NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
87.94 |
87.47 |
-0.47 |
-0.5% |
86.00 |
| High |
88.12 |
89.19 |
1.07 |
1.2% |
87.71 |
| Low |
85.86 |
86.85 |
0.99 |
1.2% |
76.15 |
| Close |
86.85 |
87.73 |
0.88 |
1.0% |
85.69 |
| Range |
2.26 |
2.34 |
0.08 |
3.5% |
11.56 |
| ATR |
3.63 |
3.54 |
-0.09 |
-2.5% |
0.00 |
| Volume |
105,366 |
152,593 |
47,227 |
44.8% |
782,483 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.94 |
93.68 |
89.02 |
|
| R3 |
92.60 |
91.34 |
88.37 |
|
| R2 |
90.26 |
90.26 |
88.16 |
|
| R1 |
89.00 |
89.00 |
87.94 |
89.63 |
| PP |
87.92 |
87.92 |
87.92 |
88.24 |
| S1 |
86.66 |
86.66 |
87.52 |
87.29 |
| S2 |
85.58 |
85.58 |
87.30 |
|
| S3 |
83.24 |
84.32 |
87.09 |
|
| S4 |
80.90 |
81.98 |
86.44 |
|
|
| 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 |
89.19 |
81.40 |
7.79 |
8.9% |
3.29 |
3.8% |
81% |
True |
False |
134,760 |
| 10 |
92.95 |
76.15 |
16.80 |
19.1% |
4.45 |
5.1% |
69% |
False |
False |
134,293 |
| 20 |
101.00 |
76.15 |
24.85 |
28.3% |
3.49 |
4.0% |
47% |
False |
False |
99,801 |
| 40 |
101.00 |
76.15 |
24.85 |
28.3% |
3.10 |
3.5% |
47% |
False |
False |
71,348 |
| 60 |
104.65 |
76.15 |
28.50 |
32.5% |
2.97 |
3.4% |
41% |
False |
False |
55,762 |
| 80 |
115.58 |
76.15 |
39.43 |
44.9% |
3.16 |
3.6% |
29% |
False |
False |
45,017 |
| 100 |
115.58 |
76.15 |
39.43 |
44.9% |
2.92 |
3.3% |
29% |
False |
False |
37,857 |
| 120 |
115.58 |
76.15 |
39.43 |
44.9% |
2.81 |
3.2% |
29% |
False |
False |
32,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.14 |
|
2.618 |
95.32 |
|
1.618 |
92.98 |
|
1.000 |
91.53 |
|
0.618 |
90.64 |
|
HIGH |
89.19 |
|
0.618 |
88.30 |
|
0.500 |
88.02 |
|
0.382 |
87.74 |
|
LOW |
86.85 |
|
0.618 |
85.40 |
|
1.000 |
84.51 |
|
1.618 |
83.06 |
|
2.618 |
80.72 |
|
4.250 |
76.91 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.02 |
87.47 |
| PP |
87.92 |
87.21 |
| S1 |
87.83 |
86.95 |
|