NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
87.68 |
86.91 |
-0.77 |
-0.9% |
87.32 |
| High |
89.28 |
90.09 |
0.81 |
0.9% |
89.28 |
| Low |
87.26 |
86.91 |
-0.35 |
-0.4% |
79.11 |
| Close |
87.60 |
89.96 |
2.36 |
2.7% |
87.60 |
| Range |
2.02 |
3.18 |
1.16 |
57.4% |
10.17 |
| ATR |
3.13 |
3.13 |
0.00 |
0.1% |
0.00 |
| Volume |
13,823 |
9,903 |
-3,920 |
-28.4% |
56,091 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.53 |
97.42 |
91.71 |
|
| R3 |
95.35 |
94.24 |
90.83 |
|
| R2 |
92.17 |
92.17 |
90.54 |
|
| R1 |
91.06 |
91.06 |
90.25 |
91.62 |
| PP |
88.99 |
88.99 |
88.99 |
89.26 |
| S1 |
87.88 |
87.88 |
89.67 |
88.44 |
| S2 |
85.81 |
85.81 |
89.38 |
|
| S3 |
82.63 |
84.70 |
89.09 |
|
| S4 |
79.45 |
81.52 |
88.21 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.84 |
111.89 |
93.19 |
|
| R3 |
105.67 |
101.72 |
90.40 |
|
| R2 |
95.50 |
95.50 |
89.46 |
|
| R1 |
91.55 |
91.55 |
88.53 |
93.53 |
| PP |
85.33 |
85.33 |
85.33 |
86.32 |
| S1 |
81.38 |
81.38 |
86.67 |
83.36 |
| S2 |
75.16 |
75.16 |
85.74 |
|
| S3 |
64.99 |
71.21 |
84.80 |
|
| S4 |
54.82 |
61.04 |
82.01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.61 |
|
2.618 |
98.42 |
|
1.618 |
95.24 |
|
1.000 |
93.27 |
|
0.618 |
92.06 |
|
HIGH |
90.09 |
|
0.618 |
88.88 |
|
0.500 |
88.50 |
|
0.382 |
88.12 |
|
LOW |
86.91 |
|
0.618 |
84.94 |
|
1.000 |
83.73 |
|
1.618 |
81.76 |
|
2.618 |
78.58 |
|
4.250 |
73.40 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
89.47 |
88.96 |
| PP |
88.99 |
87.95 |
| S1 |
88.50 |
86.95 |
|