NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
81.30 |
82.42 |
1.12 |
1.4% |
85.59 |
| High |
83.55 |
84.67 |
1.12 |
1.3% |
89.00 |
| Low |
79.17 |
81.13 |
1.96 |
2.5% |
79.17 |
| Close |
82.26 |
84.12 |
1.86 |
2.3% |
82.26 |
| Range |
4.38 |
3.54 |
-0.84 |
-19.2% |
9.83 |
| ATR |
3.83 |
3.81 |
-0.02 |
-0.5% |
0.00 |
| Volume |
120,826 |
24,530 |
-96,296 |
-79.7% |
1,355,769 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.93 |
92.56 |
86.07 |
|
| R3 |
90.39 |
89.02 |
85.09 |
|
| R2 |
86.85 |
86.85 |
84.77 |
|
| R1 |
85.48 |
85.48 |
84.44 |
86.17 |
| PP |
83.31 |
83.31 |
83.31 |
83.65 |
| S1 |
81.94 |
81.94 |
83.80 |
82.63 |
| S2 |
79.77 |
79.77 |
83.47 |
|
| S3 |
76.23 |
78.40 |
83.15 |
|
| S4 |
72.69 |
74.86 |
82.17 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.97 |
107.44 |
87.67 |
|
| R3 |
103.14 |
97.61 |
84.96 |
|
| R2 |
93.31 |
93.31 |
84.06 |
|
| R1 |
87.78 |
87.78 |
83.16 |
85.63 |
| PP |
83.48 |
83.48 |
83.48 |
82.40 |
| S1 |
77.95 |
77.95 |
81.36 |
75.80 |
| S2 |
73.65 |
73.65 |
80.46 |
|
| S3 |
63.82 |
68.12 |
79.56 |
|
| S4 |
53.99 |
58.29 |
76.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.00 |
79.17 |
9.83 |
11.7% |
3.79 |
4.5% |
50% |
False |
False |
224,005 |
| 10 |
89.00 |
75.71 |
13.29 |
15.8% |
4.19 |
5.0% |
63% |
False |
False |
319,202 |
| 20 |
100.62 |
75.71 |
24.91 |
29.6% |
3.94 |
4.7% |
34% |
False |
False |
334,615 |
| 40 |
100.62 |
75.71 |
24.91 |
29.6% |
3.27 |
3.9% |
34% |
False |
False |
237,745 |
| 60 |
104.31 |
75.71 |
28.60 |
34.0% |
3.13 |
3.7% |
29% |
False |
False |
180,808 |
| 80 |
115.63 |
75.71 |
39.92 |
47.5% |
3.37 |
4.0% |
21% |
False |
False |
144,234 |
| 100 |
115.63 |
75.71 |
39.92 |
47.5% |
3.14 |
3.7% |
21% |
False |
False |
119,518 |
| 120 |
115.63 |
75.71 |
39.92 |
47.5% |
3.00 |
3.6% |
21% |
False |
False |
102,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.72 |
|
2.618 |
93.94 |
|
1.618 |
90.40 |
|
1.000 |
88.21 |
|
0.618 |
86.86 |
|
HIGH |
84.67 |
|
0.618 |
83.32 |
|
0.500 |
82.90 |
|
0.382 |
82.48 |
|
LOW |
81.13 |
|
0.618 |
78.94 |
|
1.000 |
77.59 |
|
1.618 |
75.40 |
|
2.618 |
71.86 |
|
4.250 |
66.09 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
83.71 |
83.86 |
| PP |
83.31 |
83.61 |
| S1 |
82.90 |
83.35 |
|