NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
98.39 |
99.90 |
1.51 |
1.5% |
97.38 |
| High |
100.94 |
100.64 |
-0.30 |
-0.3% |
101.08 |
| Low |
98.38 |
96.54 |
-1.84 |
-1.9% |
96.53 |
| Close |
99.87 |
97.65 |
-2.22 |
-2.2% |
98.23 |
| Range |
2.56 |
4.10 |
1.54 |
60.2% |
4.55 |
| ATR |
2.76 |
2.86 |
0.10 |
3.5% |
0.00 |
| Volume |
60,395 |
57,109 |
-3,286 |
-5.4% |
219,579 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.58 |
108.21 |
99.91 |
|
| R3 |
106.48 |
104.11 |
98.78 |
|
| R2 |
102.38 |
102.38 |
98.40 |
|
| R1 |
100.01 |
100.01 |
98.03 |
99.15 |
| PP |
98.28 |
98.28 |
98.28 |
97.84 |
| S1 |
95.91 |
95.91 |
97.27 |
95.05 |
| S2 |
94.18 |
94.18 |
96.90 |
|
| S3 |
90.08 |
91.81 |
96.52 |
|
| S4 |
85.98 |
87.71 |
95.40 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.26 |
109.80 |
100.73 |
|
| R3 |
107.71 |
105.25 |
99.48 |
|
| R2 |
103.16 |
103.16 |
99.06 |
|
| R1 |
100.70 |
100.70 |
98.65 |
101.93 |
| PP |
98.61 |
98.61 |
98.61 |
99.23 |
| S1 |
96.15 |
96.15 |
97.81 |
97.38 |
| S2 |
94.06 |
94.06 |
97.40 |
|
| S3 |
89.51 |
91.60 |
96.98 |
|
| S4 |
84.96 |
87.05 |
95.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.94 |
95.50 |
5.44 |
5.6% |
3.21 |
3.3% |
40% |
False |
False |
58,629 |
| 10 |
101.08 |
95.50 |
5.58 |
5.7% |
2.67 |
2.7% |
39% |
False |
False |
53,500 |
| 20 |
101.08 |
91.77 |
9.31 |
9.5% |
2.62 |
2.7% |
63% |
False |
False |
58,012 |
| 40 |
105.14 |
91.77 |
13.37 |
13.7% |
2.73 |
2.8% |
44% |
False |
False |
55,619 |
| 60 |
115.50 |
91.77 |
23.73 |
24.3% |
3.10 |
3.2% |
25% |
False |
False |
52,746 |
| 80 |
115.50 |
91.77 |
23.73 |
24.3% |
2.85 |
2.9% |
25% |
False |
False |
49,872 |
| 100 |
115.50 |
91.77 |
23.73 |
24.3% |
2.93 |
3.0% |
25% |
False |
False |
52,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.07 |
|
2.618 |
111.37 |
|
1.618 |
107.27 |
|
1.000 |
104.74 |
|
0.618 |
103.17 |
|
HIGH |
100.64 |
|
0.618 |
99.07 |
|
0.500 |
98.59 |
|
0.382 |
98.11 |
|
LOW |
96.54 |
|
0.618 |
94.01 |
|
1.000 |
92.44 |
|
1.618 |
89.91 |
|
2.618 |
85.81 |
|
4.250 |
79.12 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.59 |
98.22 |
| PP |
98.28 |
98.03 |
| S1 |
97.96 |
97.84 |
|