NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
84.45 |
85.67 |
1.22 |
1.4% |
85.90 |
| High |
86.39 |
86.59 |
0.20 |
0.2% |
89.19 |
| Low |
83.40 |
84.55 |
1.15 |
1.4% |
79.38 |
| Close |
85.44 |
85.16 |
-0.28 |
-0.3% |
82.41 |
| Range |
2.99 |
2.04 |
-0.95 |
-31.8% |
9.81 |
| ATR |
3.73 |
3.61 |
-0.12 |
-3.2% |
0.00 |
| Volume |
337,462 |
280,078 |
-57,384 |
-17.0% |
878,749 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.55 |
90.40 |
86.28 |
|
| R3 |
89.51 |
88.36 |
85.72 |
|
| R2 |
87.47 |
87.47 |
85.53 |
|
| R1 |
86.32 |
86.32 |
85.35 |
85.88 |
| PP |
85.43 |
85.43 |
85.43 |
85.21 |
| S1 |
84.28 |
84.28 |
84.97 |
83.84 |
| S2 |
83.39 |
83.39 |
84.79 |
|
| S3 |
81.35 |
82.24 |
84.60 |
|
| S4 |
79.31 |
80.20 |
84.04 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.09 |
107.56 |
87.81 |
|
| R3 |
103.28 |
97.75 |
85.11 |
|
| R2 |
93.47 |
93.47 |
84.21 |
|
| R1 |
87.94 |
87.94 |
83.31 |
85.80 |
| PP |
83.66 |
83.66 |
83.66 |
82.59 |
| S1 |
78.13 |
78.13 |
81.51 |
75.99 |
| S2 |
73.85 |
73.85 |
80.61 |
|
| S3 |
64.04 |
68.32 |
79.71 |
|
| S4 |
54.23 |
58.51 |
77.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.71 |
79.38 |
8.33 |
9.8% |
3.90 |
4.6% |
69% |
False |
False |
302,813 |
| 10 |
89.19 |
79.38 |
9.81 |
11.5% |
3.60 |
4.2% |
59% |
False |
False |
218,786 |
| 20 |
98.95 |
76.15 |
22.80 |
26.8% |
3.91 |
4.6% |
40% |
False |
False |
160,005 |
| 40 |
101.00 |
76.15 |
24.85 |
29.2% |
3.25 |
3.8% |
36% |
False |
False |
104,026 |
| 60 |
104.65 |
76.15 |
28.50 |
33.5% |
3.07 |
3.6% |
32% |
False |
False |
79,600 |
| 80 |
113.77 |
76.15 |
37.62 |
44.2% |
3.26 |
3.8% |
24% |
False |
False |
63,307 |
| 100 |
115.58 |
76.15 |
39.43 |
46.3% |
3.04 |
3.6% |
23% |
False |
False |
52,589 |
| 120 |
115.58 |
76.15 |
39.43 |
46.3% |
2.90 |
3.4% |
23% |
False |
False |
45,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.26 |
|
2.618 |
91.93 |
|
1.618 |
89.89 |
|
1.000 |
88.63 |
|
0.618 |
87.85 |
|
HIGH |
86.59 |
|
0.618 |
85.81 |
|
0.500 |
85.57 |
|
0.382 |
85.33 |
|
LOW |
84.55 |
|
0.618 |
83.29 |
|
1.000 |
82.51 |
|
1.618 |
81.25 |
|
2.618 |
79.21 |
|
4.250 |
75.88 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.57 |
84.74 |
| PP |
85.43 |
84.31 |
| S1 |
85.30 |
83.89 |
|