NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
98.48 |
99.92 |
1.44 |
1.5% |
101.34 |
| High |
99.39 |
100.27 |
0.88 |
0.9% |
102.67 |
| Low |
98.48 |
96.68 |
-1.80 |
-1.8% |
98.48 |
| Close |
98.72 |
98.00 |
-0.72 |
-0.7% |
98.72 |
| Range |
0.91 |
3.59 |
2.68 |
294.5% |
4.19 |
| ATR |
|
|
|
|
|
| Volume |
3,281 |
1,727 |
-1,554 |
-47.4% |
23,371 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.09 |
107.13 |
99.97 |
|
| R3 |
105.50 |
103.54 |
98.99 |
|
| R2 |
101.91 |
101.91 |
98.66 |
|
| R1 |
99.95 |
99.95 |
98.33 |
99.14 |
| PP |
98.32 |
98.32 |
98.32 |
97.91 |
| S1 |
96.36 |
96.36 |
97.67 |
95.55 |
| S2 |
94.73 |
94.73 |
97.34 |
|
| S3 |
91.14 |
92.77 |
97.01 |
|
| S4 |
87.55 |
89.18 |
96.03 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.53 |
109.81 |
101.02 |
|
| R3 |
108.34 |
105.62 |
99.87 |
|
| R2 |
104.15 |
104.15 |
99.49 |
|
| R1 |
101.43 |
101.43 |
99.10 |
100.70 |
| PP |
99.96 |
99.96 |
99.96 |
99.59 |
| S1 |
97.24 |
97.24 |
98.34 |
96.51 |
| S2 |
95.77 |
95.77 |
97.95 |
|
| S3 |
91.58 |
93.05 |
97.57 |
|
| S4 |
87.39 |
88.86 |
96.42 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.53 |
|
2.618 |
109.67 |
|
1.618 |
106.08 |
|
1.000 |
103.86 |
|
0.618 |
102.49 |
|
HIGH |
100.27 |
|
0.618 |
98.90 |
|
0.500 |
98.48 |
|
0.382 |
98.05 |
|
LOW |
96.68 |
|
0.618 |
94.46 |
|
1.000 |
93.09 |
|
1.618 |
90.87 |
|
2.618 |
87.28 |
|
4.250 |
81.42 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.48 |
98.72 |
| PP |
98.32 |
98.48 |
| S1 |
98.16 |
98.24 |
|