NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
99.79 |
99.90 |
0.11 |
0.1% |
98.41 |
| High |
100.65 |
101.30 |
0.65 |
0.6% |
100.94 |
| Low |
98.24 |
98.50 |
0.26 |
0.3% |
95.50 |
| Close |
99.66 |
100.25 |
0.59 |
0.6% |
98.99 |
| Range |
2.41 |
2.80 |
0.39 |
16.2% |
5.44 |
| ATR |
2.78 |
2.78 |
0.00 |
0.0% |
0.00 |
| Volume |
39,992 |
36,609 |
-3,383 |
-8.5% |
282,148 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.42 |
107.13 |
101.79 |
|
| R3 |
105.62 |
104.33 |
101.02 |
|
| R2 |
102.82 |
102.82 |
100.76 |
|
| R1 |
101.53 |
101.53 |
100.51 |
102.18 |
| PP |
100.02 |
100.02 |
100.02 |
100.34 |
| S1 |
98.73 |
98.73 |
99.99 |
99.38 |
| S2 |
97.22 |
97.22 |
99.74 |
|
| S3 |
94.42 |
95.93 |
99.48 |
|
| S4 |
91.62 |
93.13 |
98.71 |
|
|
| 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 |
101.30 |
96.42 |
4.88 |
4.9% |
2.61 |
2.6% |
78% |
True |
False |
44,472 |
| 10 |
101.30 |
95.50 |
5.80 |
5.8% |
2.91 |
2.9% |
82% |
True |
False |
51,550 |
| 20 |
101.30 |
91.77 |
9.53 |
9.5% |
2.69 |
2.7% |
89% |
True |
False |
55,963 |
| 40 |
105.14 |
91.77 |
13.37 |
13.3% |
2.66 |
2.7% |
63% |
False |
False |
55,754 |
| 60 |
115.50 |
91.77 |
23.73 |
23.7% |
3.12 |
3.1% |
36% |
False |
False |
53,609 |
| 80 |
115.50 |
91.77 |
23.73 |
23.7% |
2.91 |
2.9% |
36% |
False |
False |
50,314 |
| 100 |
115.50 |
91.77 |
23.73 |
23.7% |
2.86 |
2.9% |
36% |
False |
False |
50,161 |
| 120 |
115.50 |
91.77 |
23.73 |
23.7% |
2.76 |
2.8% |
36% |
False |
False |
52,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.20 |
|
2.618 |
108.63 |
|
1.618 |
105.83 |
|
1.000 |
104.10 |
|
0.618 |
103.03 |
|
HIGH |
101.30 |
|
0.618 |
100.23 |
|
0.500 |
99.90 |
|
0.382 |
99.57 |
|
LOW |
98.50 |
|
0.618 |
96.77 |
|
1.000 |
95.70 |
|
1.618 |
93.97 |
|
2.618 |
91.17 |
|
4.250 |
86.60 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.13 |
99.98 |
| PP |
100.02 |
99.72 |
| S1 |
99.90 |
99.45 |
|