NYMEX Light Sweet Crude Oil Future September 2011
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 |
85.55 |
85.59 |
0.04 |
0.0% |
85.71 |
High |
87.37 |
88.05 |
0.68 |
0.8% |
87.37 |
Low |
84.02 |
84.40 |
0.38 |
0.5% |
75.71 |
Close |
85.38 |
87.88 |
2.50 |
2.9% |
85.38 |
Range |
3.35 |
3.65 |
0.30 |
9.0% |
11.66 |
ATR |
3.79 |
3.78 |
-0.01 |
-0.3% |
0.00 |
Volume |
321,538 |
260,272 |
-61,266 |
-19.1% |
2,290,331 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.73 |
96.45 |
89.89 |
|
R3 |
94.08 |
92.80 |
88.88 |
|
R2 |
90.43 |
90.43 |
88.55 |
|
R1 |
89.15 |
89.15 |
88.21 |
89.79 |
PP |
86.78 |
86.78 |
86.78 |
87.10 |
S1 |
85.50 |
85.50 |
87.55 |
86.14 |
S2 |
83.13 |
83.13 |
87.21 |
|
S3 |
79.48 |
81.85 |
86.88 |
|
S4 |
75.83 |
78.20 |
85.87 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.80 |
113.25 |
91.79 |
|
R3 |
106.14 |
101.59 |
88.59 |
|
R2 |
94.48 |
94.48 |
87.52 |
|
R1 |
89.93 |
89.93 |
86.45 |
86.38 |
PP |
82.82 |
82.82 |
82.82 |
81.04 |
S1 |
78.27 |
78.27 |
84.31 |
74.72 |
S2 |
71.16 |
71.16 |
83.24 |
|
S3 |
59.50 |
66.61 |
82.17 |
|
S4 |
47.84 |
54.95 |
78.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.05 |
75.71 |
12.34 |
14.0% |
4.58 |
5.2% |
99% |
True |
False |
414,399 |
10 |
95.68 |
75.71 |
19.97 |
22.7% |
4.56 |
5.2% |
61% |
False |
False |
410,172 |
20 |
100.62 |
75.71 |
24.91 |
28.3% |
3.56 |
4.0% |
49% |
False |
False |
340,367 |
40 |
100.62 |
75.71 |
24.91 |
28.3% |
3.15 |
3.6% |
49% |
False |
False |
219,122 |
60 |
104.31 |
75.71 |
28.60 |
32.5% |
3.09 |
3.5% |
43% |
False |
False |
165,259 |
80 |
115.63 |
75.71 |
39.92 |
45.4% |
3.26 |
3.7% |
30% |
False |
False |
131,665 |
100 |
115.63 |
75.71 |
39.92 |
45.4% |
3.03 |
3.4% |
30% |
False |
False |
109,036 |
120 |
115.63 |
75.71 |
39.92 |
45.4% |
2.98 |
3.4% |
30% |
False |
False |
94,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.56 |
2.618 |
97.61 |
1.618 |
93.96 |
1.000 |
91.70 |
0.618 |
90.31 |
HIGH |
88.05 |
0.618 |
86.66 |
0.500 |
86.23 |
0.382 |
85.79 |
LOW |
84.40 |
0.618 |
82.14 |
1.000 |
80.75 |
1.618 |
78.49 |
2.618 |
74.84 |
4.250 |
68.89 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
87.33 |
86.77 |
PP |
86.78 |
85.65 |
S1 |
86.23 |
84.54 |
|