NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
101.81 |
99.90 |
-1.91 |
-1.9% |
100.15 |
| High |
101.88 |
100.48 |
-1.40 |
-1.4% |
102.35 |
| Low |
99.93 |
99.43 |
-0.50 |
-0.5% |
97.89 |
| Close |
100.03 |
100.05 |
0.02 |
0.0% |
101.90 |
| Range |
1.95 |
1.05 |
-0.90 |
-46.2% |
4.46 |
| ATR |
2.07 |
2.00 |
-0.07 |
-3.5% |
0.00 |
| Volume |
7,117 |
5,129 |
-1,988 |
-27.9% |
26,032 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.14 |
102.64 |
100.63 |
|
| R3 |
102.09 |
101.59 |
100.34 |
|
| R2 |
101.04 |
101.04 |
100.24 |
|
| R1 |
100.54 |
100.54 |
100.15 |
100.79 |
| PP |
99.99 |
99.99 |
99.99 |
100.11 |
| S1 |
99.49 |
99.49 |
99.95 |
99.74 |
| S2 |
98.94 |
98.94 |
99.86 |
|
| S3 |
97.89 |
98.44 |
99.76 |
|
| S4 |
96.84 |
97.39 |
99.47 |
|
|
| 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 |
104.94 |
|
2.618 |
103.23 |
|
1.618 |
102.18 |
|
1.000 |
101.53 |
|
0.618 |
101.13 |
|
HIGH |
100.48 |
|
0.618 |
100.08 |
|
0.500 |
99.96 |
|
0.382 |
99.83 |
|
LOW |
99.43 |
|
0.618 |
98.78 |
|
1.000 |
98.38 |
|
1.618 |
97.73 |
|
2.618 |
96.68 |
|
4.250 |
94.97 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.02 |
101.12 |
| PP |
99.99 |
100.76 |
| S1 |
99.96 |
100.41 |
|