NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
85.90 |
87.94 |
2.04 |
2.4% |
86.00 |
| High |
88.31 |
88.12 |
-0.19 |
-0.2% |
87.71 |
| Low |
84.70 |
85.86 |
1.16 |
1.4% |
76.15 |
| Close |
88.14 |
86.85 |
-1.29 |
-1.5% |
85.69 |
| Range |
3.61 |
2.26 |
-1.35 |
-37.4% |
11.56 |
| ATR |
3.74 |
3.63 |
-0.10 |
-2.8% |
0.00 |
| Volume |
90,361 |
105,366 |
15,005 |
16.6% |
782,483 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.72 |
92.55 |
88.09 |
|
| R3 |
91.46 |
90.29 |
87.47 |
|
| R2 |
89.20 |
89.20 |
87.26 |
|
| R1 |
88.03 |
88.03 |
87.06 |
87.49 |
| PP |
86.94 |
86.94 |
86.94 |
86.67 |
| S1 |
85.77 |
85.77 |
86.64 |
85.23 |
| S2 |
84.68 |
84.68 |
86.44 |
|
| S3 |
82.42 |
83.51 |
86.23 |
|
| S4 |
80.16 |
81.25 |
85.61 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.86 |
113.34 |
92.05 |
|
| R3 |
106.30 |
101.78 |
88.87 |
|
| R2 |
94.74 |
94.74 |
87.81 |
|
| R1 |
90.22 |
90.22 |
86.75 |
86.70 |
| PP |
83.18 |
83.18 |
83.18 |
81.43 |
| S1 |
78.66 |
78.66 |
84.63 |
75.14 |
| S2 |
71.62 |
71.62 |
83.57 |
|
| S3 |
60.06 |
67.10 |
82.51 |
|
| S4 |
48.50 |
55.54 |
79.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.31 |
79.90 |
8.41 |
9.7% |
3.54 |
4.1% |
83% |
False |
False |
138,392 |
| 10 |
94.13 |
76.15 |
17.98 |
20.7% |
4.47 |
5.1% |
60% |
False |
False |
127,548 |
| 20 |
101.00 |
76.15 |
24.85 |
28.6% |
3.49 |
4.0% |
43% |
False |
False |
94,278 |
| 40 |
101.00 |
76.15 |
24.85 |
28.6% |
3.09 |
3.6% |
43% |
False |
False |
67,951 |
| 60 |
104.65 |
76.15 |
28.50 |
32.8% |
2.98 |
3.4% |
38% |
False |
False |
53,466 |
| 80 |
115.58 |
76.15 |
39.43 |
45.4% |
3.16 |
3.6% |
27% |
False |
False |
43,207 |
| 100 |
115.58 |
76.15 |
39.43 |
45.4% |
2.91 |
3.3% |
27% |
False |
False |
36,453 |
| 120 |
115.58 |
76.15 |
39.43 |
45.4% |
2.80 |
3.2% |
27% |
False |
False |
31,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.73 |
|
2.618 |
94.04 |
|
1.618 |
91.78 |
|
1.000 |
90.38 |
|
0.618 |
89.52 |
|
HIGH |
88.12 |
|
0.618 |
87.26 |
|
0.500 |
86.99 |
|
0.382 |
86.72 |
|
LOW |
85.86 |
|
0.618 |
84.46 |
|
1.000 |
83.60 |
|
1.618 |
82.20 |
|
2.618 |
79.94 |
|
4.250 |
76.26 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.99 |
86.68 |
| PP |
86.94 |
86.50 |
| S1 |
86.90 |
86.33 |
|