NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
87.90 |
89.14 |
1.24 |
1.4% |
82.52 |
High |
89.48 |
89.85 |
0.37 |
0.4% |
86.93 |
Low |
86.77 |
88.00 |
1.23 |
1.4% |
81.53 |
Close |
89.19 |
89.16 |
-0.03 |
0.0% |
85.70 |
Range |
2.71 |
1.85 |
-0.86 |
-31.7% |
5.40 |
ATR |
3.36 |
3.25 |
-0.11 |
-3.2% |
0.00 |
Volume |
89,916 |
111,969 |
22,053 |
24.5% |
327,739 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.55 |
93.71 |
90.18 |
|
R3 |
92.70 |
91.86 |
89.67 |
|
R2 |
90.85 |
90.85 |
89.50 |
|
R1 |
90.01 |
90.01 |
89.33 |
90.43 |
PP |
89.00 |
89.00 |
89.00 |
89.22 |
S1 |
88.16 |
88.16 |
88.99 |
88.58 |
S2 |
87.15 |
87.15 |
88.82 |
|
S3 |
85.30 |
86.31 |
88.65 |
|
S4 |
83.45 |
84.46 |
88.14 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.92 |
98.71 |
88.67 |
|
R3 |
95.52 |
93.31 |
87.19 |
|
R2 |
90.12 |
90.12 |
86.69 |
|
R1 |
87.91 |
87.91 |
86.20 |
89.02 |
PP |
84.72 |
84.72 |
84.72 |
85.27 |
S1 |
82.51 |
82.51 |
85.21 |
83.62 |
S2 |
79.32 |
79.32 |
84.71 |
|
S3 |
73.92 |
77.11 |
84.22 |
|
S4 |
68.52 |
71.71 |
82.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.85 |
83.30 |
6.55 |
7.3% |
2.63 |
3.0% |
89% |
True |
False |
76,338 |
10 |
89.85 |
79.76 |
10.09 |
11.3% |
3.24 |
3.6% |
93% |
True |
False |
67,788 |
20 |
93.27 |
76.61 |
16.66 |
18.7% |
3.80 |
4.3% |
75% |
False |
False |
64,785 |
40 |
101.39 |
76.61 |
24.78 |
27.8% |
3.21 |
3.6% |
51% |
False |
False |
48,131 |
60 |
104.00 |
76.61 |
27.39 |
30.7% |
3.00 |
3.4% |
46% |
False |
False |
39,671 |
80 |
105.74 |
76.61 |
29.13 |
32.7% |
2.98 |
3.3% |
43% |
False |
False |
32,380 |
100 |
115.57 |
76.61 |
38.96 |
43.7% |
2.98 |
3.3% |
32% |
False |
False |
27,450 |
120 |
115.57 |
76.61 |
38.96 |
43.7% |
2.78 |
3.1% |
32% |
False |
False |
24,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.71 |
2.618 |
94.69 |
1.618 |
92.84 |
1.000 |
91.70 |
0.618 |
90.99 |
HIGH |
89.85 |
0.618 |
89.14 |
0.500 |
88.93 |
0.382 |
88.71 |
LOW |
88.00 |
0.618 |
86.86 |
1.000 |
86.15 |
1.618 |
85.01 |
2.618 |
83.16 |
4.250 |
80.14 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
89.08 |
88.66 |
PP |
89.00 |
88.15 |
S1 |
88.93 |
87.65 |
|