NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
89.12 |
89.05 |
-0.07 |
-0.1% |
85.85 |
| High |
90.18 |
89.30 |
-0.88 |
-1.0% |
90.18 |
| Low |
88.52 |
85.72 |
-2.80 |
-3.2% |
85.45 |
| Close |
89.24 |
86.74 |
-2.50 |
-2.8% |
86.74 |
| Range |
1.66 |
3.58 |
1.92 |
115.7% |
4.73 |
| ATR |
3.13 |
3.17 |
0.03 |
1.0% |
0.00 |
| Volume |
69,645 |
57,489 |
-12,156 |
-17.5% |
368,270 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.99 |
95.95 |
88.71 |
|
| R3 |
94.41 |
92.37 |
87.72 |
|
| R2 |
90.83 |
90.83 |
87.40 |
|
| R1 |
88.79 |
88.79 |
87.07 |
88.02 |
| PP |
87.25 |
87.25 |
87.25 |
86.87 |
| S1 |
85.21 |
85.21 |
86.41 |
84.44 |
| S2 |
83.67 |
83.67 |
86.08 |
|
| S3 |
80.09 |
81.63 |
85.76 |
|
| S4 |
76.51 |
78.05 |
84.77 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.65 |
98.92 |
89.34 |
|
| R3 |
96.92 |
94.19 |
88.04 |
|
| R2 |
92.19 |
92.19 |
87.61 |
|
| R1 |
89.46 |
89.46 |
87.17 |
90.83 |
| PP |
87.46 |
87.46 |
87.46 |
88.14 |
| S1 |
84.73 |
84.73 |
86.31 |
86.10 |
| S2 |
82.73 |
82.73 |
85.87 |
|
| S3 |
78.00 |
80.00 |
85.44 |
|
| S4 |
73.27 |
75.27 |
84.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.18 |
85.45 |
4.73 |
5.5% |
2.45 |
2.8% |
27% |
False |
False |
73,654 |
| 10 |
90.18 |
81.53 |
8.65 |
10.0% |
2.69 |
3.1% |
60% |
False |
False |
69,600 |
| 20 |
90.18 |
76.61 |
13.57 |
15.6% |
3.48 |
4.0% |
75% |
False |
False |
65,961 |
| 40 |
101.39 |
76.61 |
24.78 |
28.6% |
3.20 |
3.7% |
41% |
False |
False |
49,754 |
| 60 |
103.57 |
76.61 |
26.96 |
31.1% |
3.01 |
3.5% |
38% |
False |
False |
41,050 |
| 80 |
104.85 |
76.61 |
28.24 |
32.6% |
2.91 |
3.3% |
36% |
False |
False |
33,647 |
| 100 |
115.57 |
76.61 |
38.96 |
44.9% |
2.96 |
3.4% |
26% |
False |
False |
28,535 |
| 120 |
115.57 |
76.61 |
38.96 |
44.9% |
2.77 |
3.2% |
26% |
False |
False |
25,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.52 |
|
2.618 |
98.67 |
|
1.618 |
95.09 |
|
1.000 |
92.88 |
|
0.618 |
91.51 |
|
HIGH |
89.30 |
|
0.618 |
87.93 |
|
0.500 |
87.51 |
|
0.382 |
87.09 |
|
LOW |
85.72 |
|
0.618 |
83.51 |
|
1.000 |
82.14 |
|
1.618 |
79.93 |
|
2.618 |
76.35 |
|
4.250 |
70.51 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.51 |
87.95 |
| PP |
87.25 |
87.55 |
| S1 |
87.00 |
87.14 |
|