NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
86.46 |
86.50 |
0.04 |
0.0% |
85.33 |
High |
86.60 |
90.48 |
3.88 |
4.5% |
89.90 |
Low |
83.20 |
86.15 |
2.95 |
3.5% |
85.11 |
Close |
86.02 |
89.34 |
3.32 |
3.9% |
86.45 |
Range |
3.40 |
4.33 |
0.93 |
27.4% |
4.79 |
ATR |
3.23 |
3.32 |
0.09 |
2.7% |
0.00 |
Volume |
307,284 |
293,652 |
-13,632 |
-4.4% |
1,338,395 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.65 |
99.82 |
91.72 |
|
R3 |
97.32 |
95.49 |
90.53 |
|
R2 |
92.99 |
92.99 |
90.13 |
|
R1 |
91.16 |
91.16 |
89.74 |
92.08 |
PP |
88.66 |
88.66 |
88.66 |
89.11 |
S1 |
86.83 |
86.83 |
88.94 |
87.75 |
S2 |
84.33 |
84.33 |
88.55 |
|
S3 |
80.00 |
82.50 |
88.15 |
|
S4 |
75.67 |
78.17 |
86.96 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.52 |
98.78 |
89.08 |
|
R3 |
96.73 |
93.99 |
87.77 |
|
R2 |
91.94 |
91.94 |
87.33 |
|
R1 |
89.20 |
89.20 |
86.89 |
90.57 |
PP |
87.15 |
87.15 |
87.15 |
87.84 |
S1 |
84.41 |
84.41 |
86.01 |
85.78 |
S2 |
82.36 |
82.36 |
85.57 |
|
S3 |
77.57 |
79.62 |
85.13 |
|
S4 |
72.78 |
74.83 |
83.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.48 |
83.20 |
7.28 |
8.1% |
2.97 |
3.3% |
84% |
True |
False |
289,798 |
10 |
90.48 |
82.95 |
7.53 |
8.4% |
2.84 |
3.2% |
85% |
True |
False |
283,466 |
20 |
90.48 |
79.38 |
11.10 |
12.4% |
3.29 |
3.7% |
90% |
True |
False |
245,660 |
40 |
101.00 |
76.15 |
24.85 |
27.8% |
3.33 |
3.7% |
53% |
False |
False |
158,813 |
60 |
101.12 |
76.15 |
24.97 |
27.9% |
3.12 |
3.5% |
53% |
False |
False |
118,071 |
80 |
104.65 |
76.15 |
28.50 |
31.9% |
3.01 |
3.4% |
46% |
False |
False |
93,584 |
100 |
115.58 |
76.15 |
39.43 |
44.1% |
3.12 |
3.5% |
33% |
False |
False |
77,272 |
120 |
115.58 |
76.15 |
39.43 |
44.1% |
2.90 |
3.2% |
33% |
False |
False |
65,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.88 |
2.618 |
101.82 |
1.618 |
97.49 |
1.000 |
94.81 |
0.618 |
93.16 |
HIGH |
90.48 |
0.618 |
88.83 |
0.500 |
88.32 |
0.382 |
87.80 |
LOW |
86.15 |
0.618 |
83.47 |
1.000 |
81.82 |
1.618 |
79.14 |
2.618 |
74.81 |
4.250 |
67.75 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.00 |
88.51 |
PP |
88.66 |
87.67 |
S1 |
88.32 |
86.84 |
|