NYMEX Light Sweet Crude Oil Future April 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 |
84.88 |
85.39 |
0.51 |
0.6% |
99.92 |
| High |
86.01 |
88.33 |
2.32 |
2.7% |
100.27 |
| Low |
83.04 |
84.87 |
1.83 |
2.2% |
86.43 |
| Close |
85.82 |
88.30 |
2.48 |
2.9% |
90.24 |
| Range |
2.97 |
3.46 |
0.49 |
16.5% |
13.84 |
| ATR |
2.93 |
2.97 |
0.04 |
1.3% |
0.00 |
| Volume |
4,443 |
6,215 |
1,772 |
39.9% |
19,224 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.55 |
96.38 |
90.20 |
|
| R3 |
94.09 |
92.92 |
89.25 |
|
| R2 |
90.63 |
90.63 |
88.93 |
|
| R1 |
89.46 |
89.46 |
88.62 |
90.05 |
| PP |
87.17 |
87.17 |
87.17 |
87.46 |
| S1 |
86.00 |
86.00 |
87.98 |
86.59 |
| S2 |
83.71 |
83.71 |
87.67 |
|
| S3 |
80.25 |
82.54 |
87.35 |
|
| S4 |
76.79 |
79.08 |
86.40 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.83 |
125.88 |
97.85 |
|
| R3 |
119.99 |
112.04 |
94.05 |
|
| R2 |
106.15 |
106.15 |
92.78 |
|
| R1 |
98.20 |
98.20 |
91.51 |
95.26 |
| PP |
92.31 |
92.31 |
92.31 |
90.84 |
| S1 |
84.36 |
84.36 |
88.97 |
81.42 |
| S2 |
78.47 |
78.47 |
87.70 |
|
| S3 |
64.63 |
70.52 |
86.43 |
|
| S4 |
50.79 |
56.68 |
82.63 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.04 |
|
2.618 |
97.39 |
|
1.618 |
93.93 |
|
1.000 |
91.79 |
|
0.618 |
90.47 |
|
HIGH |
88.33 |
|
0.618 |
87.01 |
|
0.500 |
86.60 |
|
0.382 |
86.19 |
|
LOW |
84.87 |
|
0.618 |
82.73 |
|
1.000 |
81.41 |
|
1.618 |
79.27 |
|
2.618 |
75.81 |
|
4.250 |
70.17 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.73 |
86.91 |
| PP |
87.17 |
85.51 |
| S1 |
86.60 |
84.12 |
|