NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
87.32 |
82.59 |
-4.73 |
-5.4% |
99.60 |
| High |
87.65 |
85.30 |
-2.35 |
-2.7% |
100.59 |
| Low |
83.18 |
79.11 |
-4.07 |
-4.9% |
85.98 |
| Close |
84.24 |
82.06 |
-2.18 |
-2.6% |
89.75 |
| Range |
4.47 |
6.19 |
1.72 |
38.5% |
14.61 |
| ATR |
2.87 |
3.11 |
0.24 |
8.3% |
0.00 |
| Volume |
11,255 |
9,544 |
-1,711 |
-15.2% |
30,677 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.73 |
97.58 |
85.46 |
|
| R3 |
94.54 |
91.39 |
83.76 |
|
| R2 |
88.35 |
88.35 |
83.19 |
|
| R1 |
85.20 |
85.20 |
82.63 |
83.68 |
| PP |
82.16 |
82.16 |
82.16 |
81.40 |
| S1 |
79.01 |
79.01 |
81.49 |
77.49 |
| S2 |
75.97 |
75.97 |
80.93 |
|
| S3 |
69.78 |
72.82 |
80.36 |
|
| S4 |
63.59 |
66.63 |
78.66 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.94 |
127.45 |
97.79 |
|
| R3 |
121.33 |
112.84 |
93.77 |
|
| R2 |
106.72 |
106.72 |
92.43 |
|
| R1 |
98.23 |
98.23 |
91.09 |
95.17 |
| PP |
92.11 |
92.11 |
92.11 |
90.58 |
| S1 |
83.62 |
83.62 |
88.41 |
80.56 |
| S2 |
77.50 |
77.50 |
87.07 |
|
| S3 |
62.89 |
69.01 |
85.73 |
|
| S4 |
48.28 |
54.40 |
81.71 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.61 |
|
2.618 |
101.51 |
|
1.618 |
95.32 |
|
1.000 |
91.49 |
|
0.618 |
89.13 |
|
HIGH |
85.30 |
|
0.618 |
82.94 |
|
0.500 |
82.21 |
|
0.382 |
81.47 |
|
LOW |
79.11 |
|
0.618 |
75.28 |
|
1.000 |
72.92 |
|
1.618 |
69.09 |
|
2.618 |
62.90 |
|
4.250 |
52.80 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
82.21 |
85.00 |
| PP |
82.16 |
84.02 |
| S1 |
82.11 |
83.04 |
|