NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
84.55 |
84.62 |
0.07 |
0.1% |
99.60 |
| High |
85.60 |
88.00 |
2.40 |
2.8% |
100.59 |
| Low |
82.15 |
83.80 |
1.65 |
2.0% |
85.98 |
| Close |
85.40 |
87.93 |
2.53 |
3.0% |
89.75 |
| Range |
3.45 |
4.20 |
0.75 |
21.7% |
14.61 |
| ATR |
3.14 |
3.21 |
0.08 |
2.4% |
0.00 |
| Volume |
10,907 |
10,562 |
-345 |
-3.2% |
30,677 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.18 |
97.75 |
90.24 |
|
| R3 |
94.98 |
93.55 |
89.09 |
|
| R2 |
90.78 |
90.78 |
88.70 |
|
| R1 |
89.35 |
89.35 |
88.32 |
90.07 |
| PP |
86.58 |
86.58 |
86.58 |
86.93 |
| S1 |
85.15 |
85.15 |
87.55 |
85.87 |
| S2 |
82.38 |
82.38 |
87.16 |
|
| S3 |
78.18 |
80.95 |
86.78 |
|
| S4 |
73.98 |
76.75 |
85.62 |
|
|
| 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 |
105.85 |
|
2.618 |
99.00 |
|
1.618 |
94.80 |
|
1.000 |
92.20 |
|
0.618 |
90.60 |
|
HIGH |
88.00 |
|
0.618 |
86.40 |
|
0.500 |
85.90 |
|
0.382 |
85.40 |
|
LOW |
83.80 |
|
0.618 |
81.20 |
|
1.000 |
79.60 |
|
1.618 |
77.00 |
|
2.618 |
72.80 |
|
4.250 |
65.95 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.25 |
86.47 |
| PP |
86.58 |
85.01 |
| S1 |
85.90 |
83.56 |
|