NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
85.67 |
85.17 |
-0.50 |
-0.6% |
85.90 |
| High |
86.59 |
86.56 |
-0.03 |
0.0% |
89.19 |
| Low |
84.55 |
83.01 |
-1.54 |
-1.8% |
79.38 |
| Close |
85.16 |
85.30 |
0.14 |
0.2% |
82.41 |
| Range |
2.04 |
3.55 |
1.51 |
74.0% |
9.81 |
| ATR |
3.61 |
3.60 |
0.00 |
-0.1% |
0.00 |
| Volume |
280,078 |
346,619 |
66,541 |
23.8% |
878,749 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.61 |
94.00 |
87.25 |
|
| R3 |
92.06 |
90.45 |
86.28 |
|
| R2 |
88.51 |
88.51 |
85.95 |
|
| R1 |
86.90 |
86.90 |
85.63 |
87.71 |
| PP |
84.96 |
84.96 |
84.96 |
85.36 |
| S1 |
83.35 |
83.35 |
84.97 |
84.16 |
| S2 |
81.41 |
81.41 |
84.65 |
|
| S3 |
77.86 |
79.80 |
84.32 |
|
| S4 |
74.31 |
76.25 |
83.35 |
|
|
| 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 |
86.59 |
79.38 |
7.21 |
8.5% |
3.32 |
3.9% |
82% |
False |
False |
341,506 |
| 10 |
89.19 |
79.38 |
9.81 |
11.5% |
3.46 |
4.1% |
60% |
False |
False |
238,292 |
| 20 |
98.95 |
76.15 |
22.80 |
26.7% |
4.01 |
4.7% |
40% |
False |
False |
173,695 |
| 40 |
101.00 |
76.15 |
24.85 |
29.1% |
3.26 |
3.8% |
37% |
False |
False |
111,685 |
| 60 |
103.76 |
76.15 |
27.61 |
32.4% |
3.08 |
3.6% |
33% |
False |
False |
85,128 |
| 80 |
112.13 |
76.15 |
35.98 |
42.2% |
3.28 |
3.8% |
25% |
False |
False |
67,544 |
| 100 |
115.58 |
76.15 |
39.43 |
46.2% |
3.06 |
3.6% |
23% |
False |
False |
55,964 |
| 120 |
115.58 |
76.15 |
39.43 |
46.2% |
2.90 |
3.4% |
23% |
False |
False |
47,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.65 |
|
2.618 |
95.85 |
|
1.618 |
92.30 |
|
1.000 |
90.11 |
|
0.618 |
88.75 |
|
HIGH |
86.56 |
|
0.618 |
85.20 |
|
0.500 |
84.79 |
|
0.382 |
84.37 |
|
LOW |
83.01 |
|
0.618 |
80.82 |
|
1.000 |
79.46 |
|
1.618 |
77.27 |
|
2.618 |
73.72 |
|
4.250 |
67.92 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.13 |
85.13 |
| PP |
84.96 |
84.97 |
| S1 |
84.79 |
84.80 |
|