NYMEX Light Sweet Crude Oil Future February 2012
| 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 |
99.66 |
100.90 |
1.24 |
1.2% |
98.23 |
| High |
101.67 |
101.60 |
-0.07 |
-0.1% |
101.65 |
| Low |
99.30 |
97.68 |
-1.62 |
-1.6% |
97.83 |
| Close |
100.81 |
98.72 |
-2.09 |
-2.1% |
99.16 |
| Range |
2.37 |
3.92 |
1.55 |
65.4% |
3.82 |
| ATR |
2.27 |
2.39 |
0.12 |
5.2% |
0.00 |
| Volume |
5,907 |
5,917 |
10 |
0.2% |
21,718 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.09 |
108.83 |
100.88 |
|
| R3 |
107.17 |
104.91 |
99.80 |
|
| R2 |
103.25 |
103.25 |
99.44 |
|
| R1 |
100.99 |
100.99 |
99.08 |
100.16 |
| PP |
99.33 |
99.33 |
99.33 |
98.92 |
| S1 |
97.07 |
97.07 |
98.36 |
96.24 |
| S2 |
95.41 |
95.41 |
98.00 |
|
| S3 |
91.49 |
93.15 |
97.64 |
|
| S4 |
87.57 |
89.23 |
96.56 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.01 |
108.90 |
101.26 |
|
| R3 |
107.19 |
105.08 |
100.21 |
|
| R2 |
103.37 |
103.37 |
99.86 |
|
| R1 |
101.26 |
101.26 |
99.51 |
102.32 |
| PP |
99.55 |
99.55 |
99.55 |
100.07 |
| S1 |
97.44 |
97.44 |
98.81 |
98.50 |
| S2 |
95.73 |
95.73 |
98.46 |
|
| S3 |
91.91 |
93.62 |
98.11 |
|
| S4 |
88.09 |
89.80 |
97.06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.26 |
|
2.618 |
111.86 |
|
1.618 |
107.94 |
|
1.000 |
105.52 |
|
0.618 |
104.02 |
|
HIGH |
101.60 |
|
0.618 |
100.10 |
|
0.500 |
99.64 |
|
0.382 |
99.18 |
|
LOW |
97.68 |
|
0.618 |
95.26 |
|
1.000 |
93.76 |
|
1.618 |
91.34 |
|
2.618 |
87.42 |
|
4.250 |
81.02 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.64 |
99.08 |
| PP |
99.33 |
98.96 |
| S1 |
99.03 |
98.84 |
|