NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
97.57 |
96.23 |
-1.34 |
-1.4% |
100.58 |
| High |
99.35 |
96.51 |
-2.84 |
-2.9% |
101.39 |
| Low |
94.39 |
93.96 |
-0.43 |
-0.5% |
95.90 |
| Close |
95.80 |
94.64 |
-1.16 |
-1.2% |
96.60 |
| Range |
4.96 |
2.55 |
-2.41 |
-48.6% |
5.49 |
| ATR |
2.64 |
2.64 |
-0.01 |
-0.2% |
0.00 |
| Volume |
30,660 |
38,871 |
8,211 |
26.8% |
163,616 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.69 |
101.21 |
96.04 |
|
| R3 |
100.14 |
98.66 |
95.34 |
|
| R2 |
97.59 |
97.59 |
95.11 |
|
| R1 |
96.11 |
96.11 |
94.87 |
95.58 |
| PP |
95.04 |
95.04 |
95.04 |
94.77 |
| S1 |
93.56 |
93.56 |
94.41 |
93.03 |
| S2 |
92.49 |
92.49 |
94.17 |
|
| S3 |
89.94 |
91.01 |
93.94 |
|
| S4 |
87.39 |
88.46 |
93.24 |
|
|
| 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 |
100.33 |
93.96 |
6.37 |
6.7% |
2.68 |
2.8% |
11% |
False |
True |
32,589 |
| 10 |
101.39 |
93.96 |
7.43 |
7.9% |
2.44 |
2.6% |
9% |
False |
True |
32,217 |
| 20 |
101.39 |
93.96 |
7.43 |
7.9% |
2.60 |
2.7% |
9% |
False |
True |
30,626 |
| 40 |
104.00 |
91.35 |
12.65 |
13.4% |
2.59 |
2.7% |
26% |
False |
False |
26,358 |
| 60 |
105.74 |
91.35 |
14.39 |
15.2% |
2.74 |
2.9% |
23% |
False |
False |
21,121 |
| 80 |
115.57 |
91.35 |
24.22 |
25.6% |
2.77 |
2.9% |
14% |
False |
False |
17,747 |
| 100 |
115.57 |
91.35 |
24.22 |
25.6% |
2.58 |
2.7% |
14% |
False |
False |
15,631 |
| 120 |
115.57 |
91.35 |
24.22 |
25.6% |
2.50 |
2.6% |
14% |
False |
False |
14,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.35 |
|
2.618 |
103.19 |
|
1.618 |
100.64 |
|
1.000 |
99.06 |
|
0.618 |
98.09 |
|
HIGH |
96.51 |
|
0.618 |
95.54 |
|
0.500 |
95.24 |
|
0.382 |
94.93 |
|
LOW |
93.96 |
|
0.618 |
92.38 |
|
1.000 |
91.41 |
|
1.618 |
89.83 |
|
2.618 |
87.28 |
|
4.250 |
83.12 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.24 |
96.66 |
| PP |
95.04 |
95.98 |
| S1 |
94.84 |
95.31 |
|