NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
100.55 |
101.33 |
0.78 |
0.8% |
100.15 |
| High |
101.95 |
101.67 |
-0.28 |
-0.3% |
101.95 |
| Low |
99.36 |
100.30 |
0.94 |
0.9% |
97.55 |
| Close |
101.00 |
101.60 |
0.60 |
0.6% |
101.60 |
| Range |
2.59 |
1.37 |
-1.22 |
-47.1% |
4.40 |
| ATR |
2.40 |
2.33 |
-0.07 |
-3.1% |
0.00 |
| Volume |
3,099 |
4,726 |
1,627 |
52.5% |
19,888 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.30 |
104.82 |
102.35 |
|
| R3 |
103.93 |
103.45 |
101.98 |
|
| R2 |
102.56 |
102.56 |
101.85 |
|
| R1 |
102.08 |
102.08 |
101.73 |
102.32 |
| PP |
101.19 |
101.19 |
101.19 |
101.31 |
| S1 |
100.71 |
100.71 |
101.47 |
100.95 |
| S2 |
99.82 |
99.82 |
101.35 |
|
| S3 |
98.45 |
99.34 |
101.22 |
|
| S4 |
97.08 |
97.97 |
100.85 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.57 |
111.98 |
104.02 |
|
| R3 |
109.17 |
107.58 |
102.81 |
|
| R2 |
104.77 |
104.77 |
102.41 |
|
| R1 |
103.18 |
103.18 |
102.00 |
103.98 |
| PP |
100.37 |
100.37 |
100.37 |
100.76 |
| S1 |
98.78 |
98.78 |
101.20 |
99.58 |
| S2 |
95.97 |
95.97 |
100.79 |
|
| S3 |
91.57 |
94.38 |
100.39 |
|
| S4 |
87.17 |
89.98 |
99.18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.49 |
|
2.618 |
105.26 |
|
1.618 |
103.89 |
|
1.000 |
103.04 |
|
0.618 |
102.52 |
|
HIGH |
101.67 |
|
0.618 |
101.15 |
|
0.500 |
100.99 |
|
0.382 |
100.82 |
|
LOW |
100.30 |
|
0.618 |
99.45 |
|
1.000 |
98.93 |
|
1.618 |
98.08 |
|
2.618 |
96.71 |
|
4.250 |
94.48 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.40 |
101.25 |
| PP |
101.19 |
100.89 |
| S1 |
100.99 |
100.54 |
|