NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
87.56 |
87.88 |
0.32 |
0.4% |
86.03 |
| High |
89.47 |
87.97 |
-1.50 |
-1.7% |
88.07 |
| Low |
87.19 |
81.61 |
-5.58 |
-6.4% |
76.61 |
| Close |
88.05 |
82.83 |
-5.22 |
-5.9% |
86.05 |
| Range |
2.28 |
6.36 |
4.08 |
178.9% |
11.46 |
| ATR |
3.47 |
3.68 |
0.21 |
6.1% |
0.00 |
| Volume |
44,016 |
52,242 |
8,226 |
18.7% |
377,610 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.22 |
99.38 |
86.33 |
|
| R3 |
96.86 |
93.02 |
84.58 |
|
| R2 |
90.50 |
90.50 |
84.00 |
|
| R1 |
86.66 |
86.66 |
83.41 |
85.40 |
| PP |
84.14 |
84.14 |
84.14 |
83.51 |
| S1 |
80.30 |
80.30 |
82.25 |
79.04 |
| S2 |
77.78 |
77.78 |
81.66 |
|
| S3 |
71.42 |
73.94 |
81.08 |
|
| S4 |
65.06 |
67.58 |
79.33 |
|
|
| 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 |
81.61 |
7.86 |
9.5% |
3.55 |
4.3% |
16% |
False |
True |
57,065 |
| 10 |
89.47 |
76.61 |
12.86 |
15.5% |
4.36 |
5.3% |
48% |
False |
False |
63,060 |
| 20 |
101.39 |
76.61 |
24.78 |
29.9% |
3.57 |
4.3% |
25% |
False |
False |
49,178 |
| 40 |
101.39 |
76.61 |
24.78 |
29.9% |
3.10 |
3.7% |
25% |
False |
False |
38,527 |
| 60 |
104.85 |
76.61 |
28.24 |
34.1% |
2.91 |
3.5% |
22% |
False |
False |
30,834 |
| 80 |
115.57 |
76.61 |
38.96 |
47.0% |
3.11 |
3.8% |
16% |
False |
False |
25,430 |
| 100 |
115.57 |
76.61 |
38.96 |
47.0% |
2.84 |
3.4% |
16% |
False |
False |
21,900 |
| 120 |
115.57 |
76.61 |
38.96 |
47.0% |
2.71 |
3.3% |
16% |
False |
False |
19,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.00 |
|
2.618 |
104.62 |
|
1.618 |
98.26 |
|
1.000 |
94.33 |
|
0.618 |
91.90 |
|
HIGH |
87.97 |
|
0.618 |
85.54 |
|
0.500 |
84.79 |
|
0.382 |
84.04 |
|
LOW |
81.61 |
|
0.618 |
77.68 |
|
1.000 |
75.25 |
|
1.618 |
71.32 |
|
2.618 |
64.96 |
|
4.250 |
54.58 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
84.79 |
85.54 |
| PP |
84.14 |
84.64 |
| S1 |
83.48 |
83.73 |
|