NYMEX Light Sweet Crude Oil Future September 2011
Trading Metrics calculated at close of trading on 08-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
86.50 |
85.71 |
-0.79 |
-0.9% |
96.20 |
High |
88.32 |
85.73 |
-2.59 |
-2.9% |
98.60 |
Low |
82.87 |
80.17 |
-2.70 |
-3.3% |
82.87 |
Close |
86.88 |
81.31 |
-5.57 |
-6.4% |
86.88 |
Range |
5.45 |
5.56 |
0.11 |
2.0% |
15.73 |
ATR |
3.20 |
3.46 |
0.25 |
7.8% |
0.00 |
Volume |
395,141 |
478,606 |
83,465 |
21.1% |
1,932,583 |
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.08 |
95.76 |
84.37 |
|
R3 |
93.52 |
90.20 |
82.84 |
|
R2 |
87.96 |
87.96 |
82.33 |
|
R1 |
84.64 |
84.64 |
81.82 |
83.52 |
PP |
82.40 |
82.40 |
82.40 |
81.85 |
S1 |
79.08 |
79.08 |
80.80 |
77.96 |
S2 |
76.84 |
76.84 |
80.29 |
|
S3 |
71.28 |
73.52 |
79.78 |
|
S4 |
65.72 |
67.96 |
78.25 |
|
|
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 |
95.68 |
80.17 |
15.51 |
19.1% |
4.54 |
5.6% |
7% |
False |
True |
405,945 |
10 |
100.62 |
80.17 |
20.45 |
25.2% |
3.70 |
4.6% |
6% |
False |
True |
350,029 |
20 |
100.62 |
80.17 |
20.45 |
25.2% |
3.23 |
4.0% |
6% |
False |
True |
274,122 |
40 |
100.79 |
80.17 |
20.62 |
25.4% |
3.00 |
3.7% |
6% |
False |
True |
175,582 |
60 |
104.31 |
80.17 |
24.14 |
29.7% |
2.95 |
3.6% |
5% |
False |
True |
133,333 |
80 |
115.63 |
80.17 |
35.46 |
43.6% |
3.15 |
3.9% |
3% |
False |
True |
107,247 |
100 |
115.63 |
80.17 |
35.46 |
43.6% |
2.93 |
3.6% |
3% |
False |
True |
88,902 |
120 |
115.63 |
80.17 |
35.46 |
43.6% |
2.90 |
3.6% |
3% |
False |
True |
77,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.36 |
2.618 |
100.29 |
1.618 |
94.73 |
1.000 |
91.29 |
0.618 |
89.17 |
HIGH |
85.73 |
0.618 |
83.61 |
0.500 |
82.95 |
0.382 |
82.29 |
LOW |
80.17 |
0.618 |
76.73 |
1.000 |
74.61 |
1.618 |
71.17 |
2.618 |
65.61 |
4.250 |
56.54 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
82.95 |
86.38 |
PP |
82.40 |
84.69 |
S1 |
81.86 |
83.00 |
|