NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
87.31 |
87.80 |
0.49 |
0.6% |
84.15 |
High |
87.90 |
89.51 |
1.61 |
1.8% |
89.11 |
Low |
85.89 |
87.80 |
1.91 |
2.2% |
84.15 |
Close |
87.71 |
89.32 |
1.61 |
1.8% |
87.71 |
Range |
2.01 |
1.71 |
-0.30 |
-14.9% |
4.96 |
ATR |
2.80 |
2.73 |
-0.07 |
-2.5% |
0.00 |
Volume |
5,942 |
3,303 |
-2,639 |
-44.4% |
25,883 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.01 |
93.37 |
90.26 |
|
R3 |
92.30 |
91.66 |
89.79 |
|
R2 |
90.59 |
90.59 |
89.63 |
|
R1 |
89.95 |
89.95 |
89.48 |
90.27 |
PP |
88.88 |
88.88 |
88.88 |
89.04 |
S1 |
88.24 |
88.24 |
89.16 |
88.56 |
S2 |
87.17 |
87.17 |
89.01 |
|
S3 |
85.46 |
86.53 |
88.85 |
|
S4 |
83.75 |
84.82 |
88.38 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.87 |
99.75 |
90.44 |
|
R3 |
96.91 |
94.79 |
89.07 |
|
R2 |
91.95 |
91.95 |
88.62 |
|
R1 |
89.83 |
89.83 |
88.16 |
90.89 |
PP |
86.99 |
86.99 |
86.99 |
87.52 |
S1 |
84.87 |
84.87 |
87.26 |
85.93 |
S2 |
82.03 |
82.03 |
86.80 |
|
S3 |
77.07 |
79.91 |
86.35 |
|
S4 |
72.11 |
74.95 |
84.98 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.78 |
2.618 |
93.99 |
1.618 |
92.28 |
1.000 |
91.22 |
0.618 |
90.57 |
HIGH |
89.51 |
0.618 |
88.86 |
0.500 |
88.66 |
0.382 |
88.45 |
LOW |
87.80 |
0.618 |
86.74 |
1.000 |
86.09 |
1.618 |
85.03 |
2.618 |
83.32 |
4.250 |
80.53 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
89.10 |
88.77 |
PP |
88.88 |
88.21 |
S1 |
88.66 |
87.66 |
|