NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
88.73 |
88.78 |
0.05 |
0.1% |
85.33 |
| High |
89.90 |
88.99 |
-0.91 |
-1.0% |
89.90 |
| Low |
88.21 |
85.43 |
-2.78 |
-3.2% |
85.11 |
| Close |
88.93 |
86.45 |
-2.48 |
-2.8% |
86.45 |
| Range |
1.69 |
3.56 |
1.87 |
110.7% |
4.79 |
| ATR |
3.19 |
3.21 |
0.03 |
0.8% |
0.00 |
| Volume |
262,289 |
289,894 |
27,605 |
10.5% |
1,338,395 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.64 |
95.60 |
88.41 |
|
| R3 |
94.08 |
92.04 |
87.43 |
|
| R2 |
90.52 |
90.52 |
87.10 |
|
| R1 |
88.48 |
88.48 |
86.78 |
87.72 |
| PP |
86.96 |
86.96 |
86.96 |
86.58 |
| S1 |
84.92 |
84.92 |
86.12 |
84.16 |
| S2 |
83.40 |
83.40 |
85.80 |
|
| S3 |
79.84 |
81.36 |
85.47 |
|
| S4 |
76.28 |
77.80 |
84.49 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.52 |
98.78 |
89.08 |
|
| R3 |
96.73 |
93.99 |
87.77 |
|
| R2 |
91.94 |
91.94 |
87.33 |
|
| R1 |
89.20 |
89.20 |
86.89 |
90.57 |
| PP |
87.15 |
87.15 |
87.15 |
87.84 |
| S1 |
84.41 |
84.41 |
86.01 |
85.78 |
| S2 |
82.36 |
82.36 |
85.57 |
|
| S3 |
77.57 |
79.62 |
85.13 |
|
| S4 |
72.78 |
74.83 |
83.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.90 |
85.11 |
4.79 |
5.5% |
2.48 |
2.9% |
28% |
False |
False |
267,679 |
| 10 |
89.90 |
81.18 |
8.72 |
10.1% |
2.73 |
3.2% |
60% |
False |
False |
293,729 |
| 20 |
89.90 |
76.15 |
13.75 |
15.9% |
3.54 |
4.1% |
75% |
False |
False |
229,926 |
| 40 |
101.00 |
76.15 |
24.85 |
28.7% |
3.28 |
3.8% |
41% |
False |
False |
145,864 |
| 60 |
103.41 |
76.15 |
27.26 |
31.5% |
3.10 |
3.6% |
38% |
False |
False |
109,249 |
| 80 |
104.65 |
76.15 |
28.50 |
33.0% |
3.02 |
3.5% |
36% |
False |
False |
86,500 |
| 100 |
115.58 |
76.15 |
39.43 |
45.6% |
3.09 |
3.6% |
26% |
False |
False |
71,481 |
| 120 |
115.58 |
76.15 |
39.43 |
45.6% |
2.89 |
3.3% |
26% |
False |
False |
60,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.12 |
|
2.618 |
98.31 |
|
1.618 |
94.75 |
|
1.000 |
92.55 |
|
0.618 |
91.19 |
|
HIGH |
88.99 |
|
0.618 |
87.63 |
|
0.500 |
87.21 |
|
0.382 |
86.79 |
|
LOW |
85.43 |
|
0.618 |
83.23 |
|
1.000 |
81.87 |
|
1.618 |
79.67 |
|
2.618 |
76.11 |
|
4.250 |
70.30 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.21 |
87.67 |
| PP |
86.96 |
87.26 |
| S1 |
86.70 |
86.86 |
|