NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
82.20 |
86.37 |
4.17 |
5.1% |
86.03 |
| High |
86.66 |
88.07 |
1.41 |
1.6% |
88.07 |
| Low |
81.88 |
84.73 |
2.85 |
3.5% |
76.61 |
| Close |
86.43 |
86.05 |
-0.38 |
-0.4% |
86.05 |
| Range |
4.78 |
3.34 |
-1.44 |
-30.1% |
11.46 |
| ATR |
3.70 |
3.67 |
-0.03 |
-0.7% |
0.00 |
| Volume |
71,180 |
96,483 |
25,303 |
35.5% |
377,610 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.30 |
94.52 |
87.89 |
|
| R3 |
92.96 |
91.18 |
86.97 |
|
| R2 |
89.62 |
89.62 |
86.66 |
|
| R1 |
87.84 |
87.84 |
86.36 |
87.06 |
| PP |
86.28 |
86.28 |
86.28 |
85.90 |
| S1 |
84.50 |
84.50 |
85.74 |
83.72 |
| S2 |
82.94 |
82.94 |
85.44 |
|
| S3 |
79.60 |
81.16 |
85.13 |
|
| S4 |
76.26 |
77.82 |
84.21 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.96 |
113.46 |
92.35 |
|
| R3 |
106.50 |
102.00 |
89.20 |
|
| R2 |
95.04 |
95.04 |
88.15 |
|
| R1 |
90.54 |
90.54 |
87.10 |
92.79 |
| PP |
83.58 |
83.58 |
83.58 |
84.70 |
| S1 |
79.08 |
79.08 |
85.00 |
81.33 |
| S2 |
72.12 |
72.12 |
83.95 |
|
| S3 |
60.66 |
67.62 |
82.90 |
|
| S4 |
49.20 |
56.16 |
79.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.07 |
76.61 |
11.46 |
13.3% |
4.79 |
5.6% |
82% |
True |
False |
75,522 |
| 10 |
99.35 |
76.61 |
22.74 |
26.4% |
4.55 |
5.3% |
42% |
False |
False |
58,983 |
| 20 |
101.39 |
76.61 |
24.78 |
28.8% |
3.38 |
3.9% |
38% |
False |
False |
44,347 |
| 40 |
101.39 |
76.61 |
24.78 |
28.8% |
2.99 |
3.5% |
38% |
False |
False |
35,248 |
| 60 |
104.85 |
76.61 |
28.24 |
32.8% |
2.85 |
3.3% |
33% |
False |
False |
28,274 |
| 80 |
115.57 |
76.61 |
38.96 |
45.3% |
3.01 |
3.5% |
24% |
False |
False |
23,359 |
| 100 |
115.57 |
76.61 |
38.96 |
45.3% |
2.74 |
3.2% |
24% |
False |
False |
20,332 |
| 120 |
115.57 |
76.61 |
38.96 |
45.3% |
2.69 |
3.1% |
24% |
False |
False |
18,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.27 |
|
2.618 |
96.81 |
|
1.618 |
93.47 |
|
1.000 |
91.41 |
|
0.618 |
90.13 |
|
HIGH |
88.07 |
|
0.618 |
86.79 |
|
0.500 |
86.40 |
|
0.382 |
86.01 |
|
LOW |
84.73 |
|
0.618 |
82.67 |
|
1.000 |
81.39 |
|
1.618 |
79.33 |
|
2.618 |
75.99 |
|
4.250 |
70.54 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.40 |
85.44 |
| PP |
86.28 |
84.82 |
| S1 |
86.17 |
84.21 |
|