NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
85.76 |
86.20 |
0.44 |
0.5% |
83.15 |
| High |
86.31 |
88.22 |
1.91 |
2.2% |
87.34 |
| Low |
83.72 |
85.85 |
2.13 |
2.5% |
81.93 |
| Close |
86.06 |
87.87 |
1.81 |
2.1% |
86.06 |
| Range |
2.59 |
2.37 |
-0.22 |
-8.5% |
5.41 |
| ATR |
3.47 |
3.40 |
-0.08 |
-2.3% |
0.00 |
| Volume |
85,104 |
50,415 |
-34,689 |
-40.8% |
372,677 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.42 |
93.52 |
89.17 |
|
| R3 |
92.05 |
91.15 |
88.52 |
|
| R2 |
89.68 |
89.68 |
88.30 |
|
| R1 |
88.78 |
88.78 |
88.09 |
89.23 |
| PP |
87.31 |
87.31 |
87.31 |
87.54 |
| S1 |
86.41 |
86.41 |
87.65 |
86.86 |
| S2 |
84.94 |
84.94 |
87.44 |
|
| S3 |
82.57 |
84.04 |
87.22 |
|
| S4 |
80.20 |
81.67 |
86.57 |
|
|
| 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 |
88.22 |
83.72 |
4.50 |
5.1% |
2.67 |
3.0% |
92% |
True |
False |
67,679 |
| 10 |
89.81 |
80.15 |
9.66 |
11.0% |
3.20 |
3.6% |
80% |
False |
False |
72,121 |
| 20 |
96.98 |
77.12 |
19.86 |
22.6% |
3.80 |
4.3% |
54% |
False |
False |
79,771 |
| 40 |
101.83 |
77.12 |
24.71 |
28.1% |
3.23 |
3.7% |
44% |
False |
False |
64,887 |
| 60 |
104.20 |
77.12 |
27.08 |
30.8% |
3.02 |
3.4% |
40% |
False |
False |
63,419 |
| 80 |
106.14 |
77.12 |
29.02 |
33.0% |
3.17 |
3.6% |
37% |
False |
False |
61,128 |
| 100 |
115.50 |
77.12 |
38.38 |
43.7% |
3.15 |
3.6% |
28% |
False |
False |
57,073 |
| 120 |
115.50 |
77.12 |
38.38 |
43.7% |
3.02 |
3.4% |
28% |
False |
False |
54,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.29 |
|
2.618 |
94.42 |
|
1.618 |
92.05 |
|
1.000 |
90.59 |
|
0.618 |
89.68 |
|
HIGH |
88.22 |
|
0.618 |
87.31 |
|
0.500 |
87.04 |
|
0.382 |
86.76 |
|
LOW |
85.85 |
|
0.618 |
84.39 |
|
1.000 |
83.48 |
|
1.618 |
82.02 |
|
2.618 |
79.65 |
|
4.250 |
75.78 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.59 |
87.24 |
| PP |
87.31 |
86.60 |
| S1 |
87.04 |
85.97 |
|