NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
89.47 |
90.07 |
0.60 |
0.7% |
87.11 |
| High |
90.37 |
90.26 |
-0.11 |
-0.1% |
89.42 |
| Low |
89.34 |
88.34 |
-1.00 |
-1.1% |
79.91 |
| Close |
90.34 |
89.04 |
-1.30 |
-1.4% |
88.00 |
| Range |
1.03 |
1.92 |
0.89 |
86.4% |
9.51 |
| ATR |
2.84 |
2.78 |
-0.06 |
-2.1% |
0.00 |
| Volume |
5,386 |
2,698 |
-2,688 |
-49.9% |
31,916 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.97 |
93.93 |
90.10 |
|
| R3 |
93.05 |
92.01 |
89.57 |
|
| R2 |
91.13 |
91.13 |
89.39 |
|
| R1 |
90.09 |
90.09 |
89.22 |
89.65 |
| PP |
89.21 |
89.21 |
89.21 |
89.00 |
| S1 |
88.17 |
88.17 |
88.86 |
87.73 |
| S2 |
87.29 |
87.29 |
88.69 |
|
| S3 |
85.37 |
86.25 |
88.51 |
|
| S4 |
83.45 |
84.33 |
87.98 |
|
|
| 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 |
98.42 |
|
2.618 |
95.29 |
|
1.618 |
93.37 |
|
1.000 |
92.18 |
|
0.618 |
91.45 |
|
HIGH |
90.26 |
|
0.618 |
89.53 |
|
0.500 |
89.30 |
|
0.382 |
89.07 |
|
LOW |
88.34 |
|
0.618 |
87.15 |
|
1.000 |
86.42 |
|
1.618 |
85.23 |
|
2.618 |
83.31 |
|
4.250 |
80.18 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
89.30 |
89.08 |
| PP |
89.21 |
89.07 |
| S1 |
89.13 |
89.05 |
|