NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
97.12 |
96.30 |
-0.82 |
-0.8% |
101.34 |
| High |
98.46 |
96.63 |
-1.83 |
-1.9% |
102.67 |
| Low |
96.53 |
94.55 |
-1.98 |
-2.1% |
98.48 |
| Close |
96.85 |
95.00 |
-1.85 |
-1.9% |
98.72 |
| Range |
1.93 |
2.08 |
0.15 |
7.8% |
4.19 |
| ATR |
1.94 |
1.96 |
0.03 |
1.3% |
0.00 |
| Volume |
2,684 |
2,590 |
-94 |
-3.5% |
23,371 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.63 |
100.40 |
96.14 |
|
| R3 |
99.55 |
98.32 |
95.57 |
|
| R2 |
97.47 |
97.47 |
95.38 |
|
| R1 |
96.24 |
96.24 |
95.19 |
95.82 |
| PP |
95.39 |
95.39 |
95.39 |
95.18 |
| S1 |
94.16 |
94.16 |
94.81 |
93.74 |
| S2 |
93.31 |
93.31 |
94.62 |
|
| S3 |
91.23 |
92.08 |
94.43 |
|
| S4 |
89.15 |
90.00 |
93.86 |
|
|
| 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 |
105.47 |
|
2.618 |
102.08 |
|
1.618 |
100.00 |
|
1.000 |
98.71 |
|
0.618 |
97.92 |
|
HIGH |
96.63 |
|
0.618 |
95.84 |
|
0.500 |
95.59 |
|
0.382 |
95.34 |
|
LOW |
94.55 |
|
0.618 |
93.26 |
|
1.000 |
92.47 |
|
1.618 |
91.18 |
|
2.618 |
89.10 |
|
4.250 |
85.71 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.59 |
97.41 |
| PP |
95.39 |
96.61 |
| S1 |
95.20 |
95.80 |
|