NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
97.10 |
97.38 |
0.28 |
0.3% |
93.36 |
| High |
97.46 |
99.49 |
2.03 |
2.1% |
97.78 |
| Low |
95.72 |
96.53 |
0.81 |
0.8% |
91.82 |
| Close |
97.14 |
98.83 |
1.69 |
1.7% |
97.14 |
| Range |
1.74 |
2.96 |
1.22 |
70.1% |
5.96 |
| ATR |
2.74 |
2.76 |
0.02 |
0.6% |
0.00 |
| Volume |
46,717 |
51,373 |
4,656 |
10.0% |
294,296 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.16 |
105.96 |
100.46 |
|
| R3 |
104.20 |
103.00 |
99.64 |
|
| R2 |
101.24 |
101.24 |
99.37 |
|
| R1 |
100.04 |
100.04 |
99.10 |
100.64 |
| PP |
98.28 |
98.28 |
98.28 |
98.59 |
| S1 |
97.08 |
97.08 |
98.56 |
97.68 |
| S2 |
95.32 |
95.32 |
98.29 |
|
| S3 |
92.36 |
94.12 |
98.02 |
|
| S4 |
89.40 |
91.16 |
97.20 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.46 |
111.26 |
100.42 |
|
| R3 |
107.50 |
105.30 |
98.78 |
|
| R2 |
101.54 |
101.54 |
98.23 |
|
| R1 |
99.34 |
99.34 |
97.69 |
100.44 |
| PP |
95.58 |
95.58 |
95.58 |
96.13 |
| S1 |
93.38 |
93.38 |
96.59 |
94.48 |
| S2 |
89.62 |
89.62 |
96.05 |
|
| S3 |
83.66 |
87.42 |
95.50 |
|
| S4 |
77.70 |
81.46 |
93.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.49 |
92.56 |
6.93 |
7.0% |
2.41 |
2.4% |
90% |
True |
False |
51,549 |
| 10 |
99.49 |
91.77 |
7.72 |
7.8% |
2.51 |
2.5% |
91% |
True |
False |
58,791 |
| 20 |
104.20 |
91.77 |
12.43 |
12.6% |
2.68 |
2.7% |
57% |
False |
False |
60,160 |
| 40 |
106.14 |
91.77 |
14.37 |
14.5% |
2.99 |
3.0% |
49% |
False |
False |
56,328 |
| 60 |
115.50 |
91.77 |
23.73 |
24.0% |
3.11 |
3.2% |
30% |
False |
False |
52,174 |
| 80 |
115.50 |
91.77 |
23.73 |
24.0% |
2.90 |
2.9% |
30% |
False |
False |
48,789 |
| 100 |
115.50 |
91.77 |
23.73 |
24.0% |
2.84 |
2.9% |
30% |
False |
False |
52,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.07 |
|
2.618 |
107.24 |
|
1.618 |
104.28 |
|
1.000 |
102.45 |
|
0.618 |
101.32 |
|
HIGH |
99.49 |
|
0.618 |
98.36 |
|
0.500 |
98.01 |
|
0.382 |
97.66 |
|
LOW |
96.53 |
|
0.618 |
94.70 |
|
1.000 |
93.57 |
|
1.618 |
91.74 |
|
2.618 |
88.78 |
|
4.250 |
83.95 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.56 |
98.42 |
| PP |
98.28 |
98.01 |
| S1 |
98.01 |
97.61 |
|