NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
89.01 |
88.74 |
-0.27 |
-0.3% |
86.45 |
High |
90.50 |
88.74 |
-1.76 |
-1.9% |
89.13 |
Low |
88.88 |
82.74 |
-6.14 |
-6.9% |
78.59 |
Close |
89.10 |
83.91 |
-5.19 |
-5.8% |
87.22 |
Range |
1.62 |
6.00 |
4.38 |
270.4% |
10.54 |
ATR |
3.11 |
3.34 |
0.23 |
7.5% |
0.00 |
Volume |
9,161 |
4,468 |
-4,693 |
-51.2% |
43,887 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.13 |
99.52 |
87.21 |
|
R3 |
97.13 |
93.52 |
85.56 |
|
R2 |
91.13 |
91.13 |
85.01 |
|
R1 |
87.52 |
87.52 |
84.46 |
86.33 |
PP |
85.13 |
85.13 |
85.13 |
84.53 |
S1 |
81.52 |
81.52 |
83.36 |
80.33 |
S2 |
79.13 |
79.13 |
82.81 |
|
S3 |
73.13 |
75.52 |
82.26 |
|
S4 |
67.13 |
69.52 |
80.61 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.60 |
112.45 |
93.02 |
|
R3 |
106.06 |
101.91 |
90.12 |
|
R2 |
95.52 |
95.52 |
89.15 |
|
R1 |
91.37 |
91.37 |
88.19 |
93.45 |
PP |
84.98 |
84.98 |
84.98 |
86.02 |
S1 |
80.83 |
80.83 |
86.25 |
82.91 |
S2 |
74.44 |
74.44 |
85.29 |
|
S3 |
63.90 |
70.29 |
84.32 |
|
S4 |
53.36 |
59.75 |
81.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.50 |
82.74 |
7.76 |
9.2% |
3.12 |
3.7% |
15% |
False |
True |
9,186 |
10 |
90.50 |
78.59 |
11.91 |
14.2% |
3.76 |
4.5% |
45% |
False |
False |
8,321 |
20 |
102.42 |
78.59 |
23.83 |
28.4% |
3.11 |
3.7% |
22% |
False |
False |
6,846 |
40 |
102.42 |
78.59 |
23.83 |
28.4% |
2.65 |
3.2% |
22% |
False |
False |
6,120 |
60 |
105.34 |
78.59 |
26.75 |
31.9% |
2.49 |
3.0% |
20% |
False |
False |
5,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.24 |
2.618 |
104.45 |
1.618 |
98.45 |
1.000 |
94.74 |
0.618 |
92.45 |
HIGH |
88.74 |
0.618 |
86.45 |
0.500 |
85.74 |
0.382 |
85.03 |
LOW |
82.74 |
0.618 |
79.03 |
1.000 |
76.74 |
1.618 |
73.03 |
2.618 |
67.03 |
4.250 |
57.24 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
85.74 |
86.62 |
PP |
85.13 |
85.72 |
S1 |
84.52 |
84.81 |
|