NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
87.11 |
83.74 |
-3.37 |
-3.9% |
99.92 |
| High |
87.66 |
86.00 |
-1.66 |
-1.9% |
100.27 |
| Low |
83.94 |
79.91 |
-4.03 |
-4.8% |
86.43 |
| Close |
84.77 |
82.55 |
-2.22 |
-2.6% |
90.24 |
| Range |
3.72 |
6.09 |
2.37 |
63.7% |
13.84 |
| ATR |
2.64 |
2.89 |
0.25 |
9.3% |
0.00 |
| Volume |
5,850 |
5,489 |
-361 |
-6.2% |
19,224 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.09 |
97.91 |
85.90 |
|
| R3 |
95.00 |
91.82 |
84.22 |
|
| R2 |
88.91 |
88.91 |
83.67 |
|
| R1 |
85.73 |
85.73 |
83.11 |
84.28 |
| PP |
82.82 |
82.82 |
82.82 |
82.09 |
| S1 |
79.64 |
79.64 |
81.99 |
78.19 |
| S2 |
76.73 |
76.73 |
81.43 |
|
| S3 |
70.64 |
73.55 |
80.88 |
|
| S4 |
64.55 |
67.46 |
79.20 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.83 |
125.88 |
97.85 |
|
| R3 |
119.99 |
112.04 |
94.05 |
|
| R2 |
106.15 |
106.15 |
92.78 |
|
| R1 |
98.20 |
98.20 |
91.51 |
95.26 |
| PP |
92.31 |
92.31 |
92.31 |
90.84 |
| S1 |
84.36 |
84.36 |
88.97 |
81.42 |
| S2 |
78.47 |
78.47 |
87.70 |
|
| S3 |
64.63 |
70.52 |
86.43 |
|
| S4 |
50.79 |
56.68 |
82.63 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.88 |
|
2.618 |
101.94 |
|
1.618 |
95.85 |
|
1.000 |
92.09 |
|
0.618 |
89.76 |
|
HIGH |
86.00 |
|
0.618 |
83.67 |
|
0.500 |
82.96 |
|
0.382 |
82.24 |
|
LOW |
79.91 |
|
0.618 |
76.15 |
|
1.000 |
73.82 |
|
1.618 |
70.06 |
|
2.618 |
63.97 |
|
4.250 |
54.03 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
82.96 |
85.40 |
| PP |
82.82 |
84.45 |
| S1 |
82.69 |
83.50 |
|