NYMEX Light Sweet Crude Oil Future September 2011
Trading Metrics calculated at close of trading on 05-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
91.94 |
86.50 |
-5.44 |
-5.9% |
96.20 |
High |
92.59 |
88.32 |
-4.27 |
-4.6% |
98.60 |
Low |
86.04 |
82.87 |
-3.17 |
-3.7% |
82.87 |
Close |
86.63 |
86.88 |
0.25 |
0.3% |
86.88 |
Range |
6.55 |
5.45 |
-1.10 |
-16.8% |
15.73 |
ATR |
3.03 |
3.20 |
0.17 |
5.7% |
0.00 |
Volume |
510,112 |
395,141 |
-114,971 |
-22.5% |
1,932,583 |
|
Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.37 |
100.08 |
89.88 |
|
R3 |
96.92 |
94.63 |
88.38 |
|
R2 |
91.47 |
91.47 |
87.88 |
|
R1 |
89.18 |
89.18 |
87.38 |
90.33 |
PP |
86.02 |
86.02 |
86.02 |
86.60 |
S1 |
83.73 |
83.73 |
86.38 |
84.88 |
S2 |
80.57 |
80.57 |
85.88 |
|
S3 |
75.12 |
78.28 |
85.38 |
|
S4 |
69.67 |
72.83 |
83.88 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.64 |
127.49 |
95.53 |
|
R3 |
120.91 |
111.76 |
91.21 |
|
R2 |
105.18 |
105.18 |
89.76 |
|
R1 |
96.03 |
96.03 |
88.32 |
92.74 |
PP |
89.45 |
89.45 |
89.45 |
87.81 |
S1 |
80.30 |
80.30 |
85.44 |
77.01 |
S2 |
73.72 |
73.72 |
84.00 |
|
S3 |
57.99 |
64.57 |
82.55 |
|
S4 |
42.26 |
48.84 |
78.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.60 |
82.87 |
15.73 |
18.1% |
4.46 |
5.1% |
25% |
False |
True |
386,516 |
10 |
100.62 |
82.87 |
17.75 |
20.4% |
3.28 |
3.8% |
23% |
False |
True |
321,472 |
20 |
100.62 |
82.87 |
17.75 |
20.4% |
3.07 |
3.5% |
23% |
False |
True |
256,750 |
40 |
103.08 |
82.87 |
20.21 |
23.3% |
2.95 |
3.4% |
20% |
False |
True |
165,838 |
60 |
104.31 |
82.87 |
21.44 |
24.7% |
2.94 |
3.4% |
19% |
False |
True |
126,120 |
80 |
115.63 |
82.87 |
32.76 |
37.7% |
3.10 |
3.6% |
12% |
False |
True |
101,580 |
100 |
115.63 |
82.87 |
32.76 |
37.7% |
2.90 |
3.3% |
12% |
False |
True |
84,299 |
120 |
115.63 |
82.87 |
32.76 |
37.7% |
2.87 |
3.3% |
12% |
False |
True |
73,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.48 |
2.618 |
102.59 |
1.618 |
97.14 |
1.000 |
93.77 |
0.618 |
91.69 |
HIGH |
88.32 |
0.618 |
86.24 |
0.500 |
85.60 |
0.382 |
84.95 |
LOW |
82.87 |
0.618 |
79.50 |
1.000 |
77.42 |
1.618 |
74.05 |
2.618 |
68.60 |
4.250 |
59.71 |
|
|
Fisher Pivots for day following 05-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
86.45 |
88.31 |
PP |
86.02 |
87.83 |
S1 |
85.60 |
87.36 |
|