NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
81.10 |
81.90 |
0.80 |
1.0% |
96.20 |
| High |
83.05 |
83.14 |
0.09 |
0.1% |
98.60 |
| Low |
75.71 |
79.53 |
3.82 |
5.0% |
82.87 |
| Close |
79.30 |
82.89 |
3.59 |
4.5% |
86.88 |
| Range |
7.34 |
3.61 |
-3.73 |
-50.8% |
15.73 |
| ATR |
3.73 |
3.74 |
0.01 |
0.2% |
0.00 |
| Volume |
561,597 |
479,299 |
-82,298 |
-14.7% |
1,932,583 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.68 |
91.40 |
84.88 |
|
| R3 |
89.07 |
87.79 |
83.88 |
|
| R2 |
85.46 |
85.46 |
83.55 |
|
| R1 |
84.18 |
84.18 |
83.22 |
84.82 |
| PP |
81.85 |
81.85 |
81.85 |
82.18 |
| S1 |
80.57 |
80.57 |
82.56 |
81.21 |
| S2 |
78.24 |
78.24 |
82.23 |
|
| S3 |
74.63 |
76.96 |
81.90 |
|
| S4 |
71.02 |
73.35 |
80.90 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.64 |
127.49 |
95.53 |
|
| R3 |
120.91 |
111.76 |
91.21 |
|
| R2 |
105.18 |
105.18 |
89.76 |
|
| R1 |
96.03 |
96.03 |
88.32 |
92.74 |
| PP |
89.45 |
89.45 |
89.45 |
87.81 |
| S1 |
80.30 |
80.30 |
85.44 |
77.01 |
| S2 |
73.72 |
73.72 |
84.00 |
|
| S3 |
57.99 |
64.57 |
82.55 |
|
| S4 |
42.26 |
48.84 |
78.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.59 |
75.71 |
16.88 |
20.4% |
5.70 |
6.9% |
43% |
False |
False |
484,951 |
| 10 |
98.60 |
75.71 |
22.89 |
27.6% |
4.28 |
5.2% |
31% |
False |
False |
393,244 |
| 20 |
100.62 |
75.71 |
24.91 |
30.1% |
3.45 |
4.2% |
29% |
False |
False |
313,802 |
| 40 |
100.79 |
75.71 |
25.08 |
30.3% |
3.13 |
3.8% |
29% |
False |
False |
198,094 |
| 60 |
104.31 |
75.71 |
28.60 |
34.5% |
3.02 |
3.6% |
25% |
False |
False |
149,722 |
| 80 |
115.63 |
75.71 |
39.92 |
48.2% |
3.22 |
3.9% |
18% |
False |
False |
119,545 |
| 100 |
115.63 |
75.71 |
39.92 |
48.2% |
2.97 |
3.6% |
18% |
False |
False |
99,069 |
| 120 |
115.63 |
75.71 |
39.92 |
48.2% |
2.97 |
3.6% |
18% |
False |
False |
85,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.48 |
|
2.618 |
92.59 |
|
1.618 |
88.98 |
|
1.000 |
86.75 |
|
0.618 |
85.37 |
|
HIGH |
83.14 |
|
0.618 |
81.76 |
|
0.500 |
81.34 |
|
0.382 |
80.91 |
|
LOW |
79.53 |
|
0.618 |
77.30 |
|
1.000 |
75.92 |
|
1.618 |
73.69 |
|
2.618 |
70.08 |
|
4.250 |
64.19 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
82.37 |
82.17 |
| PP |
81.85 |
81.44 |
| S1 |
81.34 |
80.72 |
|