NYMEX Light Sweet Crude Oil Future December 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 |
88.20 |
89.52 |
1.32 |
1.5% |
83.15 |
High |
89.80 |
90.22 |
0.42 |
0.5% |
87.34 |
Low |
87.09 |
88.38 |
1.29 |
1.5% |
81.93 |
Close |
89.50 |
89.57 |
0.07 |
0.1% |
86.06 |
Range |
2.71 |
1.84 |
-0.87 |
-32.1% |
5.41 |
ATR |
3.35 |
3.24 |
-0.11 |
-3.2% |
0.00 |
Volume |
98,794 |
159,857 |
61,063 |
61.8% |
372,677 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.91 |
94.08 |
90.58 |
|
R3 |
93.07 |
92.24 |
90.08 |
|
R2 |
91.23 |
91.23 |
89.91 |
|
R1 |
90.40 |
90.40 |
89.74 |
90.82 |
PP |
89.39 |
89.39 |
89.39 |
89.60 |
S1 |
88.56 |
88.56 |
89.40 |
88.98 |
S2 |
87.55 |
87.55 |
89.23 |
|
S3 |
85.71 |
86.72 |
89.06 |
|
S4 |
83.87 |
84.88 |
88.56 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.34 |
99.11 |
89.04 |
|
R3 |
95.93 |
93.70 |
87.55 |
|
R2 |
90.52 |
90.52 |
87.05 |
|
R1 |
88.29 |
88.29 |
86.56 |
89.41 |
PP |
85.11 |
85.11 |
85.11 |
85.67 |
S1 |
82.88 |
82.88 |
85.56 |
84.00 |
S2 |
79.70 |
79.70 |
85.07 |
|
S3 |
74.29 |
77.47 |
84.57 |
|
S4 |
68.88 |
72.06 |
83.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.22 |
83.72 |
6.50 |
7.3% |
2.60 |
2.9% |
90% |
True |
False |
92,823 |
10 |
90.22 |
80.15 |
10.07 |
11.2% |
3.21 |
3.6% |
94% |
True |
False |
84,963 |
20 |
93.79 |
77.12 |
16.67 |
18.6% |
3.77 |
4.2% |
75% |
False |
False |
86,839 |
40 |
101.83 |
77.12 |
24.71 |
27.6% |
3.22 |
3.6% |
50% |
False |
False |
69,016 |
60 |
104.20 |
77.12 |
27.08 |
30.2% |
3.04 |
3.4% |
46% |
False |
False |
66,215 |
80 |
106.14 |
77.12 |
29.02 |
32.4% |
3.06 |
3.4% |
43% |
False |
False |
62,175 |
100 |
115.50 |
77.12 |
38.38 |
42.8% |
3.14 |
3.5% |
32% |
False |
False |
58,873 |
120 |
115.50 |
77.12 |
38.38 |
42.8% |
2.99 |
3.3% |
32% |
False |
False |
55,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.04 |
2.618 |
95.04 |
1.618 |
93.20 |
1.000 |
92.06 |
0.618 |
91.36 |
HIGH |
90.22 |
0.618 |
89.52 |
0.500 |
89.30 |
0.382 |
89.08 |
LOW |
88.38 |
0.618 |
87.24 |
1.000 |
86.54 |
1.618 |
85.40 |
2.618 |
83.56 |
4.250 |
80.56 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
89.48 |
89.06 |
PP |
89.39 |
88.55 |
S1 |
89.30 |
88.04 |
|