NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
100.58 |
99.99 |
-0.59 |
-0.6% |
98.61 |
| High |
100.58 |
101.39 |
0.81 |
0.8% |
100.89 |
| Low |
99.25 |
98.70 |
-0.55 |
-0.6% |
95.92 |
| Close |
100.05 |
100.46 |
0.41 |
0.4% |
100.58 |
| Range |
1.33 |
2.69 |
1.36 |
102.3% |
4.97 |
| ATR |
2.56 |
2.57 |
0.01 |
0.4% |
0.00 |
| Volume |
35,839 |
34,360 |
-1,479 |
-4.1% |
133,511 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.25 |
107.05 |
101.94 |
|
| R3 |
105.56 |
104.36 |
101.20 |
|
| R2 |
102.87 |
102.87 |
100.95 |
|
| R1 |
101.67 |
101.67 |
100.71 |
102.27 |
| PP |
100.18 |
100.18 |
100.18 |
100.49 |
| S1 |
98.98 |
98.98 |
100.21 |
99.58 |
| S2 |
97.49 |
97.49 |
99.97 |
|
| S3 |
94.80 |
96.29 |
99.72 |
|
| S4 |
92.11 |
93.60 |
98.98 |
|
|
| 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 |
101.39 |
97.78 |
3.61 |
3.6% |
2.19 |
2.2% |
74% |
True |
False |
31,845 |
| 10 |
101.39 |
95.92 |
5.47 |
5.4% |
2.52 |
2.5% |
83% |
True |
False |
30,530 |
| 20 |
101.39 |
92.06 |
9.33 |
9.3% |
2.52 |
2.5% |
90% |
True |
False |
28,512 |
| 40 |
104.85 |
91.35 |
13.50 |
13.4% |
2.59 |
2.6% |
67% |
False |
False |
23,515 |
| 60 |
115.57 |
91.35 |
24.22 |
24.1% |
2.96 |
2.9% |
38% |
False |
False |
19,026 |
| 80 |
115.57 |
91.35 |
24.22 |
24.1% |
2.68 |
2.7% |
38% |
False |
False |
16,091 |
| 100 |
115.57 |
91.35 |
24.22 |
24.1% |
2.54 |
2.5% |
38% |
False |
False |
14,478 |
| 120 |
115.57 |
91.35 |
24.22 |
24.1% |
2.44 |
2.4% |
38% |
False |
False |
13,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.82 |
|
2.618 |
108.43 |
|
1.618 |
105.74 |
|
1.000 |
104.08 |
|
0.618 |
103.05 |
|
HIGH |
101.39 |
|
0.618 |
100.36 |
|
0.500 |
100.05 |
|
0.382 |
99.73 |
|
LOW |
98.70 |
|
0.618 |
97.04 |
|
1.000 |
96.01 |
|
1.618 |
94.35 |
|
2.618 |
91.66 |
|
4.250 |
87.27 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.32 |
100.32 |
| PP |
100.18 |
100.18 |
| S1 |
100.05 |
100.05 |
|