NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
88.20 |
90.13 |
1.93 |
2.2% |
84.35 |
| High |
90.30 |
90.70 |
0.40 |
0.4% |
88.12 |
| Low |
87.95 |
89.10 |
1.15 |
1.3% |
83.65 |
| Close |
90.14 |
90.13 |
-0.01 |
0.0% |
86.86 |
| Range |
2.35 |
1.60 |
-0.75 |
-31.9% |
4.47 |
| ATR |
2.94 |
2.85 |
-0.10 |
-3.3% |
0.00 |
| Volume |
4,422 |
10,023 |
5,601 |
126.7% |
34,954 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.78 |
94.05 |
91.01 |
|
| R3 |
93.18 |
92.45 |
90.57 |
|
| R2 |
91.58 |
91.58 |
90.42 |
|
| R1 |
90.85 |
90.85 |
90.28 |
90.93 |
| PP |
89.98 |
89.98 |
89.98 |
90.02 |
| S1 |
89.25 |
89.25 |
89.98 |
89.33 |
| S2 |
88.38 |
88.38 |
89.84 |
|
| S3 |
86.78 |
87.65 |
89.69 |
|
| S4 |
85.18 |
86.05 |
89.25 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.62 |
97.71 |
89.32 |
|
| R3 |
95.15 |
93.24 |
88.09 |
|
| R2 |
90.68 |
90.68 |
87.68 |
|
| R1 |
88.77 |
88.77 |
87.27 |
89.73 |
| PP |
86.21 |
86.21 |
86.21 |
86.69 |
| S1 |
84.30 |
84.30 |
86.45 |
85.26 |
| S2 |
81.74 |
81.74 |
86.04 |
|
| S3 |
77.27 |
79.83 |
85.63 |
|
| S4 |
72.80 |
75.36 |
84.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.70 |
84.75 |
5.95 |
6.6% |
2.33 |
2.6% |
90% |
True |
False |
6,479 |
| 10 |
90.70 |
81.69 |
9.01 |
10.0% |
2.75 |
3.1% |
94% |
True |
False |
7,014 |
| 20 |
94.50 |
78.59 |
15.91 |
17.7% |
3.24 |
3.6% |
73% |
False |
False |
7,892 |
| 40 |
102.42 |
78.59 |
23.83 |
26.4% |
2.80 |
3.1% |
48% |
False |
False |
6,588 |
| 60 |
104.37 |
78.59 |
25.78 |
28.6% |
2.54 |
2.8% |
45% |
False |
False |
6,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.50 |
|
2.618 |
94.89 |
|
1.618 |
93.29 |
|
1.000 |
92.30 |
|
0.618 |
91.69 |
|
HIGH |
90.70 |
|
0.618 |
90.09 |
|
0.500 |
89.90 |
|
0.382 |
89.71 |
|
LOW |
89.10 |
|
0.618 |
88.11 |
|
1.000 |
87.50 |
|
1.618 |
86.51 |
|
2.618 |
84.91 |
|
4.250 |
82.30 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.05 |
89.68 |
| PP |
89.98 |
89.23 |
| S1 |
89.90 |
88.78 |
|