NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
97.86 |
99.20 |
1.34 |
1.4% |
98.41 |
| High |
99.42 |
99.36 |
-0.06 |
-0.1% |
100.94 |
| Low |
97.15 |
96.42 |
-0.73 |
-0.8% |
95.50 |
| Close |
98.99 |
97.62 |
-1.37 |
-1.4% |
98.99 |
| Range |
2.27 |
2.94 |
0.67 |
29.5% |
5.44 |
| ATR |
2.81 |
2.82 |
0.01 |
0.3% |
0.00 |
| Volume |
63,567 |
41,171 |
-22,396 |
-35.2% |
282,148 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.62 |
105.06 |
99.24 |
|
| R3 |
103.68 |
102.12 |
98.43 |
|
| R2 |
100.74 |
100.74 |
98.16 |
|
| R1 |
99.18 |
99.18 |
97.89 |
98.49 |
| PP |
97.80 |
97.80 |
97.80 |
97.46 |
| S1 |
96.24 |
96.24 |
97.35 |
95.55 |
| S2 |
94.86 |
94.86 |
97.08 |
|
| S3 |
91.92 |
93.30 |
96.81 |
|
| S4 |
88.98 |
90.36 |
96.00 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.80 |
112.33 |
101.98 |
|
| R3 |
109.36 |
106.89 |
100.49 |
|
| R2 |
103.92 |
103.92 |
99.99 |
|
| R1 |
101.45 |
101.45 |
99.49 |
102.69 |
| PP |
98.48 |
98.48 |
98.48 |
99.09 |
| S1 |
96.01 |
96.01 |
98.49 |
97.25 |
| S2 |
93.04 |
93.04 |
97.99 |
|
| S3 |
87.60 |
90.57 |
97.49 |
|
| S4 |
82.16 |
85.13 |
96.00 |
|
|
| 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% |
3.13 |
3.2% |
39% |
False |
False |
53,329 |
| 10 |
101.08 |
95.50 |
5.58 |
5.7% |
2.84 |
2.9% |
38% |
False |
False |
54,289 |
| 20 |
101.08 |
91.77 |
9.31 |
9.5% |
2.64 |
2.7% |
63% |
False |
False |
57,251 |
| 40 |
105.14 |
91.77 |
13.37 |
13.7% |
2.72 |
2.8% |
44% |
False |
False |
55,628 |
| 60 |
115.50 |
91.77 |
23.73 |
24.3% |
3.08 |
3.2% |
25% |
False |
False |
53,343 |
| 80 |
115.50 |
91.77 |
23.73 |
24.3% |
2.87 |
2.9% |
25% |
False |
False |
50,431 |
| 100 |
115.50 |
91.77 |
23.73 |
24.3% |
2.89 |
3.0% |
25% |
False |
False |
52,037 |
| 120 |
115.50 |
91.77 |
23.73 |
24.3% |
2.75 |
2.8% |
25% |
False |
False |
52,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.86 |
|
2.618 |
107.06 |
|
1.618 |
104.12 |
|
1.000 |
102.30 |
|
0.618 |
101.18 |
|
HIGH |
99.36 |
|
0.618 |
98.24 |
|
0.500 |
97.89 |
|
0.382 |
97.54 |
|
LOW |
96.42 |
|
0.618 |
94.60 |
|
1.000 |
93.48 |
|
1.618 |
91.66 |
|
2.618 |
88.72 |
|
4.250 |
83.93 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.89 |
98.53 |
| PP |
97.80 |
98.23 |
| S1 |
97.71 |
97.92 |
|