NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
89.35 |
91.25 |
1.90 |
2.1% |
84.15 |
High |
90.87 |
91.25 |
0.38 |
0.4% |
89.11 |
Low |
88.55 |
89.65 |
1.10 |
1.2% |
84.15 |
Close |
90.81 |
90.57 |
-0.24 |
-0.3% |
87.71 |
Range |
2.32 |
1.60 |
-0.72 |
-31.0% |
4.96 |
ATR |
2.70 |
2.62 |
-0.08 |
-2.9% |
0.00 |
Volume |
3,943 |
6,603 |
2,660 |
67.5% |
25,883 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.29 |
94.53 |
91.45 |
|
R3 |
93.69 |
92.93 |
91.01 |
|
R2 |
92.09 |
92.09 |
90.86 |
|
R1 |
91.33 |
91.33 |
90.72 |
90.91 |
PP |
90.49 |
90.49 |
90.49 |
90.28 |
S1 |
89.73 |
89.73 |
90.42 |
89.31 |
S2 |
88.89 |
88.89 |
90.28 |
|
S3 |
87.29 |
88.13 |
90.13 |
|
S4 |
85.69 |
86.53 |
89.69 |
|
|
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 |
98.05 |
2.618 |
95.44 |
1.618 |
93.84 |
1.000 |
92.85 |
0.618 |
92.24 |
HIGH |
91.25 |
0.618 |
90.64 |
0.500 |
90.45 |
0.382 |
90.26 |
LOW |
89.65 |
0.618 |
88.66 |
1.000 |
88.05 |
1.618 |
87.06 |
2.618 |
85.46 |
4.250 |
82.85 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
90.53 |
90.22 |
PP |
90.49 |
89.87 |
S1 |
90.45 |
89.53 |
|