NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
98.05 |
98.14 |
0.09 |
0.1% |
100.58 |
| High |
98.86 |
98.30 |
-0.56 |
-0.6% |
101.39 |
| Low |
97.49 |
95.90 |
-1.59 |
-1.6% |
95.90 |
| Close |
98.35 |
96.60 |
-1.75 |
-1.8% |
96.60 |
| Range |
1.37 |
2.40 |
1.03 |
75.2% |
5.49 |
| ATR |
2.46 |
2.46 |
0.00 |
0.0% |
0.00 |
| Volume |
37,711 |
26,787 |
-10,924 |
-29.0% |
163,616 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.13 |
102.77 |
97.92 |
|
| R3 |
101.73 |
100.37 |
97.26 |
|
| R2 |
99.33 |
99.33 |
97.04 |
|
| R1 |
97.97 |
97.97 |
96.82 |
97.45 |
| PP |
96.93 |
96.93 |
96.93 |
96.68 |
| S1 |
95.57 |
95.57 |
96.38 |
95.05 |
| S2 |
94.53 |
94.53 |
96.16 |
|
| S3 |
92.13 |
93.17 |
95.94 |
|
| S4 |
89.73 |
90.77 |
95.28 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.43 |
111.01 |
99.62 |
|
| R3 |
108.94 |
105.52 |
98.11 |
|
| R2 |
103.45 |
103.45 |
97.61 |
|
| R1 |
100.03 |
100.03 |
97.10 |
99.00 |
| PP |
97.96 |
97.96 |
97.96 |
97.45 |
| S1 |
94.54 |
94.54 |
96.10 |
93.51 |
| S2 |
92.47 |
92.47 |
95.59 |
|
| S3 |
86.98 |
89.05 |
95.09 |
|
| S4 |
81.49 |
83.56 |
93.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.39 |
95.90 |
5.49 |
5.7% |
1.99 |
2.1% |
13% |
False |
True |
32,723 |
| 10 |
101.39 |
95.90 |
5.49 |
5.7% |
2.21 |
2.3% |
13% |
False |
True |
29,712 |
| 20 |
101.39 |
95.00 |
6.39 |
6.6% |
2.45 |
2.5% |
25% |
False |
False |
29,728 |
| 40 |
104.00 |
91.35 |
12.65 |
13.1% |
2.51 |
2.6% |
42% |
False |
False |
25,192 |
| 60 |
109.93 |
91.35 |
18.58 |
19.2% |
2.91 |
3.0% |
28% |
False |
False |
20,320 |
| 80 |
115.57 |
91.35 |
24.22 |
25.1% |
2.71 |
2.8% |
22% |
False |
False |
17,026 |
| 100 |
115.57 |
91.35 |
24.22 |
25.1% |
2.55 |
2.6% |
22% |
False |
False |
15,109 |
| 120 |
115.57 |
91.35 |
24.22 |
25.1% |
2.45 |
2.5% |
22% |
False |
False |
14,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.50 |
|
2.618 |
104.58 |
|
1.618 |
102.18 |
|
1.000 |
100.70 |
|
0.618 |
99.78 |
|
HIGH |
98.30 |
|
0.618 |
97.38 |
|
0.500 |
97.10 |
|
0.382 |
96.82 |
|
LOW |
95.90 |
|
0.618 |
94.42 |
|
1.000 |
93.50 |
|
1.618 |
92.02 |
|
2.618 |
89.62 |
|
4.250 |
85.70 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.10 |
98.12 |
| PP |
96.93 |
97.61 |
| S1 |
96.77 |
97.11 |
|