NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
82.05 |
82.28 |
0.23 |
0.3% |
96.65 |
High |
83.46 |
86.29 |
2.83 |
3.4% |
98.95 |
Low |
79.90 |
81.40 |
1.50 |
1.9% |
83.35 |
Close |
83.25 |
86.04 |
2.79 |
3.4% |
87.30 |
Range |
3.56 |
4.89 |
1.33 |
37.4% |
15.60 |
ATR |
3.69 |
3.78 |
0.09 |
2.3% |
0.00 |
Volume |
170,754 |
151,567 |
-19,187 |
-11.2% |
433,431 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.25 |
97.53 |
88.73 |
|
R3 |
94.36 |
92.64 |
87.38 |
|
R2 |
89.47 |
89.47 |
86.94 |
|
R1 |
87.75 |
87.75 |
86.49 |
88.61 |
PP |
84.58 |
84.58 |
84.58 |
85.01 |
S1 |
82.86 |
82.86 |
85.59 |
83.72 |
S2 |
79.69 |
79.69 |
85.14 |
|
S3 |
74.80 |
77.97 |
84.70 |
|
S4 |
69.91 |
73.08 |
83.35 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.67 |
127.58 |
95.88 |
|
R3 |
121.07 |
111.98 |
91.59 |
|
R2 |
105.47 |
105.47 |
90.16 |
|
R1 |
96.38 |
96.38 |
88.73 |
93.13 |
PP |
89.87 |
89.87 |
89.87 |
88.24 |
S1 |
80.78 |
80.78 |
85.87 |
77.53 |
S2 |
74.27 |
74.27 |
84.44 |
|
S3 |
58.67 |
65.18 |
83.01 |
|
S4 |
43.07 |
49.58 |
78.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.71 |
76.15 |
12.56 |
14.6% |
5.30 |
6.2% |
79% |
False |
False |
148,214 |
10 |
98.95 |
76.15 |
22.80 |
26.5% |
4.56 |
5.3% |
43% |
False |
False |
109,099 |
20 |
101.00 |
76.15 |
24.85 |
28.9% |
3.44 |
4.0% |
40% |
False |
False |
83,102 |
40 |
101.00 |
76.15 |
24.85 |
28.9% |
3.04 |
3.5% |
40% |
False |
False |
60,914 |
60 |
104.65 |
76.15 |
28.50 |
33.1% |
2.98 |
3.5% |
35% |
False |
False |
47,929 |
80 |
115.58 |
76.15 |
39.43 |
45.8% |
3.12 |
3.6% |
25% |
False |
False |
38,926 |
100 |
115.58 |
76.15 |
39.43 |
45.8% |
2.86 |
3.3% |
25% |
False |
False |
32,950 |
120 |
115.58 |
76.15 |
39.43 |
45.8% |
2.84 |
3.3% |
25% |
False |
False |
29,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.07 |
2.618 |
99.09 |
1.618 |
94.20 |
1.000 |
91.18 |
0.618 |
89.31 |
HIGH |
86.29 |
0.618 |
84.42 |
0.500 |
83.85 |
0.382 |
83.27 |
LOW |
81.40 |
0.618 |
78.38 |
1.000 |
76.51 |
1.618 |
73.49 |
2.618 |
68.60 |
4.250 |
60.62 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
85.31 |
84.43 |
PP |
84.58 |
82.83 |
S1 |
83.85 |
81.22 |
|