NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
81.94 |
82.83 |
0.89 |
1.1% |
97.57 |
| High |
83.88 |
83.92 |
0.04 |
0.0% |
99.35 |
| Low |
76.61 |
80.34 |
3.73 |
4.9% |
83.79 |
| Close |
80.14 |
83.71 |
3.57 |
4.5% |
87.80 |
| Range |
7.27 |
3.58 |
-3.69 |
-50.8% |
15.56 |
| ATR |
3.60 |
3.62 |
0.01 |
0.4% |
0.00 |
| Volume |
68,044 |
72,502 |
4,458 |
6.6% |
212,222 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.40 |
92.13 |
85.68 |
|
| R3 |
89.82 |
88.55 |
84.69 |
|
| R2 |
86.24 |
86.24 |
84.37 |
|
| R1 |
84.97 |
84.97 |
84.04 |
85.61 |
| PP |
82.66 |
82.66 |
82.66 |
82.97 |
| S1 |
81.39 |
81.39 |
83.38 |
82.03 |
| S2 |
79.08 |
79.08 |
83.05 |
|
| S3 |
75.50 |
77.81 |
82.73 |
|
| S4 |
71.92 |
74.23 |
81.74 |
|
|
| 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 |
93.27 |
76.61 |
16.66 |
19.9% |
5.47 |
6.5% |
43% |
False |
False |
62,712 |
| 10 |
99.35 |
76.61 |
22.74 |
27.2% |
4.11 |
4.9% |
31% |
False |
False |
48,666 |
| 20 |
101.39 |
76.61 |
24.78 |
29.6% |
3.30 |
3.9% |
29% |
False |
False |
39,265 |
| 40 |
101.49 |
76.61 |
24.88 |
29.7% |
2.95 |
3.5% |
29% |
False |
False |
31,896 |
| 60 |
104.85 |
76.61 |
28.24 |
33.7% |
2.80 |
3.3% |
25% |
False |
False |
25,779 |
| 80 |
115.57 |
76.61 |
38.96 |
46.5% |
2.96 |
3.5% |
18% |
False |
False |
21,413 |
| 100 |
115.57 |
76.61 |
38.96 |
46.5% |
2.69 |
3.2% |
18% |
False |
False |
18,792 |
| 120 |
115.57 |
76.61 |
38.96 |
46.5% |
2.68 |
3.2% |
18% |
False |
False |
17,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.14 |
|
2.618 |
93.29 |
|
1.618 |
89.71 |
|
1.000 |
87.50 |
|
0.618 |
86.13 |
|
HIGH |
83.92 |
|
0.618 |
82.55 |
|
0.500 |
82.13 |
|
0.382 |
81.71 |
|
LOW |
80.34 |
|
0.618 |
78.13 |
|
1.000 |
76.76 |
|
1.618 |
74.55 |
|
2.618 |
70.97 |
|
4.250 |
65.13 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
83.18 |
82.92 |
| PP |
82.66 |
82.13 |
| S1 |
82.13 |
81.34 |
|