NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
99.20 |
97.82 |
-1.38 |
-1.4% |
98.41 |
| High |
99.36 |
100.23 |
0.87 |
0.9% |
100.94 |
| Low |
96.42 |
97.60 |
1.18 |
1.2% |
95.50 |
| Close |
97.62 |
99.14 |
1.52 |
1.6% |
98.99 |
| Range |
2.94 |
2.63 |
-0.31 |
-10.5% |
5.44 |
| ATR |
2.82 |
2.81 |
-0.01 |
-0.5% |
0.00 |
| Volume |
41,171 |
41,023 |
-148 |
-0.4% |
282,148 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.88 |
105.64 |
100.59 |
|
| R3 |
104.25 |
103.01 |
99.86 |
|
| R2 |
101.62 |
101.62 |
99.62 |
|
| R1 |
100.38 |
100.38 |
99.38 |
101.00 |
| PP |
98.99 |
98.99 |
98.99 |
99.30 |
| S1 |
97.75 |
97.75 |
98.90 |
98.37 |
| S2 |
96.36 |
96.36 |
98.66 |
|
| S3 |
93.73 |
95.12 |
98.42 |
|
| S4 |
91.10 |
92.49 |
97.69 |
|
|
| 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 |
96.42 |
4.52 |
4.6% |
2.90 |
2.9% |
60% |
False |
False |
52,653 |
| 10 |
101.08 |
95.50 |
5.58 |
5.6% |
2.81 |
2.8% |
65% |
False |
False |
53,254 |
| 20 |
101.08 |
91.77 |
9.31 |
9.4% |
2.66 |
2.7% |
79% |
False |
False |
56,023 |
| 40 |
105.14 |
91.77 |
13.37 |
13.5% |
2.69 |
2.7% |
55% |
False |
False |
55,773 |
| 60 |
115.50 |
91.77 |
23.73 |
23.9% |
3.10 |
3.1% |
31% |
False |
False |
53,306 |
| 80 |
115.50 |
91.77 |
23.73 |
23.9% |
2.88 |
2.9% |
31% |
False |
False |
50,378 |
| 100 |
115.50 |
91.77 |
23.73 |
23.9% |
2.86 |
2.9% |
31% |
False |
False |
51,047 |
| 120 |
115.50 |
91.77 |
23.73 |
23.9% |
2.75 |
2.8% |
31% |
False |
False |
52,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.41 |
|
2.618 |
107.12 |
|
1.618 |
104.49 |
|
1.000 |
102.86 |
|
0.618 |
101.86 |
|
HIGH |
100.23 |
|
0.618 |
99.23 |
|
0.500 |
98.92 |
|
0.382 |
98.60 |
|
LOW |
97.60 |
|
0.618 |
95.97 |
|
1.000 |
94.97 |
|
1.618 |
93.34 |
|
2.618 |
90.71 |
|
4.250 |
86.42 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.07 |
98.87 |
| PP |
98.99 |
98.60 |
| S1 |
98.92 |
98.33 |
|