NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
86.20 |
88.20 |
2.00 |
2.3% |
83.15 |
| High |
88.22 |
89.80 |
1.58 |
1.8% |
87.34 |
| Low |
85.85 |
87.09 |
1.24 |
1.4% |
81.93 |
| Close |
87.87 |
89.50 |
1.63 |
1.9% |
86.06 |
| Range |
2.37 |
2.71 |
0.34 |
14.3% |
5.41 |
| ATR |
3.40 |
3.35 |
-0.05 |
-1.4% |
0.00 |
| Volume |
50,415 |
98,794 |
48,379 |
96.0% |
372,677 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.93 |
95.92 |
90.99 |
|
| R3 |
94.22 |
93.21 |
90.25 |
|
| R2 |
91.51 |
91.51 |
90.00 |
|
| R1 |
90.50 |
90.50 |
89.75 |
91.01 |
| PP |
88.80 |
88.80 |
88.80 |
89.05 |
| S1 |
87.79 |
87.79 |
89.25 |
88.30 |
| S2 |
86.09 |
86.09 |
89.00 |
|
| S3 |
83.38 |
85.08 |
88.75 |
|
| S4 |
80.67 |
82.37 |
88.01 |
|
|
| 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 |
89.80 |
83.72 |
6.08 |
6.8% |
2.63 |
2.9% |
95% |
True |
False |
73,879 |
| 10 |
89.81 |
80.15 |
9.66 |
10.8% |
3.25 |
3.6% |
97% |
False |
False |
75,974 |
| 20 |
94.97 |
77.12 |
17.85 |
19.9% |
3.80 |
4.2% |
69% |
False |
False |
81,636 |
| 40 |
101.83 |
77.12 |
24.71 |
27.6% |
3.22 |
3.6% |
50% |
False |
False |
66,073 |
| 60 |
104.20 |
77.12 |
27.08 |
30.3% |
3.04 |
3.4% |
46% |
False |
False |
64,102 |
| 80 |
106.14 |
77.12 |
29.02 |
32.4% |
3.10 |
3.5% |
43% |
False |
False |
61,201 |
| 100 |
115.50 |
77.12 |
38.38 |
42.9% |
3.16 |
3.5% |
32% |
False |
False |
57,733 |
| 120 |
115.50 |
77.12 |
38.38 |
42.9% |
3.01 |
3.4% |
32% |
False |
False |
54,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.32 |
|
2.618 |
96.89 |
|
1.618 |
94.18 |
|
1.000 |
92.51 |
|
0.618 |
91.47 |
|
HIGH |
89.80 |
|
0.618 |
88.76 |
|
0.500 |
88.45 |
|
0.382 |
88.13 |
|
LOW |
87.09 |
|
0.618 |
85.42 |
|
1.000 |
84.38 |
|
1.618 |
82.71 |
|
2.618 |
80.00 |
|
4.250 |
75.57 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
89.15 |
88.59 |
| PP |
88.80 |
87.67 |
| S1 |
88.45 |
86.76 |
|