NYMEX Light Sweet Crude Oil Future April 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 |
101.66 |
100.15 |
-1.51 |
-1.5% |
100.14 |
| High |
101.66 |
100.75 |
-0.91 |
-0.9% |
102.61 |
| Low |
100.20 |
99.87 |
-0.33 |
-0.3% |
98.83 |
| Close |
100.39 |
100.43 |
0.04 |
0.0% |
102.19 |
| Range |
1.46 |
0.88 |
-0.58 |
-39.7% |
3.78 |
| ATR |
|
|
|
|
|
| Volume |
5,198 |
4,234 |
-964 |
-18.5% |
17,244 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.99 |
102.59 |
100.91 |
|
| R3 |
102.11 |
101.71 |
100.67 |
|
| R2 |
101.23 |
101.23 |
100.59 |
|
| R1 |
100.83 |
100.83 |
100.51 |
101.03 |
| PP |
100.35 |
100.35 |
100.35 |
100.45 |
| S1 |
99.95 |
99.95 |
100.35 |
100.15 |
| S2 |
99.47 |
99.47 |
100.27 |
|
| S3 |
98.59 |
99.07 |
100.19 |
|
| S4 |
97.71 |
98.19 |
99.95 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.55 |
111.15 |
104.27 |
|
| R3 |
108.77 |
107.37 |
103.23 |
|
| R2 |
104.99 |
104.99 |
102.88 |
|
| R1 |
103.59 |
103.59 |
102.54 |
104.29 |
| PP |
101.21 |
101.21 |
101.21 |
101.56 |
| S1 |
99.81 |
99.81 |
101.84 |
100.51 |
| S2 |
97.43 |
97.43 |
101.50 |
|
| S3 |
93.65 |
96.03 |
101.15 |
|
| S4 |
89.87 |
92.25 |
100.11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.49 |
|
2.618 |
103.05 |
|
1.618 |
102.17 |
|
1.000 |
101.63 |
|
0.618 |
101.29 |
|
HIGH |
100.75 |
|
0.618 |
100.41 |
|
0.500 |
100.31 |
|
0.382 |
100.21 |
|
LOW |
99.87 |
|
0.618 |
99.33 |
|
1.000 |
98.99 |
|
1.618 |
98.45 |
|
2.618 |
97.57 |
|
4.250 |
96.13 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.39 |
101.27 |
| PP |
100.35 |
100.99 |
| S1 |
100.31 |
100.71 |
|