NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
82.95 |
86.76 |
3.81 |
4.6% |
86.40 |
| High |
87.00 |
88.45 |
1.45 |
1.7% |
88.45 |
| Low |
82.30 |
85.10 |
2.80 |
3.4% |
77.12 |
| Close |
86.82 |
86.44 |
-0.38 |
-0.4% |
86.44 |
| Range |
4.70 |
3.35 |
-1.35 |
-28.7% |
11.33 |
| ATR |
3.72 |
3.69 |
-0.03 |
-0.7% |
0.00 |
| Volume |
115,512 |
100,709 |
-14,803 |
-12.8% |
511,961 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.71 |
94.93 |
88.28 |
|
| R3 |
93.36 |
91.58 |
87.36 |
|
| R2 |
90.01 |
90.01 |
87.05 |
|
| R1 |
88.23 |
88.23 |
86.75 |
87.45 |
| PP |
86.66 |
86.66 |
86.66 |
86.27 |
| S1 |
84.88 |
84.88 |
86.13 |
84.10 |
| S2 |
83.31 |
83.31 |
85.83 |
|
| S3 |
79.96 |
81.53 |
85.52 |
|
| S4 |
76.61 |
78.18 |
84.60 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.99 |
113.55 |
92.67 |
|
| R3 |
106.66 |
102.22 |
89.56 |
|
| R2 |
95.33 |
95.33 |
88.52 |
|
| R1 |
90.89 |
90.89 |
87.48 |
93.11 |
| PP |
84.00 |
84.00 |
84.00 |
85.12 |
| S1 |
79.56 |
79.56 |
85.40 |
81.78 |
| S2 |
72.67 |
72.67 |
84.36 |
|
| S3 |
61.34 |
68.23 |
83.32 |
|
| S4 |
50.01 |
56.90 |
80.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.45 |
77.12 |
11.33 |
13.1% |
4.74 |
5.5% |
82% |
True |
False |
102,392 |
| 10 |
99.77 |
77.12 |
22.65 |
26.2% |
4.53 |
5.2% |
41% |
False |
False |
85,121 |
| 20 |
101.83 |
77.12 |
24.71 |
28.6% |
3.40 |
3.9% |
38% |
False |
False |
65,431 |
| 40 |
101.83 |
77.12 |
24.71 |
28.6% |
3.03 |
3.5% |
38% |
False |
False |
61,493 |
| 60 |
105.14 |
77.12 |
28.02 |
32.4% |
2.94 |
3.4% |
33% |
False |
False |
59,126 |
| 80 |
115.50 |
77.12 |
38.38 |
44.4% |
3.16 |
3.7% |
24% |
False |
False |
56,295 |
| 100 |
115.50 |
77.12 |
38.38 |
44.4% |
2.96 |
3.4% |
24% |
False |
False |
53,357 |
| 120 |
115.50 |
77.12 |
38.38 |
44.4% |
2.98 |
3.4% |
24% |
False |
False |
54,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.69 |
|
2.618 |
97.22 |
|
1.618 |
93.87 |
|
1.000 |
91.80 |
|
0.618 |
90.52 |
|
HIGH |
88.45 |
|
0.618 |
87.17 |
|
0.500 |
86.78 |
|
0.382 |
86.38 |
|
LOW |
85.10 |
|
0.618 |
83.03 |
|
1.000 |
81.75 |
|
1.618 |
79.68 |
|
2.618 |
76.33 |
|
4.250 |
70.86 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.78 |
85.84 |
| PP |
86.66 |
85.23 |
| S1 |
86.55 |
84.63 |
|