NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
87.80 |
89.35 |
1.55 |
1.8% |
84.15 |
| High |
89.51 |
90.87 |
1.36 |
1.5% |
89.11 |
| Low |
87.80 |
88.55 |
0.75 |
0.9% |
84.15 |
| Close |
89.32 |
90.81 |
1.49 |
1.7% |
87.71 |
| Range |
1.71 |
2.32 |
0.61 |
35.7% |
4.96 |
| ATR |
2.73 |
2.70 |
-0.03 |
-1.1% |
0.00 |
| Volume |
3,303 |
3,943 |
640 |
19.4% |
25,883 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.04 |
96.24 |
92.09 |
|
| R3 |
94.72 |
93.92 |
91.45 |
|
| R2 |
92.40 |
92.40 |
91.24 |
|
| R1 |
91.60 |
91.60 |
91.02 |
92.00 |
| PP |
90.08 |
90.08 |
90.08 |
90.28 |
| S1 |
89.28 |
89.28 |
90.60 |
89.68 |
| S2 |
87.76 |
87.76 |
90.38 |
|
| S3 |
85.44 |
86.96 |
90.17 |
|
| S4 |
83.12 |
84.64 |
89.53 |
|
|
| 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 |
100.73 |
|
2.618 |
96.94 |
|
1.618 |
94.62 |
|
1.000 |
93.19 |
|
0.618 |
92.30 |
|
HIGH |
90.87 |
|
0.618 |
89.98 |
|
0.500 |
89.71 |
|
0.382 |
89.44 |
|
LOW |
88.55 |
|
0.618 |
87.12 |
|
1.000 |
86.23 |
|
1.618 |
84.80 |
|
2.618 |
82.48 |
|
4.250 |
78.69 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.44 |
90.00 |
| PP |
90.08 |
89.19 |
| S1 |
89.71 |
88.38 |
|