.46 |
|
1.618 |
96.42 |
|
2.618 |
94.74 |
|
4.250 |
92.00 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.38 |
100.17 |
| PP |
100.18 |
99.75 |
| S1 |
99.98 |
99.34 |
|