NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
96.23 |
93.98 |
-2.25 |
-2.3% |
100.58 |
| High |
96.51 |
94.55 |
-1.96 |
-2.0% |
101.39 |
| Low |
93.96 |
92.09 |
-1.87 |
-2.0% |
95.90 |
| Close |
94.64 |
92.78 |
-1.86 |
-2.0% |
96.60 |
| Range |
2.55 |
2.46 |
-0.09 |
-3.5% |
5.49 |
| ATR |
2.64 |
2.63 |
-0.01 |
-0.2% |
0.00 |
| Volume |
38,871 |
39,078 |
207 |
0.5% |
163,616 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.52 |
99.11 |
94.13 |
|
| R3 |
98.06 |
96.65 |
93.46 |
|
| R2 |
95.60 |
95.60 |
93.23 |
|
| R1 |
94.19 |
94.19 |
93.01 |
93.67 |
| PP |
93.14 |
93.14 |
93.14 |
92.88 |
| S1 |
91.73 |
91.73 |
92.55 |
91.21 |
| S2 |
90.68 |
90.68 |
92.33 |
|
| S3 |
88.22 |
89.27 |
92.10 |
|
| S4 |
85.76 |
86.81 |
91.43 |
|
|
| 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 |
99.35 |
92.09 |
7.26 |
7.8% |
2.75 |
3.0% |
10% |
False |
True |
34,621 |
| 10 |
101.39 |
92.09 |
9.30 |
10.0% |
2.44 |
2.6% |
7% |
False |
True |
33,941 |
| 20 |
101.39 |
92.09 |
9.30 |
10.0% |
2.63 |
2.8% |
7% |
False |
True |
31,478 |
| 40 |
104.00 |
91.35 |
12.65 |
13.6% |
2.61 |
2.8% |
11% |
False |
False |
27,114 |
| 60 |
105.74 |
91.35 |
14.39 |
15.5% |
2.70 |
2.9% |
10% |
False |
False |
21,579 |
| 80 |
115.57 |
91.35 |
24.22 |
26.1% |
2.77 |
3.0% |
6% |
False |
False |
18,116 |
| 100 |
115.57 |
91.35 |
24.22 |
26.1% |
2.58 |
2.8% |
6% |
False |
False |
15,929 |
| 120 |
115.57 |
91.35 |
24.22 |
26.1% |
2.51 |
2.7% |
6% |
False |
False |
14,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.01 |
|
2.618 |
100.99 |
|
1.618 |
98.53 |
|
1.000 |
97.01 |
|
0.618 |
96.07 |
|
HIGH |
94.55 |
|
0.618 |
93.61 |
|
0.500 |
93.32 |
|
0.382 |
93.03 |
|
LOW |
92.09 |
|
0.618 |
90.57 |
|
1.000 |
89.63 |
|
1.618 |
88.11 |
|
2.618 |
85.65 |
|
4.250 |
81.64 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.32 |
95.72 |
| PP |
93.14 |
94.74 |
| S1 |
92.96 |
93.76 |
|