NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
86.96 |
88.74 |
1.78 |
2.0% |
86.60 |
| High |
89.37 |
89.00 |
-0.37 |
-0.4% |
88.79 |
| Low |
86.02 |
87.01 |
0.99 |
1.2% |
77.84 |
| Close |
89.22 |
87.92 |
-1.30 |
-1.5% |
86.84 |
| Range |
3.35 |
1.99 |
-1.36 |
-40.6% |
10.95 |
| ATR |
3.39 |
3.30 |
-0.08 |
-2.5% |
0.00 |
| Volume |
16,392 |
19,137 |
2,745 |
16.7% |
97,080 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.95 |
92.92 |
89.01 |
|
| R3 |
91.96 |
90.93 |
88.47 |
|
| R2 |
89.97 |
89.97 |
88.28 |
|
| R1 |
88.94 |
88.94 |
88.10 |
88.46 |
| PP |
87.98 |
87.98 |
87.98 |
87.74 |
| S1 |
86.95 |
86.95 |
87.74 |
86.47 |
| S2 |
85.99 |
85.99 |
87.56 |
|
| S3 |
84.00 |
84.96 |
87.37 |
|
| S4 |
82.01 |
82.97 |
86.83 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.34 |
113.04 |
92.86 |
|
| R3 |
106.39 |
102.09 |
89.85 |
|
| R2 |
95.44 |
95.44 |
88.85 |
|
| R1 |
91.14 |
91.14 |
87.84 |
93.29 |
| PP |
84.49 |
84.49 |
84.49 |
85.57 |
| S1 |
80.19 |
80.19 |
85.84 |
82.34 |
| S2 |
73.54 |
73.54 |
84.83 |
|
| S3 |
62.59 |
69.24 |
83.83 |
|
| S4 |
51.64 |
58.29 |
80.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.37 |
81.55 |
7.82 |
8.9% |
3.23 |
3.7% |
81% |
False |
False |
20,121 |
| 10 |
95.36 |
77.84 |
17.52 |
19.9% |
3.93 |
4.5% |
58% |
False |
False |
16,949 |
| 20 |
102.12 |
77.84 |
24.28 |
27.6% |
3.08 |
3.5% |
42% |
False |
False |
12,269 |
| 40 |
102.12 |
77.84 |
24.28 |
27.6% |
2.67 |
3.0% |
42% |
False |
False |
10,666 |
| 60 |
105.30 |
77.84 |
27.46 |
31.2% |
2.55 |
2.9% |
37% |
False |
False |
9,991 |
| 80 |
115.22 |
77.84 |
37.38 |
42.5% |
2.72 |
3.1% |
27% |
False |
False |
8,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.46 |
|
2.618 |
94.21 |
|
1.618 |
92.22 |
|
1.000 |
90.99 |
|
0.618 |
90.23 |
|
HIGH |
89.00 |
|
0.618 |
88.24 |
|
0.500 |
88.01 |
|
0.382 |
87.77 |
|
LOW |
87.01 |
|
0.618 |
85.78 |
|
1.000 |
85.02 |
|
1.618 |
83.79 |
|
2.618 |
81.80 |
|
4.250 |
78.55 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.01 |
87.80 |
| PP |
87.98 |
87.68 |
| S1 |
87.95 |
87.56 |
|