NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
92.97 |
87.26 |
-5.71 |
-6.1% |
97.57 |
| High |
93.27 |
89.01 |
-4.26 |
-4.6% |
99.35 |
| Low |
86.94 |
83.79 |
-3.15 |
-3.6% |
83.79 |
| Close |
87.49 |
87.80 |
0.31 |
0.4% |
87.80 |
| Range |
6.33 |
5.22 |
-1.11 |
-17.5% |
15.56 |
| ATR |
2.89 |
3.06 |
0.17 |
5.7% |
0.00 |
| Volume |
39,465 |
64,148 |
24,683 |
62.5% |
212,222 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.53 |
100.38 |
90.67 |
|
| R3 |
97.31 |
95.16 |
89.24 |
|
| R2 |
92.09 |
92.09 |
88.76 |
|
| R1 |
89.94 |
89.94 |
88.28 |
91.02 |
| PP |
86.87 |
86.87 |
86.87 |
87.40 |
| S1 |
84.72 |
84.72 |
87.32 |
85.80 |
| S2 |
81.65 |
81.65 |
86.84 |
|
| S3 |
76.43 |
79.50 |
86.36 |
|
| S4 |
71.21 |
74.28 |
84.93 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.99 |
127.96 |
96.36 |
|
| R3 |
121.43 |
112.40 |
92.08 |
|
| R2 |
105.87 |
105.87 |
90.65 |
|
| R1 |
96.84 |
96.84 |
89.23 |
93.58 |
| PP |
90.31 |
90.31 |
90.31 |
88.68 |
| S1 |
81.28 |
81.28 |
86.37 |
78.02 |
| S2 |
74.75 |
74.75 |
84.95 |
|
| S3 |
59.19 |
65.72 |
83.52 |
|
| S4 |
43.63 |
50.16 |
79.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.35 |
83.79 |
15.56 |
17.7% |
4.30 |
4.9% |
26% |
False |
True |
42,444 |
| 10 |
101.39 |
83.79 |
17.60 |
20.0% |
3.15 |
3.6% |
23% |
False |
True |
37,583 |
| 20 |
101.39 |
83.79 |
17.60 |
20.0% |
2.92 |
3.3% |
23% |
False |
True |
33,546 |
| 40 |
103.57 |
83.79 |
19.78 |
22.5% |
2.77 |
3.2% |
20% |
False |
True |
28,594 |
| 60 |
104.85 |
83.79 |
21.06 |
24.0% |
2.71 |
3.1% |
19% |
False |
True |
22,876 |
| 80 |
115.57 |
83.79 |
31.78 |
36.2% |
2.83 |
3.2% |
13% |
False |
True |
19,179 |
| 100 |
115.57 |
83.79 |
31.78 |
36.2% |
2.63 |
3.0% |
13% |
False |
True |
16,864 |
| 120 |
115.57 |
83.79 |
31.78 |
36.2% |
2.58 |
2.9% |
13% |
False |
True |
15,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.20 |
|
2.618 |
102.68 |
|
1.618 |
97.46 |
|
1.000 |
94.23 |
|
0.618 |
92.24 |
|
HIGH |
89.01 |
|
0.618 |
87.02 |
|
0.500 |
86.40 |
|
0.382 |
85.78 |
|
LOW |
83.79 |
|
0.618 |
80.56 |
|
1.000 |
78.57 |
|
1.618 |
75.34 |
|
2.618 |
70.12 |
|
4.250 |
61.61 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.33 |
89.17 |
| PP |
86.87 |
88.71 |
| S1 |
86.40 |
88.26 |
|