NYMEX Light Sweet Crude Oil Future March 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 |
87.60 |
88.97 |
1.37 |
1.6% |
84.32 |
High |
89.29 |
90.52 |
1.23 |
1.4% |
88.56 |
Low |
87.27 |
88.75 |
1.48 |
1.7% |
83.33 |
Close |
88.93 |
90.47 |
1.54 |
1.7% |
87.28 |
Range |
2.02 |
1.77 |
-0.25 |
-12.4% |
5.23 |
ATR |
2.94 |
2.86 |
-0.08 |
-2.8% |
0.00 |
Volume |
5,096 |
5,868 |
772 |
15.1% |
41,397 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.22 |
94.62 |
91.44 |
|
R3 |
93.45 |
92.85 |
90.96 |
|
R2 |
91.68 |
91.68 |
90.79 |
|
R1 |
91.08 |
91.08 |
90.63 |
91.38 |
PP |
89.91 |
89.91 |
89.91 |
90.07 |
S1 |
89.31 |
89.31 |
90.31 |
89.61 |
S2 |
88.14 |
88.14 |
90.15 |
|
S3 |
86.37 |
87.54 |
89.98 |
|
S4 |
84.60 |
85.77 |
89.50 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.08 |
99.91 |
90.16 |
|
R3 |
96.85 |
94.68 |
88.72 |
|
R2 |
91.62 |
91.62 |
88.24 |
|
R1 |
89.45 |
89.45 |
87.76 |
90.54 |
PP |
86.39 |
86.39 |
86.39 |
86.93 |
S1 |
84.22 |
84.22 |
86.80 |
85.31 |
S2 |
81.16 |
81.16 |
86.32 |
|
S3 |
75.93 |
78.99 |
85.84 |
|
S4 |
70.70 |
73.76 |
84.40 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.04 |
2.618 |
95.15 |
1.618 |
93.38 |
1.000 |
92.29 |
0.618 |
91.61 |
HIGH |
90.52 |
0.618 |
89.84 |
0.500 |
89.64 |
0.382 |
89.43 |
LOW |
88.75 |
0.618 |
87.66 |
1.000 |
86.98 |
1.618 |
85.89 |
2.618 |
84.12 |
4.250 |
81.23 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
90.19 |
89.63 |
PP |
89.91 |
88.78 |
S1 |
89.64 |
87.94 |
|