NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
87.01 |
87.84 |
0.83 |
1.0% |
89.47 |
High |
88.71 |
88.73 |
0.02 |
0.0% |
91.11 |
Low |
86.01 |
87.54 |
1.53 |
1.8% |
82.93 |
Close |
87.81 |
87.73 |
-0.08 |
-0.1% |
84.93 |
Range |
2.70 |
1.19 |
-1.51 |
-55.9% |
8.18 |
ATR |
2.95 |
2.82 |
-0.13 |
-4.3% |
0.00 |
Volume |
5,194 |
5,162 |
-32 |
-0.6% |
29,457 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.57 |
90.84 |
88.38 |
|
R3 |
90.38 |
89.65 |
88.06 |
|
R2 |
89.19 |
89.19 |
87.95 |
|
R1 |
88.46 |
88.46 |
87.84 |
88.23 |
PP |
88.00 |
88.00 |
88.00 |
87.89 |
S1 |
87.27 |
87.27 |
87.62 |
87.04 |
S2 |
86.81 |
86.81 |
87.51 |
|
S3 |
85.62 |
86.08 |
87.40 |
|
S4 |
84.43 |
84.89 |
87.08 |
|
|
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 |
93.79 |
2.618 |
91.85 |
1.618 |
90.66 |
1.000 |
89.92 |
0.618 |
89.47 |
HIGH |
88.73 |
0.618 |
88.28 |
0.500 |
88.14 |
0.382 |
87.99 |
LOW |
87.54 |
0.618 |
86.80 |
1.000 |
86.35 |
1.618 |
85.61 |
2.618 |
84.42 |
4.250 |
82.48 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
88.14 |
87.30 |
PP |
88.00 |
86.87 |
S1 |
87.87 |
86.44 |
|