NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
82.13 |
84.35 |
2.22 |
2.7% |
87.43 |
High |
85.10 |
85.87 |
0.77 |
0.9% |
90.50 |
Low |
81.69 |
83.65 |
1.96 |
2.4% |
81.69 |
Close |
84.01 |
85.84 |
1.83 |
2.2% |
84.01 |
Range |
3.41 |
2.22 |
-1.19 |
-34.9% |
8.81 |
ATR |
3.35 |
3.26 |
-0.08 |
-2.4% |
0.00 |
Volume |
11,996 |
5,903 |
-6,093 |
-50.8% |
44,251 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.78 |
91.03 |
87.06 |
|
R3 |
89.56 |
88.81 |
86.45 |
|
R2 |
87.34 |
87.34 |
86.25 |
|
R1 |
86.59 |
86.59 |
86.04 |
86.97 |
PP |
85.12 |
85.12 |
85.12 |
85.31 |
S1 |
84.37 |
84.37 |
85.64 |
84.75 |
S2 |
82.90 |
82.90 |
85.43 |
|
S3 |
80.68 |
82.15 |
85.23 |
|
S4 |
78.46 |
79.93 |
84.62 |
|
|
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 |
10.3% |
3.03 |
3.5% |
47% |
False |
False |
7,989 |
10 |
90.50 |
78.59 |
11.91 |
13.9% |
3.43 |
4.0% |
61% |
False |
False |
8,673 |
20 |
102.42 |
78.59 |
23.83 |
27.8% |
3.27 |
3.8% |
30% |
False |
False |
7,198 |
40 |
102.42 |
78.59 |
23.83 |
27.8% |
2.69 |
3.1% |
30% |
False |
False |
6,320 |
60 |
105.34 |
78.59 |
26.75 |
31.2% |
2.52 |
2.9% |
27% |
False |
False |
5,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.31 |
2.618 |
91.68 |
1.618 |
89.46 |
1.000 |
88.09 |
0.618 |
87.24 |
HIGH |
85.87 |
0.618 |
85.02 |
0.500 |
84.76 |
0.382 |
84.50 |
LOW |
83.65 |
0.618 |
82.28 |
1.000 |
81.43 |
1.618 |
80.06 |
2.618 |
77.84 |
4.250 |
74.22 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
85.48 |
85.63 |
PP |
85.12 |
85.42 |
S1 |
84.76 |
85.22 |
|