NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
81.48 |
82.05 |
0.57 |
0.7% |
96.65 |
| High |
83.41 |
83.46 |
0.05 |
0.1% |
98.95 |
| Low |
76.15 |
79.90 |
3.75 |
4.9% |
83.35 |
| Close |
79.67 |
83.25 |
3.58 |
4.5% |
87.30 |
| Range |
7.26 |
3.56 |
-3.70 |
-51.0% |
15.60 |
| ATR |
3.68 |
3.69 |
0.01 |
0.2% |
0.00 |
| Volume |
140,933 |
170,754 |
29,821 |
21.2% |
433,431 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.88 |
91.63 |
85.21 |
|
| R3 |
89.32 |
88.07 |
84.23 |
|
| R2 |
85.76 |
85.76 |
83.90 |
|
| R1 |
84.51 |
84.51 |
83.58 |
85.14 |
| PP |
82.20 |
82.20 |
82.20 |
82.52 |
| S1 |
80.95 |
80.95 |
82.92 |
81.58 |
| S2 |
78.64 |
78.64 |
82.60 |
|
| S3 |
75.08 |
77.39 |
82.27 |
|
| S4 |
71.52 |
73.83 |
81.29 |
|
|
| 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 |
92.95 |
76.15 |
16.80 |
20.2% |
5.61 |
6.7% |
42% |
False |
False |
133,826 |
| 10 |
98.95 |
76.15 |
22.80 |
27.4% |
4.22 |
5.1% |
31% |
False |
False |
101,223 |
| 20 |
101.00 |
76.15 |
24.85 |
29.8% |
3.41 |
4.1% |
29% |
False |
False |
77,767 |
| 40 |
101.12 |
76.15 |
24.97 |
30.0% |
3.06 |
3.7% |
28% |
False |
False |
57,820 |
| 60 |
104.65 |
76.15 |
28.50 |
34.2% |
2.94 |
3.5% |
25% |
False |
False |
45,569 |
| 80 |
115.58 |
76.15 |
39.43 |
47.4% |
3.09 |
3.7% |
18% |
False |
False |
37,164 |
| 100 |
115.58 |
76.15 |
39.43 |
47.4% |
2.83 |
3.4% |
18% |
False |
False |
31,544 |
| 120 |
115.58 |
76.15 |
39.43 |
47.4% |
2.81 |
3.4% |
18% |
False |
False |
27,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.59 |
|
2.618 |
92.78 |
|
1.618 |
89.22 |
|
1.000 |
87.02 |
|
0.618 |
85.66 |
|
HIGH |
83.46 |
|
0.618 |
82.10 |
|
0.500 |
81.68 |
|
0.382 |
81.26 |
|
LOW |
79.90 |
|
0.618 |
77.70 |
|
1.000 |
76.34 |
|
1.618 |
74.14 |
|
2.618 |
70.58 |
|
4.250 |
64.77 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
82.73 |
82.53 |
| PP |
82.20 |
81.80 |
| S1 |
81.68 |
81.08 |
|