NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
86.40 |
82.49 |
-3.91 |
-4.5% |
97.69 |
| High |
86.45 |
84.35 |
-2.10 |
-2.4% |
99.77 |
| Low |
81.60 |
77.12 |
-4.48 |
-5.5% |
84.29 |
| Close |
82.70 |
80.61 |
-2.09 |
-2.5% |
88.29 |
| Range |
4.85 |
7.23 |
2.38 |
49.1% |
15.48 |
| ATR |
3.36 |
3.63 |
0.28 |
8.2% |
0.00 |
| Volume |
101,504 |
87,962 |
-13,542 |
-13.3% |
339,250 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.38 |
98.73 |
84.59 |
|
| R3 |
95.15 |
91.50 |
82.60 |
|
| R2 |
87.92 |
87.92 |
81.94 |
|
| R1 |
84.27 |
84.27 |
81.27 |
82.48 |
| PP |
80.69 |
80.69 |
80.69 |
79.80 |
| S1 |
77.04 |
77.04 |
79.95 |
75.25 |
| S2 |
73.46 |
73.46 |
79.28 |
|
| S3 |
66.23 |
69.81 |
78.62 |
|
| S4 |
59.00 |
62.58 |
76.63 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.22 |
128.24 |
96.80 |
|
| R3 |
121.74 |
112.76 |
92.55 |
|
| R2 |
106.26 |
106.26 |
91.13 |
|
| R1 |
97.28 |
97.28 |
89.71 |
94.03 |
| PP |
90.78 |
90.78 |
90.78 |
89.16 |
| S1 |
81.80 |
81.80 |
86.87 |
78.55 |
| S2 |
75.30 |
75.30 |
85.45 |
|
| S3 |
59.82 |
66.32 |
84.03 |
|
| S4 |
44.34 |
50.84 |
79.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.97 |
77.12 |
17.85 |
22.1% |
5.23 |
6.5% |
20% |
False |
True |
85,253 |
| 10 |
100.80 |
77.12 |
23.68 |
29.4% |
3.98 |
4.9% |
15% |
False |
True |
66,720 |
| 20 |
101.83 |
77.12 |
24.71 |
30.7% |
3.27 |
4.1% |
14% |
False |
True |
58,359 |
| 40 |
101.83 |
77.12 |
24.71 |
30.7% |
2.98 |
3.7% |
14% |
False |
True |
58,244 |
| 60 |
105.14 |
77.12 |
28.02 |
34.8% |
2.89 |
3.6% |
12% |
False |
True |
55,954 |
| 80 |
115.50 |
77.12 |
38.38 |
47.6% |
3.12 |
3.9% |
9% |
False |
True |
53,846 |
| 100 |
115.50 |
77.12 |
38.38 |
47.6% |
2.92 |
3.6% |
9% |
False |
True |
51,159 |
| 120 |
115.50 |
77.12 |
38.38 |
47.6% |
2.96 |
3.7% |
9% |
False |
True |
53,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.08 |
|
2.618 |
103.28 |
|
1.618 |
96.05 |
|
1.000 |
91.58 |
|
0.618 |
88.82 |
|
HIGH |
84.35 |
|
0.618 |
81.59 |
|
0.500 |
80.74 |
|
0.382 |
79.88 |
|
LOW |
77.12 |
|
0.618 |
72.65 |
|
1.000 |
69.89 |
|
1.618 |
65.42 |
|
2.618 |
58.19 |
|
4.250 |
46.39 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
80.74 |
83.36 |
| PP |
80.69 |
82.44 |
| S1 |
80.65 |
81.53 |
|