NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 05-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
93.60 |
88.35 |
-5.25 |
-5.6% |
98.62 |
High |
93.63 |
89.91 |
-3.72 |
-4.0% |
100.07 |
Low |
88.13 |
85.83 |
-2.30 |
-2.6% |
85.83 |
Close |
88.43 |
88.78 |
0.35 |
0.4% |
88.78 |
Range |
5.50 |
4.08 |
-1.42 |
-25.8% |
14.24 |
ATR |
2.67 |
2.77 |
0.10 |
3.8% |
0.00 |
Volume |
11,916 |
14,927 |
3,011 |
25.3% |
55,197 |
|
Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.41 |
98.68 |
91.02 |
|
R3 |
96.33 |
94.60 |
89.90 |
|
R2 |
92.25 |
92.25 |
89.53 |
|
R1 |
90.52 |
90.52 |
89.15 |
91.39 |
PP |
88.17 |
88.17 |
88.17 |
88.61 |
S1 |
86.44 |
86.44 |
88.41 |
87.31 |
S2 |
84.09 |
84.09 |
88.03 |
|
S3 |
80.01 |
82.36 |
87.66 |
|
S4 |
75.93 |
78.28 |
86.54 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.28 |
125.77 |
96.61 |
|
R3 |
120.04 |
111.53 |
92.70 |
|
R2 |
105.80 |
105.80 |
91.39 |
|
R1 |
97.29 |
97.29 |
90.09 |
94.43 |
PP |
91.56 |
91.56 |
91.56 |
90.13 |
S1 |
83.05 |
83.05 |
87.47 |
80.19 |
S2 |
77.32 |
77.32 |
86.17 |
|
S3 |
63.08 |
68.81 |
84.86 |
|
S4 |
48.84 |
54.57 |
80.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.07 |
85.83 |
14.24 |
16.0% |
3.80 |
4.3% |
21% |
False |
True |
11,039 |
10 |
102.12 |
85.83 |
16.29 |
18.3% |
2.82 |
3.2% |
18% |
False |
True |
9,506 |
20 |
102.12 |
85.83 |
16.29 |
18.3% |
2.61 |
2.9% |
18% |
False |
True |
9,055 |
40 |
104.09 |
85.83 |
18.26 |
20.6% |
2.45 |
2.8% |
16% |
False |
True |
9,180 |
60 |
105.30 |
85.83 |
19.47 |
21.9% |
2.42 |
2.7% |
15% |
False |
True |
8,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.25 |
2.618 |
100.59 |
1.618 |
96.51 |
1.000 |
93.99 |
0.618 |
92.43 |
HIGH |
89.91 |
0.618 |
88.35 |
0.500 |
87.87 |
0.382 |
87.39 |
LOW |
85.83 |
0.618 |
83.31 |
1.000 |
81.75 |
1.618 |
79.23 |
2.618 |
75.15 |
4.250 |
68.49 |
|
|
Fisher Pivots for day following 05-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
88.48 |
90.60 |
PP |
88.17 |
89.99 |
S1 |
87.87 |
89.39 |
|