NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
98.14 |
97.57 |
-0.57 |
-0.6% |
100.58 |
| High |
98.30 |
99.35 |
1.05 |
1.1% |
101.39 |
| Low |
95.90 |
94.39 |
-1.51 |
-1.6% |
95.90 |
| Close |
96.60 |
95.80 |
-0.80 |
-0.8% |
96.60 |
| Range |
2.40 |
4.96 |
2.56 |
106.7% |
5.49 |
| ATR |
2.46 |
2.64 |
0.18 |
7.2% |
0.00 |
| Volume |
26,787 |
30,660 |
3,873 |
14.5% |
163,616 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.39 |
108.56 |
98.53 |
|
| R3 |
106.43 |
103.60 |
97.16 |
|
| R2 |
101.47 |
101.47 |
96.71 |
|
| R1 |
98.64 |
98.64 |
96.25 |
97.58 |
| PP |
96.51 |
96.51 |
96.51 |
95.98 |
| S1 |
93.68 |
93.68 |
95.35 |
92.62 |
| S2 |
91.55 |
91.55 |
94.89 |
|
| S3 |
86.59 |
88.72 |
94.44 |
|
| S4 |
81.63 |
83.76 |
93.07 |
|
|
| 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 |
94.39 |
7.00 |
7.3% |
2.71 |
2.8% |
20% |
False |
True |
31,687 |
| 10 |
101.39 |
94.39 |
7.00 |
7.3% |
2.44 |
2.5% |
20% |
False |
True |
30,566 |
| 20 |
101.39 |
94.39 |
7.00 |
7.3% |
2.62 |
2.7% |
20% |
False |
True |
30,202 |
| 40 |
104.00 |
91.35 |
12.65 |
13.2% |
2.58 |
2.7% |
35% |
False |
False |
25,659 |
| 60 |
105.74 |
91.35 |
14.39 |
15.0% |
2.82 |
2.9% |
31% |
False |
False |
20,673 |
| 80 |
115.57 |
91.35 |
24.22 |
25.3% |
2.76 |
2.9% |
18% |
False |
False |
17,332 |
| 100 |
115.57 |
91.35 |
24.22 |
25.3% |
2.58 |
2.7% |
18% |
False |
False |
15,325 |
| 120 |
115.57 |
91.35 |
24.22 |
25.3% |
2.48 |
2.6% |
18% |
False |
False |
14,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.43 |
|
2.618 |
112.34 |
|
1.618 |
107.38 |
|
1.000 |
104.31 |
|
0.618 |
102.42 |
|
HIGH |
99.35 |
|
0.618 |
97.46 |
|
0.500 |
96.87 |
|
0.382 |
96.28 |
|
LOW |
94.39 |
|
0.618 |
91.32 |
|
1.000 |
89.43 |
|
1.618 |
86.36 |
|
2.618 |
81.40 |
|
4.250 |
73.31 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.87 |
96.87 |
| PP |
96.51 |
96.51 |
| S1 |
96.16 |
96.16 |
|