NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
86.60 |
86.00 |
-0.60 |
-0.7% |
96.65 |
| High |
88.71 |
86.00 |
-2.71 |
-3.1% |
98.95 |
| Low |
83.35 |
80.59 |
-2.76 |
-3.3% |
83.35 |
| Close |
87.30 |
81.70 |
-5.60 |
-6.4% |
87.30 |
| Range |
5.36 |
5.41 |
0.05 |
0.9% |
15.60 |
| ATR |
3.15 |
3.41 |
0.25 |
8.1% |
0.00 |
| Volume |
132,502 |
145,314 |
12,812 |
9.7% |
433,431 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.99 |
95.76 |
84.68 |
|
| R3 |
93.58 |
90.35 |
83.19 |
|
| R2 |
88.17 |
88.17 |
82.69 |
|
| R1 |
84.94 |
84.94 |
82.20 |
83.85 |
| PP |
82.76 |
82.76 |
82.76 |
82.22 |
| S1 |
79.53 |
79.53 |
81.20 |
78.44 |
| S2 |
77.35 |
77.35 |
80.71 |
|
| S3 |
71.94 |
74.12 |
80.21 |
|
| S4 |
66.53 |
68.71 |
78.72 |
|
|
| 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 |
96.07 |
80.59 |
15.48 |
18.9% |
4.47 |
5.5% |
7% |
False |
True |
105,289 |
| 10 |
101.00 |
80.59 |
20.41 |
25.0% |
3.64 |
4.5% |
5% |
False |
True |
83,096 |
| 20 |
101.00 |
80.59 |
20.41 |
25.0% |
3.19 |
3.9% |
5% |
False |
True |
66,800 |
| 40 |
101.12 |
80.59 |
20.53 |
25.1% |
2.94 |
3.6% |
5% |
False |
True |
51,527 |
| 60 |
104.65 |
80.59 |
24.06 |
29.4% |
2.86 |
3.5% |
5% |
False |
True |
40,781 |
| 80 |
115.58 |
80.59 |
34.99 |
42.8% |
3.02 |
3.7% |
3% |
False |
True |
33,545 |
| 100 |
115.58 |
80.59 |
34.99 |
42.8% |
2.79 |
3.4% |
3% |
False |
True |
28,534 |
| 120 |
115.58 |
80.59 |
34.99 |
42.8% |
2.74 |
3.4% |
3% |
False |
True |
25,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.99 |
|
2.618 |
100.16 |
|
1.618 |
94.75 |
|
1.000 |
91.41 |
|
0.618 |
89.34 |
|
HIGH |
86.00 |
|
0.618 |
83.93 |
|
0.500 |
83.30 |
|
0.382 |
82.66 |
|
LOW |
80.59 |
|
0.618 |
77.25 |
|
1.000 |
75.18 |
|
1.618 |
71.84 |
|
2.618 |
66.43 |
|
4.250 |
57.60 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
83.30 |
86.77 |
| PP |
82.76 |
85.08 |
| S1 |
82.23 |
83.39 |
|