NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
89.73 |
89.56 |
-0.17 |
-0.2% |
87.11 |
| High |
91.11 |
89.56 |
-1.55 |
-1.7% |
89.42 |
| Low |
89.54 |
83.60 |
-5.94 |
-6.6% |
79.91 |
| Close |
89.85 |
84.71 |
-5.14 |
-5.7% |
88.00 |
| Range |
1.57 |
5.96 |
4.39 |
279.6% |
9.51 |
| ATR |
2.73 |
2.98 |
0.25 |
9.2% |
0.00 |
| Volume |
6,818 |
2,556 |
-4,262 |
-62.5% |
31,916 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.84 |
100.23 |
87.99 |
|
| R3 |
97.88 |
94.27 |
86.35 |
|
| R2 |
91.92 |
91.92 |
85.80 |
|
| R1 |
88.31 |
88.31 |
85.26 |
87.14 |
| PP |
85.96 |
85.96 |
85.96 |
85.37 |
| S1 |
82.35 |
82.35 |
84.16 |
81.18 |
| S2 |
80.00 |
80.00 |
83.62 |
|
| S3 |
74.04 |
76.39 |
83.07 |
|
| S4 |
68.08 |
70.43 |
81.43 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.31 |
110.66 |
93.23 |
|
| R3 |
104.80 |
101.15 |
90.62 |
|
| R2 |
95.29 |
95.29 |
89.74 |
|
| R1 |
91.64 |
91.64 |
88.87 |
93.47 |
| PP |
85.78 |
85.78 |
85.78 |
86.69 |
| S1 |
82.13 |
82.13 |
87.13 |
83.96 |
| S2 |
76.27 |
76.27 |
86.26 |
|
| S3 |
66.76 |
72.62 |
85.38 |
|
| S4 |
57.25 |
63.11 |
82.77 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.89 |
|
2.618 |
105.16 |
|
1.618 |
99.20 |
|
1.000 |
95.52 |
|
0.618 |
93.24 |
|
HIGH |
89.56 |
|
0.618 |
87.28 |
|
0.500 |
86.58 |
|
0.382 |
85.88 |
|
LOW |
83.60 |
|
0.618 |
79.92 |
|
1.000 |
77.64 |
|
1.618 |
73.96 |
|
2.618 |
68.00 |
|
4.250 |
58.27 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.58 |
87.36 |
| PP |
85.96 |
86.47 |
| S1 |
85.33 |
85.59 |
|