NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 30-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
87.00 |
88.20 |
1.20 |
1.4% |
84.35 |
High |
88.87 |
90.30 |
1.43 |
1.6% |
88.12 |
Low |
86.85 |
87.95 |
1.10 |
1.3% |
83.65 |
Close |
88.57 |
90.14 |
1.57 |
1.8% |
86.86 |
Range |
2.02 |
2.35 |
0.33 |
16.3% |
4.47 |
ATR |
2.99 |
2.94 |
-0.05 |
-1.5% |
0.00 |
Volume |
4,277 |
4,422 |
145 |
3.4% |
34,954 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.51 |
95.68 |
91.43 |
|
R3 |
94.16 |
93.33 |
90.79 |
|
R2 |
91.81 |
91.81 |
90.57 |
|
R1 |
90.98 |
90.98 |
90.36 |
91.40 |
PP |
89.46 |
89.46 |
89.46 |
89.67 |
S1 |
88.63 |
88.63 |
89.92 |
89.05 |
S2 |
87.11 |
87.11 |
89.71 |
|
S3 |
84.76 |
86.28 |
89.49 |
|
S4 |
82.41 |
83.93 |
88.85 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.62 |
97.71 |
89.32 |
|
R3 |
95.15 |
93.24 |
88.09 |
|
R2 |
90.68 |
90.68 |
87.68 |
|
R1 |
88.77 |
88.77 |
87.27 |
89.73 |
PP |
86.21 |
86.21 |
86.21 |
86.69 |
S1 |
84.30 |
84.30 |
86.45 |
85.26 |
S2 |
81.74 |
81.74 |
86.04 |
|
S3 |
77.27 |
79.83 |
85.63 |
|
S4 |
72.80 |
75.36 |
84.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.30 |
84.75 |
5.55 |
6.2% |
2.30 |
2.6% |
97% |
True |
False |
5,932 |
10 |
90.50 |
81.69 |
8.81 |
9.8% |
2.75 |
3.1% |
96% |
False |
False |
6,927 |
20 |
95.50 |
78.59 |
16.91 |
18.8% |
3.26 |
3.6% |
68% |
False |
False |
7,569 |
40 |
102.42 |
78.59 |
23.83 |
26.4% |
2.80 |
3.1% |
48% |
False |
False |
6,459 |
60 |
104.37 |
78.59 |
25.78 |
28.6% |
2.54 |
2.8% |
45% |
False |
False |
6,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.29 |
2.618 |
96.45 |
1.618 |
94.10 |
1.000 |
92.65 |
0.618 |
91.75 |
HIGH |
90.30 |
0.618 |
89.40 |
0.500 |
89.13 |
0.382 |
88.85 |
LOW |
87.95 |
0.618 |
86.50 |
1.000 |
85.60 |
1.618 |
84.15 |
2.618 |
81.80 |
4.250 |
77.96 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
89.80 |
89.27 |
PP |
89.46 |
88.40 |
S1 |
89.13 |
87.53 |
|