NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
86.40 |
86.02 |
-0.38 |
-0.4% |
86.55 |
| High |
87.28 |
87.34 |
0.06 |
0.1% |
89.81 |
| Low |
85.29 |
83.84 |
-1.45 |
-1.7% |
80.15 |
| Close |
85.94 |
86.02 |
0.08 |
0.1% |
83.17 |
| Range |
1.99 |
3.50 |
1.51 |
75.9% |
9.66 |
| ATR |
3.55 |
3.54 |
0.00 |
-0.1% |
0.00 |
| Volume |
65,138 |
69,946 |
4,808 |
7.4% |
362,074 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.23 |
94.63 |
87.95 |
|
| R3 |
92.73 |
91.13 |
86.98 |
|
| R2 |
89.23 |
89.23 |
86.66 |
|
| R1 |
87.63 |
87.63 |
86.34 |
87.77 |
| PP |
85.73 |
85.73 |
85.73 |
85.81 |
| S1 |
84.13 |
84.13 |
85.70 |
84.27 |
| S2 |
82.23 |
82.23 |
85.38 |
|
| S3 |
78.73 |
80.63 |
85.06 |
|
| S4 |
75.23 |
77.13 |
84.10 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.36 |
107.92 |
88.48 |
|
| R3 |
103.70 |
98.26 |
85.83 |
|
| R2 |
94.04 |
94.04 |
84.94 |
|
| R1 |
88.60 |
88.60 |
84.06 |
86.49 |
| PP |
84.38 |
84.38 |
84.38 |
83.32 |
| S1 |
78.94 |
78.94 |
82.28 |
76.83 |
| S2 |
74.72 |
74.72 |
81.40 |
|
| S3 |
65.06 |
69.28 |
80.51 |
|
| S4 |
55.40 |
59.62 |
77.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.34 |
80.15 |
7.19 |
8.4% |
3.25 |
3.8% |
82% |
True |
False |
77,439 |
| 10 |
89.81 |
80.15 |
9.66 |
11.2% |
3.39 |
3.9% |
61% |
False |
False |
75,035 |
| 20 |
99.77 |
77.12 |
22.65 |
26.3% |
3.92 |
4.6% |
39% |
False |
False |
77,074 |
| 40 |
101.83 |
77.12 |
24.71 |
28.7% |
3.19 |
3.7% |
36% |
False |
False |
63,921 |
| 60 |
104.20 |
77.12 |
27.08 |
31.5% |
3.02 |
3.5% |
33% |
False |
False |
63,055 |
| 80 |
112.16 |
77.12 |
35.04 |
40.7% |
3.28 |
3.8% |
25% |
False |
False |
60,461 |
| 100 |
115.50 |
77.12 |
38.38 |
44.6% |
3.12 |
3.6% |
23% |
False |
False |
56,464 |
| 120 |
115.50 |
77.12 |
38.38 |
44.6% |
3.01 |
3.5% |
23% |
False |
False |
54,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.22 |
|
2.618 |
96.50 |
|
1.618 |
93.00 |
|
1.000 |
90.84 |
|
0.618 |
89.50 |
|
HIGH |
87.34 |
|
0.618 |
86.00 |
|
0.500 |
85.59 |
|
0.382 |
85.18 |
|
LOW |
83.84 |
|
0.618 |
81.68 |
|
1.000 |
80.34 |
|
1.618 |
78.18 |
|
2.618 |
74.68 |
|
4.250 |
68.97 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.88 |
85.88 |
| PP |
85.73 |
85.73 |
| S1 |
85.59 |
85.59 |
|