NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
101.15 |
100.74 |
-0.41 |
-0.4% |
100.15 |
| High |
102.03 |
101.80 |
-0.23 |
-0.2% |
102.35 |
| Low |
100.68 |
100.68 |
0.00 |
0.0% |
97.89 |
| Close |
101.90 |
101.55 |
-0.35 |
-0.3% |
101.90 |
| Range |
1.35 |
1.12 |
-0.23 |
-17.0% |
4.46 |
| ATR |
2.11 |
2.05 |
-0.06 |
-3.0% |
0.00 |
| Volume |
7,757 |
8,783 |
1,026 |
13.2% |
26,032 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.70 |
104.25 |
102.17 |
|
| R3 |
103.58 |
103.13 |
101.86 |
|
| R2 |
102.46 |
102.46 |
101.76 |
|
| R1 |
102.01 |
102.01 |
101.65 |
102.24 |
| PP |
101.34 |
101.34 |
101.34 |
101.46 |
| S1 |
100.89 |
100.89 |
101.45 |
101.12 |
| S2 |
100.22 |
100.22 |
101.34 |
|
| S3 |
99.10 |
99.77 |
101.24 |
|
| S4 |
97.98 |
98.65 |
100.93 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.09 |
112.46 |
104.35 |
|
| R3 |
109.63 |
108.00 |
103.13 |
|
| R2 |
105.17 |
105.17 |
102.72 |
|
| R1 |
103.54 |
103.54 |
102.31 |
104.36 |
| PP |
100.71 |
100.71 |
100.71 |
101.12 |
| S1 |
99.08 |
99.08 |
101.49 |
99.90 |
| S2 |
96.25 |
96.25 |
101.08 |
|
| S3 |
91.79 |
94.62 |
100.67 |
|
| S4 |
87.33 |
90.16 |
99.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.56 |
|
2.618 |
104.73 |
|
1.618 |
103.61 |
|
1.000 |
102.92 |
|
0.618 |
102.49 |
|
HIGH |
101.80 |
|
0.618 |
101.37 |
|
0.500 |
101.24 |
|
0.382 |
101.11 |
|
LOW |
100.68 |
|
0.618 |
99.99 |
|
1.000 |
99.56 |
|
1.618 |
98.87 |
|
2.618 |
97.75 |
|
4.250 |
95.92 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.45 |
101.45 |
| PP |
101.34 |
101.35 |
| S1 |
101.24 |
101.26 |
|