NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
88.52 |
87.81 |
-0.71 |
-0.8% |
85.22 |
| High |
89.47 |
88.14 |
-1.33 |
-1.5% |
89.47 |
| Low |
86.64 |
86.30 |
-0.34 |
-0.4% |
85.22 |
| Close |
88.25 |
88.14 |
-0.11 |
-0.1% |
88.14 |
| Range |
2.83 |
1.84 |
-0.99 |
-35.0% |
4.25 |
| ATR |
|
|
|
|
|
| Volume |
3,559 |
5,308 |
1,749 |
49.1% |
24,022 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.05 |
92.43 |
89.15 |
|
| R3 |
91.21 |
90.59 |
88.65 |
|
| R2 |
89.37 |
89.37 |
88.48 |
|
| R1 |
88.75 |
88.75 |
88.31 |
89.06 |
| PP |
87.53 |
87.53 |
87.53 |
87.68 |
| S1 |
86.91 |
86.91 |
87.97 |
87.22 |
| S2 |
85.69 |
85.69 |
87.80 |
|
| S3 |
83.85 |
85.07 |
87.63 |
|
| S4 |
82.01 |
83.23 |
87.13 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.36 |
98.50 |
90.48 |
|
| R3 |
96.11 |
94.25 |
89.31 |
|
| R2 |
91.86 |
91.86 |
88.92 |
|
| R1 |
90.00 |
90.00 |
88.53 |
90.93 |
| PP |
87.61 |
87.61 |
87.61 |
88.08 |
| S1 |
85.75 |
85.75 |
87.75 |
86.68 |
| S2 |
83.36 |
83.36 |
87.36 |
|
| S3 |
79.11 |
81.50 |
86.97 |
|
| S4 |
74.86 |
77.25 |
85.80 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.96 |
|
2.618 |
92.96 |
|
1.618 |
91.12 |
|
1.000 |
89.98 |
|
0.618 |
89.28 |
|
HIGH |
88.14 |
|
0.618 |
87.44 |
|
0.500 |
87.22 |
|
0.382 |
87.00 |
|
LOW |
86.30 |
|
0.618 |
85.16 |
|
1.000 |
84.46 |
|
1.618 |
83.32 |
|
2.618 |
81.48 |
|
4.250 |
78.48 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.83 |
88.06 |
| PP |
87.53 |
87.97 |
| S1 |
87.22 |
87.89 |
|