NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
87.47 |
87.55 |
0.08 |
0.1% |
86.00 |
| High |
89.19 |
87.71 |
-1.48 |
-1.7% |
87.71 |
| Low |
86.85 |
81.27 |
-5.58 |
-6.4% |
76.15 |
| Close |
87.73 |
82.51 |
-5.22 |
-6.0% |
85.69 |
| Range |
2.34 |
6.44 |
4.10 |
175.2% |
11.56 |
| ATR |
3.54 |
3.75 |
0.21 |
5.9% |
0.00 |
| Volume |
152,593 |
153,155 |
562 |
0.4% |
782,483 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.15 |
99.27 |
86.05 |
|
| R3 |
96.71 |
92.83 |
84.28 |
|
| R2 |
90.27 |
90.27 |
83.69 |
|
| R1 |
86.39 |
86.39 |
83.10 |
85.11 |
| PP |
83.83 |
83.83 |
83.83 |
83.19 |
| S1 |
79.95 |
79.95 |
81.92 |
78.67 |
| S2 |
77.39 |
77.39 |
81.33 |
|
| S3 |
70.95 |
73.51 |
80.74 |
|
| S4 |
64.51 |
67.07 |
78.97 |
|
|
| 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 |
81.27 |
7.92 |
9.6% |
3.60 |
4.4% |
16% |
False |
True |
135,078 |
| 10 |
89.19 |
76.15 |
13.04 |
15.8% |
4.45 |
5.4% |
49% |
False |
False |
141,646 |
| 20 |
101.00 |
76.15 |
24.85 |
30.1% |
3.66 |
4.4% |
26% |
False |
False |
104,928 |
| 40 |
101.00 |
76.15 |
24.85 |
30.1% |
3.20 |
3.9% |
26% |
False |
False |
74,646 |
| 60 |
104.65 |
76.15 |
28.50 |
34.5% |
3.02 |
3.7% |
22% |
False |
False |
58,098 |
| 80 |
115.58 |
76.15 |
39.43 |
47.8% |
3.22 |
3.9% |
16% |
False |
False |
46,835 |
| 100 |
115.58 |
76.15 |
39.43 |
47.8% |
2.97 |
3.6% |
16% |
False |
False |
39,317 |
| 120 |
115.58 |
76.15 |
39.43 |
47.8% |
2.84 |
3.4% |
16% |
False |
False |
34,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.08 |
|
2.618 |
104.57 |
|
1.618 |
98.13 |
|
1.000 |
94.15 |
|
0.618 |
91.69 |
|
HIGH |
87.71 |
|
0.618 |
85.25 |
|
0.500 |
84.49 |
|
0.382 |
83.73 |
|
LOW |
81.27 |
|
0.618 |
77.29 |
|
1.000 |
74.83 |
|
1.618 |
70.85 |
|
2.618 |
64.41 |
|
4.250 |
53.90 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
84.49 |
85.23 |
| PP |
83.83 |
84.32 |
| S1 |
83.17 |
83.42 |
|