NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
89.44 |
89.99 |
0.55 |
0.6% |
85.22 |
| High |
89.94 |
91.22 |
1.28 |
1.4% |
89.47 |
| Low |
89.38 |
89.62 |
0.24 |
0.3% |
85.22 |
| Close |
89.71 |
91.16 |
1.45 |
1.6% |
88.14 |
| Range |
0.56 |
1.60 |
1.04 |
185.7% |
4.25 |
| ATR |
0.00 |
2.46 |
2.46 |
|
0.00 |
| Volume |
2,682 |
3,216 |
534 |
19.9% |
24,022 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.47 |
94.91 |
92.04 |
|
| R3 |
93.87 |
93.31 |
91.60 |
|
| R2 |
92.27 |
92.27 |
91.45 |
|
| R1 |
91.71 |
91.71 |
91.31 |
91.99 |
| PP |
90.67 |
90.67 |
90.67 |
90.81 |
| S1 |
90.11 |
90.11 |
91.01 |
90.39 |
| S2 |
89.07 |
89.07 |
90.87 |
|
| S3 |
87.47 |
88.51 |
90.72 |
|
| S4 |
85.87 |
86.91 |
90.28 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.36 |
98.50 |
90.48 |
|
| R3 |
96.11 |
94.25 |
89.31 |
|
| R2 |
91.86 |
91.86 |
88.92 |
|
| R1 |
90.00 |
90.00 |
88.53 |
90.93 |
| PP |
87.61 |
87.61 |
87.61 |
88.08 |
| S1 |
85.75 |
85.75 |
87.75 |
86.68 |
| S2 |
83.36 |
83.36 |
87.36 |
|
| S3 |
79.11 |
81.50 |
86.97 |
|
| S4 |
74.86 |
77.25 |
85.80 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.02 |
|
2.618 |
95.41 |
|
1.618 |
93.81 |
|
1.000 |
92.82 |
|
0.618 |
92.21 |
|
HIGH |
91.22 |
|
0.618 |
90.61 |
|
0.500 |
90.42 |
|
0.382 |
90.23 |
|
LOW |
89.62 |
|
0.618 |
88.63 |
|
1.000 |
88.02 |
|
1.618 |
87.03 |
|
2.618 |
85.43 |
|
4.250 |
82.82 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.91 |
90.36 |
| PP |
90.67 |
89.56 |
| S1 |
90.42 |
88.76 |
|