NYMEX Light Sweet Crude Oil Future September 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 |
87.10 |
87.41 |
0.31 |
0.4% |
85.71 |
| High |
89.00 |
87.53 |
-1.47 |
-1.7% |
87.37 |
| Low |
86.65 |
81.15 |
-5.50 |
-6.3% |
75.71 |
| Close |
87.58 |
82.38 |
-5.20 |
-5.9% |
85.38 |
| Range |
2.35 |
6.38 |
4.03 |
171.5% |
11.66 |
| ATR |
3.58 |
3.79 |
0.20 |
5.7% |
0.00 |
| Volume |
313,001 |
317,061 |
4,060 |
1.3% |
2,290,331 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.83 |
98.98 |
85.89 |
|
| R3 |
96.45 |
92.60 |
84.13 |
|
| R2 |
90.07 |
90.07 |
83.55 |
|
| R1 |
86.22 |
86.22 |
82.96 |
84.96 |
| PP |
83.69 |
83.69 |
83.69 |
83.05 |
| S1 |
79.84 |
79.84 |
81.80 |
78.58 |
| S2 |
77.31 |
77.31 |
81.21 |
|
| S3 |
70.93 |
73.46 |
80.63 |
|
| S4 |
64.55 |
67.08 |
78.87 |
|
|
| 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 |
81.15 |
7.85 |
9.5% |
3.61 |
4.4% |
16% |
False |
True |
311,296 |
| 10 |
89.00 |
75.71 |
13.29 |
16.1% |
4.49 |
5.5% |
50% |
False |
False |
392,041 |
| 20 |
100.62 |
75.71 |
24.91 |
30.2% |
3.70 |
4.5% |
27% |
False |
False |
347,388 |
| 40 |
100.62 |
75.71 |
24.91 |
30.2% |
3.25 |
3.9% |
27% |
False |
False |
239,813 |
| 60 |
104.31 |
75.71 |
28.60 |
34.7% |
3.09 |
3.7% |
23% |
False |
False |
179,775 |
| 80 |
115.63 |
75.71 |
39.92 |
48.5% |
3.33 |
4.0% |
17% |
False |
False |
143,116 |
| 100 |
115.63 |
75.71 |
39.92 |
48.5% |
3.09 |
3.8% |
17% |
False |
False |
118,288 |
| 120 |
115.63 |
75.71 |
39.92 |
48.5% |
2.98 |
3.6% |
17% |
False |
False |
101,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.65 |
|
2.618 |
104.23 |
|
1.618 |
97.85 |
|
1.000 |
93.91 |
|
0.618 |
91.47 |
|
HIGH |
87.53 |
|
0.618 |
85.09 |
|
0.500 |
84.34 |
|
0.382 |
83.59 |
|
LOW |
81.15 |
|
0.618 |
77.21 |
|
1.000 |
74.77 |
|
1.618 |
70.83 |
|
2.618 |
64.45 |
|
4.250 |
54.04 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
84.34 |
85.08 |
| PP |
83.69 |
84.18 |
| S1 |
83.03 |
83.28 |
|