NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
98.90 |
101.05 |
2.15 |
2.2% |
98.80 |
| High |
101.03 |
101.37 |
0.34 |
0.3% |
101.67 |
| Low |
98.90 |
99.12 |
0.22 |
0.2% |
96.49 |
| Close |
100.01 |
100.51 |
0.50 |
0.5% |
99.94 |
| Range |
2.13 |
2.25 |
0.12 |
5.6% |
5.18 |
| ATR |
2.40 |
2.38 |
-0.01 |
-0.4% |
0.00 |
| Volume |
4,276 |
3,777 |
-499 |
-11.7% |
33,370 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.08 |
106.05 |
101.75 |
|
| R3 |
104.83 |
103.80 |
101.13 |
|
| R2 |
102.58 |
102.58 |
100.92 |
|
| R1 |
101.55 |
101.55 |
100.72 |
100.94 |
| PP |
100.33 |
100.33 |
100.33 |
100.03 |
| S1 |
99.30 |
99.30 |
100.30 |
98.69 |
| S2 |
98.08 |
98.08 |
100.10 |
|
| S3 |
95.83 |
97.05 |
99.89 |
|
| S4 |
93.58 |
94.80 |
99.27 |
|
|
| 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 |
110.93 |
|
2.618 |
107.26 |
|
1.618 |
105.01 |
|
1.000 |
103.62 |
|
0.618 |
102.76 |
|
HIGH |
101.37 |
|
0.618 |
100.51 |
|
0.500 |
100.25 |
|
0.382 |
99.98 |
|
LOW |
99.12 |
|
0.618 |
97.73 |
|
1.000 |
96.87 |
|
1.618 |
95.48 |
|
2.618 |
93.23 |
|
4.250 |
89.56 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.42 |
100.16 |
| PP |
100.33 |
99.81 |
| S1 |
100.25 |
99.46 |
|