NYMEX Light Sweet Crude Oil Future September 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 |
87.68 |
87.10 |
-0.58 |
-0.7% |
85.71 |
| High |
87.93 |
89.00 |
1.07 |
1.2% |
87.37 |
| Low |
85.62 |
86.65 |
1.03 |
1.2% |
75.71 |
| Close |
86.65 |
87.58 |
0.93 |
1.1% |
85.38 |
| Range |
2.31 |
2.35 |
0.04 |
1.7% |
11.66 |
| ATR |
3.68 |
3.58 |
-0.09 |
-2.6% |
0.00 |
| Volume |
344,609 |
313,001 |
-31,608 |
-9.2% |
2,290,331 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.79 |
93.54 |
88.87 |
|
| R3 |
92.44 |
91.19 |
88.23 |
|
| R2 |
90.09 |
90.09 |
88.01 |
|
| R1 |
88.84 |
88.84 |
87.80 |
89.47 |
| PP |
87.74 |
87.74 |
87.74 |
88.06 |
| S1 |
86.49 |
86.49 |
87.36 |
87.12 |
| S2 |
85.39 |
85.39 |
87.15 |
|
| S3 |
83.04 |
84.14 |
86.93 |
|
| S4 |
80.69 |
81.79 |
86.29 |
|
|
| 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 |
89.00 |
81.03 |
7.97 |
9.1% |
3.32 |
3.8% |
82% |
True |
False |
337,742 |
| 10 |
92.59 |
75.71 |
16.88 |
19.3% |
4.51 |
5.2% |
70% |
False |
False |
411,346 |
| 20 |
100.62 |
75.71 |
24.91 |
28.4% |
3.53 |
4.0% |
48% |
False |
False |
345,658 |
| 40 |
100.62 |
75.71 |
24.91 |
28.4% |
3.16 |
3.6% |
48% |
False |
False |
233,206 |
| 60 |
104.31 |
75.71 |
28.60 |
32.7% |
3.04 |
3.5% |
42% |
False |
False |
175,092 |
| 80 |
115.63 |
75.71 |
39.92 |
45.6% |
3.27 |
3.7% |
30% |
False |
False |
139,367 |
| 100 |
115.63 |
75.71 |
39.92 |
45.6% |
3.05 |
3.5% |
30% |
False |
False |
115,228 |
| 120 |
115.63 |
75.71 |
39.92 |
45.6% |
2.95 |
3.4% |
30% |
False |
False |
98,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.99 |
|
2.618 |
95.15 |
|
1.618 |
92.80 |
|
1.000 |
91.35 |
|
0.618 |
90.45 |
|
HIGH |
89.00 |
|
0.618 |
88.10 |
|
0.500 |
87.83 |
|
0.382 |
87.55 |
|
LOW |
86.65 |
|
0.618 |
85.20 |
|
1.000 |
84.30 |
|
1.618 |
82.85 |
|
2.618 |
80.50 |
|
4.250 |
76.66 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.83 |
87.29 |
| PP |
87.74 |
86.99 |
| S1 |
87.66 |
86.70 |
|