NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
84.57 |
85.96 |
1.39 |
1.6% |
86.18 |
| High |
86.69 |
86.92 |
0.23 |
0.3% |
89.47 |
| Low |
83.75 |
84.93 |
1.18 |
1.4% |
79.76 |
| Close |
85.74 |
85.53 |
-0.21 |
-0.2% |
82.77 |
| Range |
2.94 |
1.99 |
-0.95 |
-32.3% |
9.71 |
| ATR |
3.66 |
3.54 |
-0.12 |
-3.3% |
0.00 |
| Volume |
65,050 |
70,865 |
5,815 |
8.9% |
245,610 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.76 |
90.64 |
86.62 |
|
| R3 |
89.77 |
88.65 |
86.08 |
|
| R2 |
87.78 |
87.78 |
85.89 |
|
| R1 |
86.66 |
86.66 |
85.71 |
86.23 |
| PP |
85.79 |
85.79 |
85.79 |
85.58 |
| S1 |
84.67 |
84.67 |
85.35 |
84.24 |
| S2 |
83.80 |
83.80 |
85.17 |
|
| S3 |
81.81 |
82.68 |
84.98 |
|
| S4 |
79.82 |
80.69 |
84.44 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.13 |
107.66 |
88.11 |
|
| R3 |
103.42 |
97.95 |
85.44 |
|
| R2 |
93.71 |
93.71 |
84.55 |
|
| R1 |
88.24 |
88.24 |
83.66 |
86.12 |
| PP |
84.00 |
84.00 |
84.00 |
82.94 |
| S1 |
78.53 |
78.53 |
81.88 |
76.41 |
| S2 |
74.29 |
74.29 |
80.99 |
|
| S3 |
64.58 |
68.82 |
80.10 |
|
| S4 |
54.87 |
59.11 |
77.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.97 |
79.76 |
8.21 |
9.6% |
3.84 |
4.5% |
70% |
False |
False |
59,238 |
| 10 |
89.47 |
79.76 |
9.71 |
11.4% |
3.54 |
4.1% |
59% |
False |
False |
60,045 |
| 20 |
99.35 |
76.61 |
22.74 |
26.6% |
3.82 |
4.5% |
39% |
False |
False |
54,356 |
| 40 |
101.39 |
76.61 |
24.78 |
29.0% |
3.16 |
3.7% |
36% |
False |
False |
41,653 |
| 60 |
104.85 |
76.61 |
28.24 |
33.0% |
2.98 |
3.5% |
32% |
False |
False |
34,131 |
| 80 |
113.86 |
76.61 |
37.25 |
43.6% |
3.15 |
3.7% |
24% |
False |
False |
28,159 |
| 100 |
115.57 |
76.61 |
38.96 |
45.6% |
2.92 |
3.4% |
23% |
False |
False |
23,946 |
| 120 |
115.57 |
76.61 |
38.96 |
45.6% |
2.76 |
3.2% |
23% |
False |
False |
21,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.38 |
|
2.618 |
92.13 |
|
1.618 |
90.14 |
|
1.000 |
88.91 |
|
0.618 |
88.15 |
|
HIGH |
86.92 |
|
0.618 |
86.16 |
|
0.500 |
85.93 |
|
0.382 |
85.69 |
|
LOW |
84.93 |
|
0.618 |
83.70 |
|
1.000 |
82.94 |
|
1.618 |
81.71 |
|
2.618 |
79.72 |
|
4.250 |
76.47 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.93 |
85.10 |
| PP |
85.79 |
84.66 |
| S1 |
85.66 |
84.23 |
|