NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
81.90 |
81.95 |
0.05 |
0.1% |
96.20 |
| High |
83.14 |
85.97 |
2.83 |
3.4% |
98.60 |
| Low |
79.53 |
81.03 |
1.50 |
1.9% |
82.87 |
| Close |
82.89 |
85.72 |
2.83 |
3.4% |
86.88 |
| Range |
3.61 |
4.94 |
1.33 |
36.8% |
15.73 |
| ATR |
3.74 |
3.83 |
0.09 |
2.3% |
0.00 |
| Volume |
479,299 |
449,291 |
-30,008 |
-6.3% |
1,932,583 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.06 |
97.33 |
88.44 |
|
| R3 |
94.12 |
92.39 |
87.08 |
|
| R2 |
89.18 |
89.18 |
86.63 |
|
| R1 |
87.45 |
87.45 |
86.17 |
88.32 |
| PP |
84.24 |
84.24 |
84.24 |
84.67 |
| S1 |
82.51 |
82.51 |
85.27 |
83.38 |
| S2 |
79.30 |
79.30 |
84.81 |
|
| S3 |
74.36 |
77.57 |
84.36 |
|
| S4 |
69.42 |
72.63 |
83.00 |
|
|
| 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 |
88.32 |
75.71 |
12.61 |
14.7% |
5.38 |
6.3% |
79% |
False |
False |
472,786 |
| 10 |
98.60 |
75.71 |
22.89 |
26.7% |
4.62 |
5.4% |
44% |
False |
False |
416,157 |
| 20 |
100.62 |
75.71 |
24.91 |
29.1% |
3.48 |
4.1% |
40% |
False |
False |
328,965 |
| 40 |
100.62 |
75.71 |
24.91 |
29.1% |
3.10 |
3.6% |
40% |
False |
False |
207,969 |
| 60 |
104.31 |
75.71 |
28.60 |
33.4% |
3.06 |
3.6% |
35% |
False |
False |
156,788 |
| 80 |
115.63 |
75.71 |
39.92 |
46.6% |
3.25 |
3.8% |
25% |
False |
False |
124,948 |
| 100 |
115.63 |
75.71 |
39.92 |
46.6% |
3.00 |
3.5% |
25% |
False |
False |
103,439 |
| 120 |
115.63 |
75.71 |
39.92 |
46.6% |
3.00 |
3.5% |
25% |
False |
False |
89,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.97 |
|
2.618 |
98.90 |
|
1.618 |
93.96 |
|
1.000 |
90.91 |
|
0.618 |
89.02 |
|
HIGH |
85.97 |
|
0.618 |
84.08 |
|
0.500 |
83.50 |
|
0.382 |
82.92 |
|
LOW |
81.03 |
|
0.618 |
77.98 |
|
1.000 |
76.09 |
|
1.618 |
73.04 |
|
2.618 |
68.10 |
|
4.250 |
60.04 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
84.98 |
84.09 |
| PP |
84.24 |
82.47 |
| S1 |
83.50 |
80.84 |
|