NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
86.02 |
85.76 |
-0.26 |
-0.3% |
83.15 |
| High |
87.34 |
86.31 |
-1.03 |
-1.2% |
87.34 |
| Low |
83.84 |
83.72 |
-0.12 |
-0.1% |
81.93 |
| Close |
86.02 |
86.06 |
0.04 |
0.0% |
86.06 |
| Range |
3.50 |
2.59 |
-0.91 |
-26.0% |
5.41 |
| ATR |
3.54 |
3.47 |
-0.07 |
-1.9% |
0.00 |
| Volume |
69,946 |
85,104 |
15,158 |
21.7% |
372,677 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.13 |
92.19 |
87.48 |
|
| R3 |
90.54 |
89.60 |
86.77 |
|
| R2 |
87.95 |
87.95 |
86.53 |
|
| R1 |
87.01 |
87.01 |
86.30 |
87.48 |
| PP |
85.36 |
85.36 |
85.36 |
85.60 |
| S1 |
84.42 |
84.42 |
85.82 |
84.89 |
| S2 |
82.77 |
82.77 |
85.59 |
|
| S3 |
80.18 |
81.83 |
85.35 |
|
| S4 |
77.59 |
79.24 |
84.64 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.34 |
99.11 |
89.04 |
|
| R3 |
95.93 |
93.70 |
87.55 |
|
| R2 |
90.52 |
90.52 |
87.05 |
|
| R1 |
88.29 |
88.29 |
86.56 |
89.41 |
| PP |
85.11 |
85.11 |
85.11 |
85.67 |
| S1 |
82.88 |
82.88 |
85.56 |
84.00 |
| S2 |
79.70 |
79.70 |
85.07 |
|
| S3 |
74.29 |
77.47 |
84.57 |
|
| S4 |
68.88 |
72.06 |
83.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.34 |
81.93 |
5.41 |
6.3% |
2.89 |
3.4% |
76% |
False |
False |
74,535 |
| 10 |
89.81 |
80.15 |
9.66 |
11.2% |
3.32 |
3.9% |
61% |
False |
False |
73,475 |
| 20 |
99.77 |
77.12 |
22.65 |
26.3% |
3.93 |
4.6% |
39% |
False |
False |
79,298 |
| 40 |
101.83 |
77.12 |
24.71 |
28.7% |
3.21 |
3.7% |
36% |
False |
False |
64,795 |
| 60 |
104.20 |
77.12 |
27.08 |
31.5% |
3.03 |
3.5% |
33% |
False |
False |
63,627 |
| 80 |
110.42 |
77.12 |
33.30 |
38.7% |
3.28 |
3.8% |
27% |
False |
False |
61,052 |
| 100 |
115.50 |
77.12 |
38.38 |
44.6% |
3.14 |
3.6% |
23% |
False |
False |
56,980 |
| 120 |
115.50 |
77.12 |
38.38 |
44.6% |
3.02 |
3.5% |
23% |
False |
False |
54,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.32 |
|
2.618 |
93.09 |
|
1.618 |
90.50 |
|
1.000 |
88.90 |
|
0.618 |
87.91 |
|
HIGH |
86.31 |
|
0.618 |
85.32 |
|
0.500 |
85.02 |
|
0.382 |
84.71 |
|
LOW |
83.72 |
|
0.618 |
82.12 |
|
1.000 |
81.13 |
|
1.618 |
79.53 |
|
2.618 |
76.94 |
|
4.250 |
72.71 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.71 |
85.88 |
| PP |
85.36 |
85.71 |
| S1 |
85.02 |
85.53 |
|