NYMEX Light Sweet Crude Oil Future May 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 |
89.99 |
91.52 |
1.53 |
1.7% |
85.22 |
| High |
91.22 |
91.59 |
0.37 |
0.4% |
89.47 |
| Low |
89.62 |
90.43 |
0.81 |
0.9% |
85.22 |
| Close |
91.16 |
90.78 |
-0.38 |
-0.4% |
88.14 |
| Range |
1.60 |
1.16 |
-0.44 |
-27.5% |
4.25 |
| ATR |
2.46 |
2.36 |
-0.09 |
-3.8% |
0.00 |
| Volume |
3,216 |
5,719 |
2,503 |
77.8% |
24,022 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.41 |
93.76 |
91.42 |
|
| R3 |
93.25 |
92.60 |
91.10 |
|
| R2 |
92.09 |
92.09 |
90.99 |
|
| R1 |
91.44 |
91.44 |
90.89 |
91.19 |
| PP |
90.93 |
90.93 |
90.93 |
90.81 |
| S1 |
90.28 |
90.28 |
90.67 |
90.03 |
| S2 |
89.77 |
89.77 |
90.57 |
|
| S3 |
88.61 |
89.12 |
90.46 |
|
| S4 |
87.45 |
87.96 |
90.14 |
|
|
| 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 |
96.52 |
|
2.618 |
94.63 |
|
1.618 |
93.47 |
|
1.000 |
92.75 |
|
0.618 |
92.31 |
|
HIGH |
91.59 |
|
0.618 |
91.15 |
|
0.500 |
91.01 |
|
0.382 |
90.87 |
|
LOW |
90.43 |
|
0.618 |
89.71 |
|
1.000 |
89.27 |
|
1.618 |
88.55 |
|
2.618 |
87.39 |
|
4.250 |
85.50 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.01 |
90.68 |
| PP |
90.93 |
90.58 |
| S1 |
90.86 |
90.49 |
|