NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
86.76 |
86.55 |
-0.21 |
-0.2% |
86.40 |
| High |
88.45 |
89.04 |
0.59 |
0.7% |
88.45 |
| Low |
85.10 |
85.47 |
0.37 |
0.4% |
77.12 |
| Close |
86.44 |
88.85 |
2.41 |
2.8% |
86.44 |
| Range |
3.35 |
3.57 |
0.22 |
6.6% |
11.33 |
| ATR |
3.69 |
3.68 |
-0.01 |
-0.2% |
0.00 |
| Volume |
100,709 |
63,954 |
-36,755 |
-36.5% |
511,961 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.50 |
97.24 |
90.81 |
|
| R3 |
94.93 |
93.67 |
89.83 |
|
| R2 |
91.36 |
91.36 |
89.50 |
|
| R1 |
90.10 |
90.10 |
89.18 |
90.73 |
| PP |
87.79 |
87.79 |
87.79 |
88.10 |
| S1 |
86.53 |
86.53 |
88.52 |
87.16 |
| S2 |
84.22 |
84.22 |
88.20 |
|
| S3 |
80.65 |
82.96 |
87.87 |
|
| S4 |
77.08 |
79.39 |
86.89 |
|
|
| 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 |
89.04 |
77.12 |
11.92 |
13.4% |
4.48 |
5.0% |
98% |
True |
False |
94,882 |
| 10 |
96.98 |
77.12 |
19.86 |
22.4% |
4.39 |
4.9% |
59% |
False |
False |
87,421 |
| 20 |
101.83 |
77.12 |
24.71 |
27.8% |
3.43 |
3.9% |
47% |
False |
False |
66,570 |
| 40 |
101.83 |
77.12 |
24.71 |
27.8% |
3.04 |
3.4% |
47% |
False |
False |
61,911 |
| 60 |
105.14 |
77.12 |
28.02 |
31.5% |
2.96 |
3.3% |
42% |
False |
False |
59,275 |
| 80 |
115.50 |
77.12 |
38.38 |
43.2% |
3.17 |
3.6% |
31% |
False |
False |
56,649 |
| 100 |
115.50 |
77.12 |
38.38 |
43.2% |
2.98 |
3.4% |
31% |
False |
False |
53,659 |
| 120 |
115.50 |
77.12 |
38.38 |
43.2% |
2.98 |
3.4% |
31% |
False |
False |
54,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.21 |
|
2.618 |
98.39 |
|
1.618 |
94.82 |
|
1.000 |
92.61 |
|
0.618 |
91.25 |
|
HIGH |
89.04 |
|
0.618 |
87.68 |
|
0.500 |
87.26 |
|
0.382 |
86.83 |
|
LOW |
85.47 |
|
0.618 |
83.26 |
|
1.000 |
81.90 |
|
1.618 |
79.69 |
|
2.618 |
76.12 |
|
4.250 |
70.30 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.32 |
87.79 |
| PP |
87.79 |
86.73 |
| S1 |
87.26 |
85.67 |
|