NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
85.85 |
87.90 |
2.05 |
2.4% |
82.52 |
| High |
87.88 |
89.48 |
1.60 |
1.8% |
86.93 |
| Low |
85.45 |
86.77 |
1.32 |
1.5% |
81.53 |
| Close |
87.57 |
89.19 |
1.62 |
1.8% |
85.70 |
| Range |
2.43 |
2.71 |
0.28 |
11.5% |
5.40 |
| ATR |
3.40 |
3.36 |
-0.05 |
-1.5% |
0.00 |
| Volume |
39,251 |
89,916 |
50,665 |
129.1% |
327,739 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.61 |
95.61 |
90.68 |
|
| R3 |
93.90 |
92.90 |
89.94 |
|
| R2 |
91.19 |
91.19 |
89.69 |
|
| R1 |
90.19 |
90.19 |
89.44 |
90.69 |
| PP |
88.48 |
88.48 |
88.48 |
88.73 |
| S1 |
87.48 |
87.48 |
88.94 |
87.98 |
| S2 |
85.77 |
85.77 |
88.69 |
|
| S3 |
83.06 |
84.77 |
88.44 |
|
| S4 |
80.35 |
82.06 |
87.70 |
|
|
| 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 |
89.48 |
83.30 |
6.18 |
6.9% |
2.66 |
3.0% |
95% |
True |
False |
68,118 |
| 10 |
89.48 |
79.76 |
9.72 |
10.9% |
3.28 |
3.7% |
97% |
True |
False |
60,993 |
| 20 |
94.55 |
76.61 |
17.94 |
20.1% |
3.83 |
4.3% |
70% |
False |
False |
61,140 |
| 40 |
101.39 |
76.61 |
24.78 |
27.8% |
3.21 |
3.6% |
51% |
False |
False |
45,883 |
| 60 |
104.00 |
76.61 |
27.39 |
30.7% |
3.00 |
3.4% |
46% |
False |
False |
37,952 |
| 80 |
105.74 |
76.61 |
29.13 |
32.7% |
3.01 |
3.4% |
43% |
False |
False |
31,126 |
| 100 |
115.57 |
76.61 |
38.96 |
43.7% |
2.98 |
3.3% |
32% |
False |
False |
26,425 |
| 120 |
115.57 |
76.61 |
38.96 |
43.7% |
2.78 |
3.1% |
32% |
False |
False |
23,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.00 |
|
2.618 |
96.57 |
|
1.618 |
93.86 |
|
1.000 |
92.19 |
|
0.618 |
91.15 |
|
HIGH |
89.48 |
|
0.618 |
88.44 |
|
0.500 |
88.13 |
|
0.382 |
87.81 |
|
LOW |
86.77 |
|
0.618 |
85.10 |
|
1.000 |
84.06 |
|
1.618 |
82.39 |
|
2.618 |
79.68 |
|
4.250 |
75.25 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.84 |
88.26 |
| PP |
88.48 |
87.32 |
| S1 |
88.13 |
86.39 |
|