NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
88.10 |
87.56 |
-0.54 |
-0.6% |
86.03 |
| High |
88.43 |
89.47 |
1.04 |
1.2% |
88.07 |
| Low |
86.21 |
87.19 |
0.98 |
1.1% |
76.61 |
| Close |
87.18 |
88.05 |
0.87 |
1.0% |
86.05 |
| Range |
2.22 |
2.28 |
0.06 |
2.7% |
11.46 |
| ATR |
3.56 |
3.47 |
-0.09 |
-2.6% |
0.00 |
| Volume |
48,136 |
44,016 |
-4,120 |
-8.6% |
377,610 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.08 |
93.84 |
89.30 |
|
| R3 |
92.80 |
91.56 |
88.68 |
|
| R2 |
90.52 |
90.52 |
88.47 |
|
| R1 |
89.28 |
89.28 |
88.26 |
89.90 |
| PP |
88.24 |
88.24 |
88.24 |
88.55 |
| S1 |
87.00 |
87.00 |
87.84 |
87.62 |
| S2 |
85.96 |
85.96 |
87.63 |
|
| S3 |
83.68 |
84.72 |
87.42 |
|
| S4 |
81.40 |
82.44 |
86.80 |
|
|
| 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 |
89.47 |
81.88 |
7.59 |
8.6% |
3.23 |
3.7% |
81% |
True |
False |
60,852 |
| 10 |
93.27 |
76.61 |
16.66 |
18.9% |
4.35 |
4.9% |
69% |
False |
False |
61,782 |
| 20 |
101.39 |
76.61 |
24.78 |
28.1% |
3.40 |
3.9% |
46% |
False |
False |
47,861 |
| 40 |
101.39 |
76.61 |
24.78 |
28.1% |
3.00 |
3.4% |
46% |
False |
False |
37,524 |
| 60 |
104.85 |
76.61 |
28.24 |
32.1% |
2.84 |
3.2% |
41% |
False |
False |
30,101 |
| 80 |
115.57 |
76.61 |
38.96 |
44.2% |
3.04 |
3.5% |
29% |
False |
False |
24,840 |
| 100 |
115.57 |
76.61 |
38.96 |
44.2% |
2.79 |
3.2% |
29% |
False |
False |
21,439 |
| 120 |
115.57 |
76.61 |
38.96 |
44.2% |
2.68 |
3.0% |
29% |
False |
False |
19,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.16 |
|
2.618 |
95.44 |
|
1.618 |
93.16 |
|
1.000 |
91.75 |
|
0.618 |
90.88 |
|
HIGH |
89.47 |
|
0.618 |
88.60 |
|
0.500 |
88.33 |
|
0.382 |
88.06 |
|
LOW |
87.19 |
|
0.618 |
85.78 |
|
1.000 |
84.91 |
|
1.618 |
83.50 |
|
2.618 |
81.22 |
|
4.250 |
77.50 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.33 |
87.80 |
| PP |
88.24 |
87.54 |
| S1 |
88.14 |
87.29 |
|