NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
92.52 |
86.60 |
-5.92 |
-6.4% |
96.65 |
| High |
92.95 |
88.71 |
-4.24 |
-4.6% |
98.95 |
| Low |
86.47 |
83.35 |
-3.12 |
-3.6% |
83.35 |
| Close |
87.04 |
87.30 |
0.26 |
0.3% |
87.30 |
| Range |
6.48 |
5.36 |
-1.12 |
-17.3% |
15.60 |
| ATR |
2.98 |
3.15 |
0.17 |
5.7% |
0.00 |
| Volume |
79,629 |
132,502 |
52,873 |
66.4% |
433,431 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.53 |
100.28 |
90.25 |
|
| R3 |
97.17 |
94.92 |
88.77 |
|
| R2 |
91.81 |
91.81 |
88.28 |
|
| R1 |
89.56 |
89.56 |
87.79 |
90.69 |
| PP |
86.45 |
86.45 |
86.45 |
87.02 |
| S1 |
84.20 |
84.20 |
86.81 |
85.33 |
| S2 |
81.09 |
81.09 |
86.32 |
|
| S3 |
75.73 |
78.84 |
85.83 |
|
| S4 |
70.37 |
73.48 |
84.35 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.67 |
127.58 |
95.88 |
|
| R3 |
121.07 |
111.98 |
91.59 |
|
| R2 |
105.47 |
105.47 |
90.16 |
|
| R1 |
96.38 |
96.38 |
88.73 |
93.13 |
| PP |
89.87 |
89.87 |
89.87 |
88.24 |
| S1 |
80.78 |
80.78 |
85.87 |
77.53 |
| S2 |
74.27 |
74.27 |
84.44 |
|
| S3 |
58.67 |
65.18 |
83.01 |
|
| S4 |
43.07 |
49.58 |
78.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.95 |
83.35 |
15.60 |
17.9% |
4.40 |
5.0% |
25% |
False |
True |
86,686 |
| 10 |
101.00 |
83.35 |
17.65 |
20.2% |
3.24 |
3.7% |
22% |
False |
True |
74,004 |
| 20 |
101.00 |
83.35 |
17.65 |
20.2% |
3.02 |
3.5% |
22% |
False |
True |
61,803 |
| 40 |
103.41 |
83.35 |
20.06 |
23.0% |
2.88 |
3.3% |
20% |
False |
True |
48,910 |
| 60 |
104.65 |
83.35 |
21.30 |
24.4% |
2.85 |
3.3% |
19% |
False |
True |
38,691 |
| 80 |
115.58 |
83.35 |
32.23 |
36.9% |
2.97 |
3.4% |
12% |
False |
True |
31,870 |
| 100 |
115.58 |
83.35 |
32.23 |
36.9% |
2.76 |
3.2% |
12% |
False |
True |
27,160 |
| 120 |
115.58 |
83.35 |
32.23 |
36.9% |
2.71 |
3.1% |
12% |
False |
True |
24,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.49 |
|
2.618 |
102.74 |
|
1.618 |
97.38 |
|
1.000 |
94.07 |
|
0.618 |
92.02 |
|
HIGH |
88.71 |
|
0.618 |
86.66 |
|
0.500 |
86.03 |
|
0.382 |
85.40 |
|
LOW |
83.35 |
|
0.618 |
80.04 |
|
1.000 |
77.99 |
|
1.618 |
74.68 |
|
2.618 |
69.32 |
|
4.250 |
60.57 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.88 |
88.74 |
| PP |
86.45 |
88.26 |
| S1 |
86.03 |
87.78 |
|