NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
81.95 |
85.55 |
3.60 |
4.4% |
85.71 |
| High |
85.97 |
87.37 |
1.40 |
1.6% |
87.37 |
| Low |
81.03 |
84.02 |
2.99 |
3.7% |
75.71 |
| Close |
85.72 |
85.38 |
-0.34 |
-0.4% |
85.38 |
| Range |
4.94 |
3.35 |
-1.59 |
-32.2% |
11.66 |
| ATR |
3.83 |
3.79 |
-0.03 |
-0.9% |
0.00 |
| Volume |
449,291 |
321,538 |
-127,753 |
-28.4% |
2,290,331 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.64 |
93.86 |
87.22 |
|
| R3 |
92.29 |
90.51 |
86.30 |
|
| R2 |
88.94 |
88.94 |
85.99 |
|
| R1 |
87.16 |
87.16 |
85.69 |
86.38 |
| PP |
85.59 |
85.59 |
85.59 |
85.20 |
| S1 |
83.81 |
83.81 |
85.07 |
83.03 |
| S2 |
82.24 |
82.24 |
84.77 |
|
| S3 |
78.89 |
80.46 |
84.46 |
|
| S4 |
75.54 |
77.11 |
83.54 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.80 |
113.25 |
91.79 |
|
| R3 |
106.14 |
101.59 |
88.59 |
|
| R2 |
94.48 |
94.48 |
87.52 |
|
| R1 |
89.93 |
89.93 |
86.45 |
86.38 |
| PP |
82.82 |
82.82 |
82.82 |
81.04 |
| S1 |
78.27 |
78.27 |
84.31 |
74.72 |
| S2 |
71.16 |
71.16 |
83.24 |
|
| S3 |
59.50 |
66.61 |
82.17 |
|
| S4 |
47.84 |
54.95 |
78.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.37 |
75.71 |
11.66 |
13.7% |
4.96 |
5.8% |
83% |
True |
False |
458,066 |
| 10 |
98.60 |
75.71 |
22.89 |
26.8% |
4.71 |
5.5% |
42% |
False |
False |
422,291 |
| 20 |
100.62 |
75.71 |
24.91 |
29.2% |
3.53 |
4.1% |
39% |
False |
False |
335,796 |
| 40 |
100.62 |
75.71 |
24.91 |
29.2% |
3.15 |
3.7% |
39% |
False |
False |
213,903 |
| 60 |
104.31 |
75.71 |
28.60 |
33.5% |
3.07 |
3.6% |
34% |
False |
False |
161,567 |
| 80 |
115.63 |
75.71 |
39.92 |
46.8% |
3.26 |
3.8% |
24% |
False |
False |
128,732 |
| 100 |
115.63 |
75.71 |
39.92 |
46.8% |
3.01 |
3.5% |
24% |
False |
False |
106,566 |
| 120 |
115.63 |
75.71 |
39.92 |
46.8% |
2.98 |
3.5% |
24% |
False |
False |
92,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.61 |
|
2.618 |
96.14 |
|
1.618 |
92.79 |
|
1.000 |
90.72 |
|
0.618 |
89.44 |
|
HIGH |
87.37 |
|
0.618 |
86.09 |
|
0.500 |
85.70 |
|
0.382 |
85.30 |
|
LOW |
84.02 |
|
0.618 |
81.95 |
|
1.000 |
80.67 |
|
1.618 |
78.60 |
|
2.618 |
75.25 |
|
4.250 |
69.78 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.70 |
84.74 |
| PP |
85.59 |
84.09 |
| S1 |
85.49 |
83.45 |
|