NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
89.42 |
89.47 |
0.05 |
0.1% |
87.11 |
| High |
89.42 |
90.37 |
0.95 |
1.1% |
89.42 |
| Low |
87.79 |
89.34 |
1.55 |
1.8% |
79.91 |
| Close |
88.00 |
90.34 |
2.34 |
2.7% |
88.00 |
| Range |
1.63 |
1.03 |
-0.60 |
-36.8% |
9.51 |
| ATR |
2.87 |
2.84 |
-0.04 |
-1.2% |
0.00 |
| Volume |
9,919 |
5,386 |
-4,533 |
-45.7% |
31,916 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.11 |
92.75 |
90.91 |
|
| R3 |
92.08 |
91.72 |
90.62 |
|
| R2 |
91.05 |
91.05 |
90.53 |
|
| R1 |
90.69 |
90.69 |
90.43 |
90.87 |
| PP |
90.02 |
90.02 |
90.02 |
90.11 |
| S1 |
89.66 |
89.66 |
90.25 |
89.84 |
| S2 |
88.99 |
88.99 |
90.15 |
|
| S3 |
87.96 |
88.63 |
90.06 |
|
| S4 |
86.93 |
87.60 |
89.77 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.31 |
110.66 |
93.23 |
|
| R3 |
104.80 |
101.15 |
90.62 |
|
| R2 |
95.29 |
95.29 |
89.74 |
|
| R1 |
91.64 |
91.64 |
88.87 |
93.47 |
| PP |
85.78 |
85.78 |
85.78 |
86.69 |
| S1 |
82.13 |
82.13 |
87.13 |
83.96 |
| S2 |
76.27 |
76.27 |
86.26 |
|
| S3 |
66.76 |
72.62 |
85.38 |
|
| S4 |
57.25 |
63.11 |
82.77 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.75 |
|
2.618 |
93.07 |
|
1.618 |
92.04 |
|
1.000 |
91.40 |
|
0.618 |
91.01 |
|
HIGH |
90.37 |
|
0.618 |
89.98 |
|
0.500 |
89.86 |
|
0.382 |
89.73 |
|
LOW |
89.34 |
|
0.618 |
88.70 |
|
1.000 |
88.31 |
|
1.618 |
87.67 |
|
2.618 |
86.64 |
|
4.250 |
84.96 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.18 |
89.43 |
| PP |
90.02 |
88.53 |
| S1 |
89.86 |
87.62 |
|