NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
87.26 |
86.03 |
-1.23 |
-1.4% |
97.57 |
| High |
89.01 |
86.06 |
-2.95 |
-3.3% |
99.35 |
| Low |
83.79 |
81.09 |
-2.70 |
-3.2% |
83.79 |
| Close |
87.80 |
82.20 |
-5.60 |
-6.4% |
87.80 |
| Range |
5.22 |
4.97 |
-0.25 |
-4.8% |
15.56 |
| ATR |
3.06 |
3.32 |
0.26 |
8.5% |
0.00 |
| Volume |
64,148 |
69,401 |
5,253 |
8.2% |
212,222 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.03 |
95.08 |
84.93 |
|
| R3 |
93.06 |
90.11 |
83.57 |
|
| R2 |
88.09 |
88.09 |
83.11 |
|
| R1 |
85.14 |
85.14 |
82.66 |
84.13 |
| PP |
83.12 |
83.12 |
83.12 |
82.61 |
| S1 |
80.17 |
80.17 |
81.74 |
79.16 |
| S2 |
78.15 |
78.15 |
81.29 |
|
| S3 |
73.18 |
75.20 |
80.83 |
|
| S4 |
68.21 |
70.23 |
79.47 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.99 |
127.96 |
96.36 |
|
| R3 |
121.43 |
112.40 |
92.08 |
|
| R2 |
105.87 |
105.87 |
90.65 |
|
| R1 |
96.84 |
96.84 |
89.23 |
93.58 |
| PP |
90.31 |
90.31 |
90.31 |
88.68 |
| S1 |
81.28 |
81.28 |
86.37 |
78.02 |
| S2 |
74.75 |
74.75 |
84.95 |
|
| S3 |
59.19 |
65.72 |
83.52 |
|
| S4 |
43.63 |
50.16 |
79.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.51 |
81.09 |
15.42 |
18.8% |
4.31 |
5.2% |
7% |
False |
True |
50,192 |
| 10 |
101.39 |
81.09 |
20.30 |
24.7% |
3.51 |
4.3% |
5% |
False |
True |
40,940 |
| 20 |
101.39 |
81.09 |
20.30 |
24.7% |
3.07 |
3.7% |
5% |
False |
True |
35,372 |
| 40 |
101.49 |
81.09 |
20.40 |
24.8% |
2.82 |
3.4% |
5% |
False |
True |
29,480 |
| 60 |
104.85 |
81.09 |
23.76 |
28.9% |
2.72 |
3.3% |
5% |
False |
True |
23,764 |
| 80 |
115.57 |
81.09 |
34.48 |
41.9% |
2.87 |
3.5% |
3% |
False |
True |
19,920 |
| 100 |
115.57 |
81.09 |
34.48 |
41.9% |
2.65 |
3.2% |
3% |
False |
True |
17,487 |
| 120 |
115.57 |
81.09 |
34.48 |
41.9% |
2.61 |
3.2% |
3% |
False |
True |
16,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.18 |
|
2.618 |
99.07 |
|
1.618 |
94.10 |
|
1.000 |
91.03 |
|
0.618 |
89.13 |
|
HIGH |
86.06 |
|
0.618 |
84.16 |
|
0.500 |
83.58 |
|
0.382 |
82.99 |
|
LOW |
81.09 |
|
0.618 |
78.02 |
|
1.000 |
76.12 |
|
1.618 |
73.05 |
|
2.618 |
68.08 |
|
4.250 |
59.97 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
83.58 |
87.18 |
| PP |
83.12 |
85.52 |
| S1 |
82.66 |
83.86 |
|