NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
93.98 |
92.97 |
-1.01 |
-1.1% |
100.58 |
| High |
94.55 |
93.27 |
-1.28 |
-1.4% |
101.39 |
| Low |
92.09 |
86.94 |
-5.15 |
-5.6% |
95.90 |
| Close |
92.78 |
87.49 |
-5.29 |
-5.7% |
96.60 |
| Range |
2.46 |
6.33 |
3.87 |
157.3% |
5.49 |
| ATR |
2.63 |
2.89 |
0.26 |
10.1% |
0.00 |
| Volume |
39,078 |
39,465 |
387 |
1.0% |
163,616 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.22 |
104.19 |
90.97 |
|
| R3 |
101.89 |
97.86 |
89.23 |
|
| R2 |
95.56 |
95.56 |
88.65 |
|
| R1 |
91.53 |
91.53 |
88.07 |
90.38 |
| PP |
89.23 |
89.23 |
89.23 |
88.66 |
| S1 |
85.20 |
85.20 |
86.91 |
84.05 |
| S2 |
82.90 |
82.90 |
86.33 |
|
| S3 |
76.57 |
78.87 |
85.75 |
|
| S4 |
70.24 |
72.54 |
84.01 |
|
|
| 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 |
86.94 |
12.41 |
14.2% |
3.74 |
4.3% |
4% |
False |
True |
34,972 |
| 10 |
101.39 |
86.94 |
14.45 |
16.5% |
2.79 |
3.2% |
4% |
False |
True |
35,297 |
| 20 |
101.39 |
86.94 |
14.45 |
16.5% |
2.83 |
3.2% |
4% |
False |
True |
32,335 |
| 40 |
104.00 |
86.94 |
17.06 |
19.5% |
2.68 |
3.1% |
3% |
False |
True |
27,627 |
| 60 |
105.74 |
86.94 |
18.80 |
21.5% |
2.74 |
3.1% |
3% |
False |
True |
21,995 |
| 80 |
115.57 |
86.94 |
28.63 |
32.7% |
2.81 |
3.2% |
2% |
False |
True |
18,497 |
| 100 |
115.57 |
86.94 |
28.63 |
32.7% |
2.62 |
3.0% |
2% |
False |
True |
16,254 |
| 120 |
115.57 |
86.94 |
28.63 |
32.7% |
2.55 |
2.9% |
2% |
False |
True |
15,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.17 |
|
2.618 |
109.84 |
|
1.618 |
103.51 |
|
1.000 |
99.60 |
|
0.618 |
97.18 |
|
HIGH |
93.27 |
|
0.618 |
90.85 |
|
0.500 |
90.11 |
|
0.382 |
89.36 |
|
LOW |
86.94 |
|
0.618 |
83.03 |
|
1.000 |
80.61 |
|
1.618 |
76.70 |
|
2.618 |
70.37 |
|
4.250 |
60.04 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.11 |
91.73 |
| PP |
89.23 |
90.31 |
| S1 |
88.36 |
88.90 |
|