NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
82.49 |
83.53 |
1.04 |
1.3% |
97.69 |
| High |
84.35 |
84.35 |
0.00 |
0.0% |
99.77 |
| Low |
77.12 |
80.80 |
3.68 |
4.8% |
84.29 |
| Close |
80.61 |
84.14 |
3.53 |
4.4% |
88.29 |
| Range |
7.23 |
3.55 |
-3.68 |
-50.9% |
15.48 |
| ATR |
3.63 |
3.64 |
0.01 |
0.2% |
0.00 |
| Volume |
87,962 |
106,274 |
18,312 |
20.8% |
339,250 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.75 |
92.49 |
86.09 |
|
| R3 |
90.20 |
88.94 |
85.12 |
|
| R2 |
86.65 |
86.65 |
84.79 |
|
| R1 |
85.39 |
85.39 |
84.47 |
86.02 |
| PP |
83.10 |
83.10 |
83.10 |
83.41 |
| S1 |
81.84 |
81.84 |
83.81 |
82.47 |
| S2 |
79.55 |
79.55 |
83.49 |
|
| S3 |
76.00 |
78.29 |
83.16 |
|
| S4 |
72.45 |
74.74 |
82.19 |
|
|
| 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 |
93.79 |
77.12 |
16.67 |
19.8% |
5.45 |
6.5% |
42% |
False |
False |
95,351 |
| 10 |
99.77 |
77.12 |
22.65 |
26.9% |
4.12 |
4.9% |
31% |
False |
False |
71,942 |
| 20 |
101.83 |
77.12 |
24.71 |
29.4% |
3.31 |
3.9% |
28% |
False |
False |
60,653 |
| 40 |
101.83 |
77.12 |
24.71 |
29.4% |
3.01 |
3.6% |
28% |
False |
False |
59,166 |
| 60 |
105.14 |
77.12 |
28.02 |
33.3% |
2.90 |
3.4% |
25% |
False |
False |
57,134 |
| 80 |
115.50 |
77.12 |
38.38 |
45.6% |
3.13 |
3.7% |
18% |
False |
False |
54,451 |
| 100 |
115.50 |
77.12 |
38.38 |
45.6% |
2.92 |
3.5% |
18% |
False |
False |
51,905 |
| 120 |
115.50 |
77.12 |
38.38 |
45.6% |
2.97 |
3.5% |
18% |
False |
False |
53,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.44 |
|
2.618 |
93.64 |
|
1.618 |
90.09 |
|
1.000 |
87.90 |
|
0.618 |
86.54 |
|
HIGH |
84.35 |
|
0.618 |
82.99 |
|
0.500 |
82.58 |
|
0.382 |
82.16 |
|
LOW |
80.80 |
|
0.618 |
78.61 |
|
1.000 |
77.25 |
|
1.618 |
75.06 |
|
2.618 |
71.51 |
|
4.250 |
65.71 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
83.62 |
83.36 |
| PP |
83.10 |
82.57 |
| S1 |
82.58 |
81.79 |
|