NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
86.03 |
81.94 |
-4.09 |
-4.8% |
97.57 |
| High |
86.06 |
83.88 |
-2.18 |
-2.5% |
99.35 |
| Low |
81.09 |
76.61 |
-4.48 |
-5.5% |
83.79 |
| Close |
82.20 |
80.14 |
-2.06 |
-2.5% |
87.80 |
| Range |
4.97 |
7.27 |
2.30 |
46.3% |
15.56 |
| ATR |
3.32 |
3.60 |
0.28 |
8.5% |
0.00 |
| Volume |
69,401 |
68,044 |
-1,357 |
-2.0% |
212,222 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.02 |
98.35 |
84.14 |
|
| R3 |
94.75 |
91.08 |
82.14 |
|
| R2 |
87.48 |
87.48 |
81.47 |
|
| R1 |
83.81 |
83.81 |
80.81 |
82.01 |
| PP |
80.21 |
80.21 |
80.21 |
79.31 |
| S1 |
76.54 |
76.54 |
79.47 |
74.74 |
| S2 |
72.94 |
72.94 |
78.81 |
|
| S3 |
65.67 |
69.27 |
78.14 |
|
| S4 |
58.40 |
62.00 |
76.14 |
|
|
| 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 |
94.55 |
76.61 |
17.94 |
22.4% |
5.25 |
6.6% |
20% |
False |
True |
56,027 |
| 10 |
100.33 |
76.61 |
23.72 |
29.6% |
3.97 |
5.0% |
15% |
False |
True |
44,308 |
| 20 |
101.39 |
76.61 |
24.78 |
30.9% |
3.24 |
4.0% |
14% |
False |
True |
37,419 |
| 40 |
101.49 |
76.61 |
24.88 |
31.0% |
2.93 |
3.7% |
14% |
False |
True |
30,642 |
| 60 |
104.85 |
76.61 |
28.24 |
35.2% |
2.78 |
3.5% |
13% |
False |
True |
24,681 |
| 80 |
115.57 |
76.61 |
38.96 |
48.6% |
2.95 |
3.7% |
9% |
False |
True |
20,646 |
| 100 |
115.57 |
76.61 |
38.96 |
48.6% |
2.69 |
3.4% |
9% |
False |
True |
18,100 |
| 120 |
115.57 |
76.61 |
38.96 |
48.6% |
2.66 |
3.3% |
9% |
False |
True |
16,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.78 |
|
2.618 |
102.91 |
|
1.618 |
95.64 |
|
1.000 |
91.15 |
|
0.618 |
88.37 |
|
HIGH |
83.88 |
|
0.618 |
81.10 |
|
0.500 |
80.25 |
|
0.382 |
79.39 |
|
LOW |
76.61 |
|
0.618 |
72.12 |
|
1.000 |
69.34 |
|
1.618 |
64.85 |
|
2.618 |
57.58 |
|
4.250 |
45.71 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
80.25 |
82.81 |
| PP |
80.21 |
81.92 |
| S1 |
80.18 |
81.03 |
|