NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
86.37 |
86.18 |
-0.19 |
-0.2% |
86.03 |
| High |
88.07 |
88.64 |
0.57 |
0.6% |
88.07 |
| Low |
84.73 |
85.10 |
0.37 |
0.4% |
76.61 |
| Close |
86.05 |
88.47 |
2.42 |
2.8% |
86.05 |
| Range |
3.34 |
3.54 |
0.20 |
6.0% |
11.46 |
| ATR |
3.67 |
3.66 |
-0.01 |
-0.3% |
0.00 |
| Volume |
96,483 |
44,449 |
-52,034 |
-53.9% |
377,610 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.02 |
96.79 |
90.42 |
|
| R3 |
94.48 |
93.25 |
89.44 |
|
| R2 |
90.94 |
90.94 |
89.12 |
|
| R1 |
89.71 |
89.71 |
88.79 |
90.33 |
| PP |
87.40 |
87.40 |
87.40 |
87.71 |
| S1 |
86.17 |
86.17 |
88.15 |
86.79 |
| S2 |
83.86 |
83.86 |
87.82 |
|
| S3 |
80.32 |
82.63 |
87.50 |
|
| S4 |
76.78 |
79.09 |
86.52 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.96 |
113.46 |
92.35 |
|
| R3 |
106.50 |
102.00 |
89.20 |
|
| R2 |
95.04 |
95.04 |
88.15 |
|
| R1 |
90.54 |
90.54 |
87.10 |
92.79 |
| PP |
83.58 |
83.58 |
83.58 |
84.70 |
| S1 |
79.08 |
79.08 |
85.00 |
81.33 |
| S2 |
72.12 |
72.12 |
83.95 |
|
| S3 |
60.66 |
67.62 |
82.90 |
|
| S4 |
49.20 |
56.16 |
79.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.64 |
76.61 |
12.03 |
13.6% |
4.50 |
5.1% |
99% |
True |
False |
70,531 |
| 10 |
96.51 |
76.61 |
19.90 |
22.5% |
4.40 |
5.0% |
60% |
False |
False |
60,362 |
| 20 |
101.39 |
76.61 |
24.78 |
28.0% |
3.42 |
3.9% |
48% |
False |
False |
45,464 |
| 40 |
101.39 |
76.61 |
24.78 |
28.0% |
3.00 |
3.4% |
48% |
False |
False |
35,948 |
| 60 |
104.85 |
76.61 |
28.24 |
31.9% |
2.87 |
3.2% |
42% |
False |
False |
28,838 |
| 80 |
115.57 |
76.61 |
38.96 |
44.0% |
3.02 |
3.4% |
30% |
False |
False |
23,840 |
| 100 |
115.57 |
76.61 |
38.96 |
44.0% |
2.76 |
3.1% |
30% |
False |
False |
20,731 |
| 120 |
115.57 |
76.61 |
38.96 |
44.0% |
2.70 |
3.1% |
30% |
False |
False |
18,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.69 |
|
2.618 |
97.91 |
|
1.618 |
94.37 |
|
1.000 |
92.18 |
|
0.618 |
90.83 |
|
HIGH |
88.64 |
|
0.618 |
87.29 |
|
0.500 |
86.87 |
|
0.382 |
86.45 |
|
LOW |
85.10 |
|
0.618 |
82.91 |
|
1.000 |
81.56 |
|
1.618 |
79.37 |
|
2.618 |
75.83 |
|
4.250 |
70.06 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.94 |
87.40 |
| PP |
87.40 |
86.33 |
| S1 |
86.87 |
85.26 |
|