NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
89.66 |
88.90 |
-0.76 |
-0.8% |
87.32 |
High |
89.66 |
90.84 |
1.18 |
1.3% |
89.28 |
Low |
87.78 |
88.90 |
1.12 |
1.3% |
79.11 |
Close |
88.66 |
89.47 |
0.81 |
0.9% |
87.60 |
Range |
1.88 |
1.94 |
0.06 |
3.2% |
10.17 |
ATR |
3.06 |
3.00 |
-0.06 |
-2.1% |
0.00 |
Volume |
6,518 |
7,877 |
1,359 |
20.8% |
56,091 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.56 |
94.45 |
90.54 |
|
R3 |
93.62 |
92.51 |
90.00 |
|
R2 |
91.68 |
91.68 |
89.83 |
|
R1 |
90.57 |
90.57 |
89.65 |
91.13 |
PP |
89.74 |
89.74 |
89.74 |
90.01 |
S1 |
88.63 |
88.63 |
89.29 |
89.19 |
S2 |
87.80 |
87.80 |
89.11 |
|
S3 |
85.86 |
86.69 |
88.94 |
|
S4 |
83.92 |
84.75 |
88.40 |
|
|
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 |
99.09 |
2.618 |
95.92 |
1.618 |
93.98 |
1.000 |
92.78 |
0.618 |
92.04 |
HIGH |
90.84 |
0.618 |
90.10 |
0.500 |
89.87 |
0.382 |
89.64 |
LOW |
88.90 |
0.618 |
87.70 |
1.000 |
86.96 |
1.618 |
85.76 |
2.618 |
83.82 |
4.250 |
80.66 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
89.87 |
89.27 |
PP |
89.74 |
89.07 |
S1 |
89.60 |
88.88 |
|