NYMEX Light Sweet Crude Oil Future March 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 |
88.97 |
90.47 |
1.50 |
1.7% |
84.32 |
| High |
90.52 |
91.00 |
0.48 |
0.5% |
88.56 |
| Low |
88.75 |
89.39 |
0.64 |
0.7% |
83.33 |
| Close |
90.47 |
90.35 |
-0.12 |
-0.1% |
87.28 |
| Range |
1.77 |
1.61 |
-0.16 |
-9.0% |
5.23 |
| ATR |
2.86 |
2.77 |
-0.09 |
-3.1% |
0.00 |
| Volume |
5,868 |
12,921 |
7,053 |
120.2% |
41,397 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.08 |
94.32 |
91.24 |
|
| R3 |
93.47 |
92.71 |
90.79 |
|
| R2 |
91.86 |
91.86 |
90.65 |
|
| R1 |
91.10 |
91.10 |
90.50 |
90.68 |
| PP |
90.25 |
90.25 |
90.25 |
90.03 |
| S1 |
89.49 |
89.49 |
90.20 |
89.07 |
| S2 |
88.64 |
88.64 |
90.05 |
|
| S3 |
87.03 |
87.88 |
89.91 |
|
| S4 |
85.42 |
86.27 |
89.46 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.08 |
99.91 |
90.16 |
|
| R3 |
96.85 |
94.68 |
88.72 |
|
| R2 |
91.62 |
91.62 |
88.24 |
|
| R1 |
89.45 |
89.45 |
87.76 |
90.54 |
| PP |
86.39 |
86.39 |
86.39 |
86.93 |
| S1 |
84.22 |
84.22 |
86.80 |
85.31 |
| S2 |
81.16 |
81.16 |
86.32 |
|
| S3 |
75.93 |
78.99 |
85.84 |
|
| S4 |
70.70 |
73.76 |
84.40 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.84 |
|
2.618 |
95.21 |
|
1.618 |
93.60 |
|
1.000 |
92.61 |
|
0.618 |
91.99 |
|
HIGH |
91.00 |
|
0.618 |
90.38 |
|
0.500 |
90.20 |
|
0.382 |
90.01 |
|
LOW |
89.39 |
|
0.618 |
88.40 |
|
1.000 |
87.78 |
|
1.618 |
86.79 |
|
2.618 |
85.18 |
|
4.250 |
82.55 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.30 |
89.95 |
| PP |
90.25 |
89.54 |
| S1 |
90.20 |
89.14 |
|