NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
86.18 |
88.10 |
1.92 |
2.2% |
86.03 |
| High |
88.64 |
88.43 |
-0.21 |
-0.2% |
88.07 |
| Low |
85.10 |
86.21 |
1.11 |
1.3% |
76.61 |
| Close |
88.47 |
87.18 |
-1.29 |
-1.5% |
86.05 |
| Range |
3.54 |
2.22 |
-1.32 |
-37.3% |
11.46 |
| ATR |
3.66 |
3.56 |
-0.10 |
-2.7% |
0.00 |
| Volume |
44,449 |
48,136 |
3,687 |
8.3% |
377,610 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.93 |
92.78 |
88.40 |
|
| R3 |
91.71 |
90.56 |
87.79 |
|
| R2 |
89.49 |
89.49 |
87.59 |
|
| R1 |
88.34 |
88.34 |
87.38 |
87.81 |
| PP |
87.27 |
87.27 |
87.27 |
87.01 |
| S1 |
86.12 |
86.12 |
86.98 |
85.59 |
| S2 |
85.05 |
85.05 |
86.77 |
|
| S3 |
82.83 |
83.90 |
86.57 |
|
| S4 |
80.61 |
81.68 |
85.96 |
|
|
| 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 |
88.64 |
80.34 |
8.30 |
9.5% |
3.49 |
4.0% |
82% |
False |
False |
66,550 |
| 10 |
94.55 |
76.61 |
17.94 |
20.6% |
4.37 |
5.0% |
59% |
False |
False |
61,288 |
| 20 |
101.39 |
76.61 |
24.78 |
28.4% |
3.41 |
3.9% |
43% |
False |
False |
46,753 |
| 40 |
101.39 |
76.61 |
24.78 |
28.4% |
3.00 |
3.4% |
43% |
False |
False |
36,688 |
| 60 |
104.85 |
76.61 |
28.24 |
32.4% |
2.85 |
3.3% |
37% |
False |
False |
29,531 |
| 80 |
115.57 |
76.61 |
38.96 |
44.7% |
3.04 |
3.5% |
27% |
False |
False |
24,359 |
| 100 |
115.57 |
76.61 |
38.96 |
44.7% |
2.78 |
3.2% |
27% |
False |
False |
21,121 |
| 120 |
115.57 |
76.61 |
38.96 |
44.7% |
2.68 |
3.1% |
27% |
False |
False |
18,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.87 |
|
2.618 |
94.24 |
|
1.618 |
92.02 |
|
1.000 |
90.65 |
|
0.618 |
89.80 |
|
HIGH |
88.43 |
|
0.618 |
87.58 |
|
0.500 |
87.32 |
|
0.382 |
87.06 |
|
LOW |
86.21 |
|
0.618 |
84.84 |
|
1.000 |
83.99 |
|
1.618 |
82.62 |
|
2.618 |
80.40 |
|
4.250 |
76.78 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.32 |
87.02 |
| PP |
87.27 |
86.85 |
| S1 |
87.23 |
86.69 |
|