NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
100.90 |
98.86 |
-2.04 |
-2.0% |
98.80 |
| High |
101.60 |
100.40 |
-1.20 |
-1.2% |
101.67 |
| Low |
97.68 |
98.23 |
0.55 |
0.6% |
96.49 |
| Close |
98.72 |
99.94 |
1.22 |
1.2% |
99.94 |
| Range |
3.92 |
2.17 |
-1.75 |
-44.6% |
5.18 |
| ATR |
2.39 |
2.37 |
-0.02 |
-0.7% |
0.00 |
| Volume |
5,917 |
7,903 |
1,986 |
33.6% |
33,370 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.03 |
105.16 |
101.13 |
|
| R3 |
103.86 |
102.99 |
100.54 |
|
| R2 |
101.69 |
101.69 |
100.34 |
|
| R1 |
100.82 |
100.82 |
100.14 |
101.26 |
| PP |
99.52 |
99.52 |
99.52 |
99.74 |
| S1 |
98.65 |
98.65 |
99.74 |
99.09 |
| S2 |
97.35 |
97.35 |
99.54 |
|
| S3 |
95.18 |
96.48 |
99.34 |
|
| S4 |
93.01 |
94.31 |
98.75 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.91 |
112.60 |
102.79 |
|
| R3 |
109.73 |
107.42 |
101.36 |
|
| R2 |
104.55 |
104.55 |
100.89 |
|
| R1 |
102.24 |
102.24 |
100.41 |
103.40 |
| PP |
99.37 |
99.37 |
99.37 |
99.94 |
| S1 |
97.06 |
97.06 |
99.47 |
98.22 |
| S2 |
94.19 |
94.19 |
98.99 |
|
| S3 |
89.01 |
91.88 |
98.52 |
|
| S4 |
83.83 |
86.70 |
97.09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.62 |
|
2.618 |
106.08 |
|
1.618 |
103.91 |
|
1.000 |
102.57 |
|
0.618 |
101.74 |
|
HIGH |
100.40 |
|
0.618 |
99.57 |
|
0.500 |
99.32 |
|
0.382 |
99.06 |
|
LOW |
98.23 |
|
0.618 |
96.89 |
|
1.000 |
96.06 |
|
1.618 |
94.72 |
|
2.618 |
92.55 |
|
4.250 |
89.01 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.73 |
99.85 |
| PP |
99.52 |
99.76 |
| S1 |
99.32 |
99.68 |
|