NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
88.79 |
88.73 |
-0.06 |
-0.1% |
82.27 |
High |
89.54 |
89.90 |
0.36 |
0.4% |
86.59 |
Low |
87.67 |
88.21 |
0.54 |
0.6% |
81.18 |
Close |
88.81 |
88.93 |
0.12 |
0.1% |
85.37 |
Range |
1.87 |
1.69 |
-0.18 |
-9.6% |
5.41 |
ATR |
3.30 |
3.19 |
-0.12 |
-3.5% |
0.00 |
Volume |
295,871 |
262,289 |
-33,582 |
-11.4% |
1,598,897 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.08 |
93.20 |
89.86 |
|
R3 |
92.39 |
91.51 |
89.39 |
|
R2 |
90.70 |
90.70 |
89.24 |
|
R1 |
89.82 |
89.82 |
89.08 |
90.26 |
PP |
89.01 |
89.01 |
89.01 |
89.24 |
S1 |
88.13 |
88.13 |
88.78 |
88.57 |
S2 |
87.32 |
87.32 |
88.62 |
|
S3 |
85.63 |
86.44 |
88.47 |
|
S4 |
83.94 |
84.75 |
88.00 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.61 |
98.40 |
88.35 |
|
R3 |
95.20 |
92.99 |
86.86 |
|
R2 |
89.79 |
89.79 |
86.36 |
|
R1 |
87.58 |
87.58 |
85.87 |
88.69 |
PP |
84.38 |
84.38 |
84.38 |
84.93 |
S1 |
82.17 |
82.17 |
84.87 |
83.28 |
S2 |
78.97 |
78.97 |
84.38 |
|
S3 |
73.56 |
76.76 |
83.88 |
|
S4 |
68.15 |
71.35 |
82.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.90 |
82.95 |
6.95 |
7.8% |
2.30 |
2.6% |
86% |
True |
False |
263,428 |
10 |
89.90 |
79.38 |
10.52 |
11.8% |
2.81 |
3.2% |
91% |
True |
False |
302,467 |
20 |
89.90 |
76.15 |
13.75 |
15.5% |
3.63 |
4.1% |
93% |
True |
False |
222,056 |
40 |
101.00 |
76.15 |
24.85 |
27.9% |
3.28 |
3.7% |
51% |
False |
False |
140,117 |
60 |
103.76 |
76.15 |
27.61 |
31.0% |
3.07 |
3.5% |
46% |
False |
False |
105,090 |
80 |
105.81 |
76.15 |
29.66 |
33.4% |
3.06 |
3.4% |
43% |
False |
False |
83,078 |
100 |
115.58 |
76.15 |
39.43 |
44.3% |
3.09 |
3.5% |
32% |
False |
False |
68,697 |
120 |
115.58 |
76.15 |
39.43 |
44.3% |
2.90 |
3.3% |
32% |
False |
False |
58,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.08 |
2.618 |
94.32 |
1.618 |
92.63 |
1.000 |
91.59 |
0.618 |
90.94 |
HIGH |
89.90 |
0.618 |
89.25 |
0.500 |
89.06 |
0.382 |
88.86 |
LOW |
88.21 |
0.618 |
87.17 |
1.000 |
86.52 |
1.618 |
85.48 |
2.618 |
83.79 |
4.250 |
81.03 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.06 |
88.68 |
PP |
89.01 |
88.43 |
S1 |
88.97 |
88.18 |
|