NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
85.45 |
85.85 |
0.40 |
0.5% |
82.52 |
| High |
85.96 |
87.88 |
1.92 |
2.2% |
86.93 |
| Low |
83.30 |
85.45 |
2.15 |
2.6% |
81.53 |
| Close |
85.70 |
87.57 |
1.87 |
2.2% |
85.70 |
| Range |
2.66 |
2.43 |
-0.23 |
-8.6% |
5.40 |
| ATR |
3.48 |
3.40 |
-0.07 |
-2.2% |
0.00 |
| Volume |
77,592 |
39,251 |
-38,341 |
-49.4% |
327,739 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.26 |
93.34 |
88.91 |
|
| R3 |
91.83 |
90.91 |
88.24 |
|
| R2 |
89.40 |
89.40 |
88.02 |
|
| R1 |
88.48 |
88.48 |
87.79 |
88.94 |
| PP |
86.97 |
86.97 |
86.97 |
87.20 |
| S1 |
86.05 |
86.05 |
87.35 |
86.51 |
| S2 |
84.54 |
84.54 |
87.12 |
|
| S3 |
82.11 |
83.62 |
86.90 |
|
| S4 |
79.68 |
81.19 |
86.23 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.92 |
98.71 |
88.67 |
|
| R3 |
95.52 |
93.31 |
87.19 |
|
| R2 |
90.12 |
90.12 |
86.69 |
|
| R1 |
87.91 |
87.91 |
86.20 |
89.02 |
| PP |
84.72 |
84.72 |
84.72 |
85.27 |
| S1 |
82.51 |
82.51 |
85.21 |
83.62 |
| S2 |
79.32 |
79.32 |
84.71 |
|
| S3 |
73.92 |
77.11 |
84.22 |
|
| S4 |
68.52 |
71.71 |
82.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.88 |
83.30 |
4.58 |
5.2% |
2.71 |
3.1% |
93% |
True |
False |
63,144 |
| 10 |
89.47 |
79.76 |
9.71 |
11.1% |
3.23 |
3.7% |
80% |
False |
False |
56,815 |
| 20 |
96.51 |
76.61 |
19.90 |
22.7% |
3.82 |
4.4% |
55% |
False |
False |
58,588 |
| 40 |
101.39 |
76.61 |
24.78 |
28.3% |
3.22 |
3.7% |
44% |
False |
False |
44,395 |
| 60 |
104.00 |
76.61 |
27.39 |
31.3% |
2.99 |
3.4% |
40% |
False |
False |
36,635 |
| 80 |
105.74 |
76.61 |
29.13 |
33.3% |
3.07 |
3.5% |
38% |
False |
False |
30,151 |
| 100 |
115.57 |
76.61 |
38.96 |
44.5% |
2.97 |
3.4% |
28% |
False |
False |
25,583 |
| 120 |
115.57 |
76.61 |
38.96 |
44.5% |
2.79 |
3.2% |
28% |
False |
False |
22,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.21 |
|
2.618 |
94.24 |
|
1.618 |
91.81 |
|
1.000 |
90.31 |
|
0.618 |
89.38 |
|
HIGH |
87.88 |
|
0.618 |
86.95 |
|
0.500 |
86.67 |
|
0.382 |
86.38 |
|
LOW |
85.45 |
|
0.618 |
83.95 |
|
1.000 |
83.02 |
|
1.618 |
81.52 |
|
2.618 |
79.09 |
|
4.250 |
75.12 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.27 |
86.91 |
| PP |
86.97 |
86.25 |
| S1 |
86.67 |
85.59 |
|