NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
86.55 |
88.54 |
1.99 |
2.3% |
86.40 |
| High |
89.04 |
88.80 |
-0.24 |
-0.3% |
88.45 |
| Low |
85.47 |
86.60 |
1.13 |
1.3% |
77.12 |
| Close |
88.85 |
87.56 |
-1.29 |
-1.5% |
86.44 |
| Range |
3.57 |
2.20 |
-1.37 |
-38.4% |
11.33 |
| ATR |
3.68 |
3.58 |
-0.10 |
-2.8% |
0.00 |
| Volume |
63,954 |
60,262 |
-3,692 |
-5.8% |
511,961 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.25 |
93.11 |
88.77 |
|
| R3 |
92.05 |
90.91 |
88.17 |
|
| R2 |
89.85 |
89.85 |
87.96 |
|
| R1 |
88.71 |
88.71 |
87.76 |
88.18 |
| PP |
87.65 |
87.65 |
87.65 |
87.39 |
| S1 |
86.51 |
86.51 |
87.36 |
85.98 |
| S2 |
85.45 |
85.45 |
87.16 |
|
| S3 |
83.25 |
84.31 |
86.96 |
|
| S4 |
81.05 |
82.11 |
86.35 |
|
|
| 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 |
80.80 |
8.24 |
9.4% |
3.47 |
4.0% |
82% |
False |
False |
89,342 |
| 10 |
94.97 |
77.12 |
17.85 |
20.4% |
4.35 |
5.0% |
58% |
False |
False |
87,298 |
| 20 |
101.83 |
77.12 |
24.71 |
28.2% |
3.41 |
3.9% |
42% |
False |
False |
67,532 |
| 40 |
101.83 |
77.12 |
24.71 |
28.2% |
3.03 |
3.5% |
42% |
False |
False |
61,777 |
| 60 |
105.14 |
77.12 |
28.02 |
32.0% |
2.93 |
3.3% |
37% |
False |
False |
59,692 |
| 80 |
115.50 |
77.12 |
38.38 |
43.8% |
3.18 |
3.6% |
27% |
False |
False |
56,863 |
| 100 |
115.50 |
77.12 |
38.38 |
43.8% |
2.99 |
3.4% |
27% |
False |
False |
53,808 |
| 120 |
115.50 |
77.12 |
38.38 |
43.8% |
2.95 |
3.4% |
27% |
False |
False |
53,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.15 |
|
2.618 |
94.56 |
|
1.618 |
92.36 |
|
1.000 |
91.00 |
|
0.618 |
90.16 |
|
HIGH |
88.80 |
|
0.618 |
87.96 |
|
0.500 |
87.70 |
|
0.382 |
87.44 |
|
LOW |
86.60 |
|
0.618 |
85.24 |
|
1.000 |
84.40 |
|
1.618 |
83.04 |
|
2.618 |
80.84 |
|
4.250 |
77.25 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.70 |
87.40 |
| PP |
87.65 |
87.23 |
| S1 |
87.61 |
87.07 |
|