NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
83.40 |
84.15 |
0.75 |
0.9% |
89.47 |
High |
85.90 |
87.00 |
1.10 |
1.3% |
91.11 |
Low |
82.93 |
84.15 |
1.22 |
1.5% |
82.93 |
Close |
84.93 |
86.71 |
1.78 |
2.1% |
84.93 |
Range |
2.97 |
2.85 |
-0.12 |
-4.0% |
8.18 |
ATR |
2.98 |
2.97 |
-0.01 |
-0.3% |
0.00 |
Volume |
11,999 |
5,361 |
-6,638 |
-55.3% |
29,457 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.50 |
93.46 |
88.28 |
|
R3 |
91.65 |
90.61 |
87.49 |
|
R2 |
88.80 |
88.80 |
87.23 |
|
R1 |
87.76 |
87.76 |
86.97 |
88.28 |
PP |
85.95 |
85.95 |
85.95 |
86.22 |
S1 |
84.91 |
84.91 |
86.45 |
85.43 |
S2 |
83.10 |
83.10 |
86.19 |
|
S3 |
80.25 |
82.06 |
85.93 |
|
S4 |
77.40 |
79.21 |
85.14 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.86 |
106.08 |
89.43 |
|
R3 |
102.68 |
97.90 |
87.18 |
|
R2 |
94.50 |
94.50 |
86.43 |
|
R1 |
89.72 |
89.72 |
85.68 |
88.02 |
PP |
86.32 |
86.32 |
86.32 |
85.48 |
S1 |
81.54 |
81.54 |
84.18 |
79.84 |
S2 |
78.14 |
78.14 |
83.43 |
|
S3 |
69.96 |
73.36 |
82.68 |
|
S4 |
61.78 |
65.18 |
80.43 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.11 |
2.618 |
94.46 |
1.618 |
91.61 |
1.000 |
89.85 |
0.618 |
88.76 |
HIGH |
87.00 |
0.618 |
85.91 |
0.500 |
85.58 |
0.382 |
85.24 |
LOW |
84.15 |
0.618 |
82.39 |
1.000 |
81.30 |
1.618 |
79.54 |
2.618 |
76.69 |
4.250 |
72.04 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
86.33 |
86.56 |
PP |
85.95 |
86.40 |
S1 |
85.58 |
86.25 |
|