NYMEX Light Sweet Crude Oil Future February 2012
| 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 |
101.05 |
100.55 |
-0.50 |
-0.5% |
98.80 |
| High |
101.37 |
101.95 |
0.58 |
0.6% |
101.67 |
| Low |
99.12 |
99.36 |
0.24 |
0.2% |
96.49 |
| Close |
100.51 |
101.00 |
0.49 |
0.5% |
99.94 |
| Range |
2.25 |
2.59 |
0.34 |
15.1% |
5.18 |
| ATR |
2.38 |
2.40 |
0.01 |
0.6% |
0.00 |
| Volume |
3,777 |
3,099 |
-678 |
-18.0% |
33,370 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.54 |
107.36 |
102.42 |
|
| R3 |
105.95 |
104.77 |
101.71 |
|
| R2 |
103.36 |
103.36 |
101.47 |
|
| R1 |
102.18 |
102.18 |
101.24 |
102.77 |
| PP |
100.77 |
100.77 |
100.77 |
101.07 |
| S1 |
99.59 |
99.59 |
100.76 |
100.18 |
| S2 |
98.18 |
98.18 |
100.53 |
|
| S3 |
95.59 |
97.00 |
100.29 |
|
| S4 |
93.00 |
94.41 |
99.58 |
|
|
| 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 |
112.96 |
|
2.618 |
108.73 |
|
1.618 |
106.14 |
|
1.000 |
104.54 |
|
0.618 |
103.55 |
|
HIGH |
101.95 |
|
0.618 |
100.96 |
|
0.500 |
100.66 |
|
0.382 |
100.35 |
|
LOW |
99.36 |
|
0.618 |
97.76 |
|
1.000 |
96.77 |
|
1.618 |
95.17 |
|
2.618 |
92.58 |
|
4.250 |
88.35 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.89 |
100.81 |
| PP |
100.77 |
100.62 |
| S1 |
100.66 |
100.43 |
|