NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.14 |
89.12 |
-0.02 |
0.0% |
82.52 |
High |
89.85 |
90.18 |
0.33 |
0.4% |
86.93 |
Low |
88.00 |
88.52 |
0.52 |
0.6% |
81.53 |
Close |
89.16 |
89.24 |
0.08 |
0.1% |
85.70 |
Range |
1.85 |
1.66 |
-0.19 |
-10.3% |
5.40 |
ATR |
3.25 |
3.13 |
-0.11 |
-3.5% |
0.00 |
Volume |
111,969 |
69,645 |
-42,324 |
-37.8% |
327,739 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.29 |
93.43 |
90.15 |
|
R3 |
92.63 |
91.77 |
89.70 |
|
R2 |
90.97 |
90.97 |
89.54 |
|
R1 |
90.11 |
90.11 |
89.39 |
90.54 |
PP |
89.31 |
89.31 |
89.31 |
89.53 |
S1 |
88.45 |
88.45 |
89.09 |
88.88 |
S2 |
87.65 |
87.65 |
88.94 |
|
S3 |
85.99 |
86.79 |
88.78 |
|
S4 |
84.33 |
85.13 |
88.33 |
|
|
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 |
90.18 |
83.30 |
6.88 |
7.7% |
2.26 |
2.5% |
86% |
True |
False |
77,674 |
10 |
90.18 |
79.76 |
10.42 |
11.7% |
2.77 |
3.1% |
91% |
True |
False |
69,528 |
20 |
90.18 |
76.61 |
13.57 |
15.2% |
3.56 |
4.0% |
93% |
True |
False |
66,294 |
40 |
101.39 |
76.61 |
24.78 |
27.8% |
3.20 |
3.6% |
51% |
False |
False |
49,314 |
60 |
104.00 |
76.61 |
27.39 |
30.7% |
2.97 |
3.3% |
46% |
False |
False |
40,516 |
80 |
105.74 |
76.61 |
29.13 |
32.6% |
2.95 |
3.3% |
43% |
False |
False |
33,070 |
100 |
115.57 |
76.61 |
38.96 |
43.7% |
2.96 |
3.3% |
32% |
False |
False |
28,056 |
120 |
115.57 |
76.61 |
38.96 |
43.7% |
2.78 |
3.1% |
32% |
False |
False |
24,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.24 |
2.618 |
94.53 |
1.618 |
92.87 |
1.000 |
91.84 |
0.618 |
91.21 |
HIGH |
90.18 |
0.618 |
89.55 |
0.500 |
89.35 |
0.382 |
89.15 |
LOW |
88.52 |
0.618 |
87.49 |
1.000 |
86.86 |
1.618 |
85.83 |
2.618 |
84.17 |
4.250 |
81.47 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.35 |
88.99 |
PP |
89.31 |
88.73 |
S1 |
89.28 |
88.48 |
|