NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
88.74 |
82.13 |
-6.61 |
-7.4% |
87.43 |
High |
88.74 |
85.10 |
-3.64 |
-4.1% |
90.50 |
Low |
82.74 |
81.69 |
-1.05 |
-1.3% |
81.69 |
Close |
83.91 |
84.01 |
0.10 |
0.1% |
84.01 |
Range |
6.00 |
3.41 |
-2.59 |
-43.2% |
8.81 |
ATR |
3.34 |
3.35 |
0.00 |
0.1% |
0.00 |
Volume |
4,468 |
11,996 |
7,528 |
168.5% |
44,251 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.83 |
92.33 |
85.89 |
|
R3 |
90.42 |
88.92 |
84.95 |
|
R2 |
87.01 |
87.01 |
84.64 |
|
R1 |
85.51 |
85.51 |
84.32 |
86.26 |
PP |
83.60 |
83.60 |
83.60 |
83.98 |
S1 |
82.10 |
82.10 |
83.70 |
82.85 |
S2 |
80.19 |
80.19 |
83.38 |
|
S3 |
76.78 |
78.69 |
83.07 |
|
S4 |
73.37 |
75.28 |
82.13 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.83 |
106.73 |
88.86 |
|
R3 |
103.02 |
97.92 |
86.43 |
|
R2 |
94.21 |
94.21 |
85.63 |
|
R1 |
89.11 |
89.11 |
84.82 |
87.26 |
PP |
85.40 |
85.40 |
85.40 |
84.47 |
S1 |
80.30 |
80.30 |
83.20 |
78.45 |
S2 |
76.59 |
76.59 |
82.39 |
|
S3 |
67.78 |
71.49 |
81.59 |
|
S4 |
58.97 |
62.68 |
79.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.50 |
81.69 |
8.81 |
10.5% |
3.26 |
3.9% |
26% |
False |
True |
8,850 |
10 |
90.50 |
78.59 |
11.91 |
14.2% |
3.61 |
4.3% |
46% |
False |
False |
8,813 |
20 |
102.42 |
78.59 |
23.83 |
28.4% |
3.21 |
3.8% |
23% |
False |
False |
7,210 |
40 |
102.42 |
78.59 |
23.83 |
28.4% |
2.65 |
3.2% |
23% |
False |
False |
6,334 |
60 |
105.34 |
78.59 |
26.75 |
31.8% |
2.50 |
3.0% |
20% |
False |
False |
5,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.59 |
2.618 |
94.03 |
1.618 |
90.62 |
1.000 |
88.51 |
0.618 |
87.21 |
HIGH |
85.10 |
0.618 |
83.80 |
0.500 |
83.40 |
0.382 |
82.99 |
LOW |
81.69 |
0.618 |
79.58 |
1.000 |
78.28 |
1.618 |
76.17 |
2.618 |
72.76 |
4.250 |
67.20 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
83.81 |
86.10 |
PP |
83.60 |
85.40 |
S1 |
83.40 |
84.71 |
|