NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
86.50 |
90.11 |
3.61 |
4.2% |
85.33 |
High |
90.48 |
90.23 |
-0.25 |
-0.3% |
89.90 |
Low |
86.15 |
88.40 |
2.25 |
2.6% |
85.11 |
Close |
89.34 |
89.05 |
-0.29 |
-0.3% |
86.45 |
Range |
4.33 |
1.83 |
-2.50 |
-57.7% |
4.79 |
ATR |
3.32 |
3.21 |
-0.11 |
-3.2% |
0.00 |
Volume |
293,652 |
307,182 |
13,530 |
4.6% |
1,338,395 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.72 |
93.71 |
90.06 |
|
R3 |
92.89 |
91.88 |
89.55 |
|
R2 |
91.06 |
91.06 |
89.39 |
|
R1 |
90.05 |
90.05 |
89.22 |
89.64 |
PP |
89.23 |
89.23 |
89.23 |
89.02 |
S1 |
88.22 |
88.22 |
88.88 |
87.81 |
S2 |
87.40 |
87.40 |
88.71 |
|
S3 |
85.57 |
86.39 |
88.55 |
|
S4 |
83.74 |
84.56 |
88.04 |
|
|
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 |
8.2% |
2.96 |
3.3% |
80% |
False |
False |
292,060 |
10 |
90.48 |
82.95 |
7.53 |
8.5% |
2.82 |
3.2% |
81% |
False |
False |
286,177 |
20 |
90.48 |
79.38 |
11.10 |
12.5% |
3.21 |
3.6% |
87% |
False |
False |
252,482 |
40 |
101.00 |
76.15 |
24.85 |
27.9% |
3.31 |
3.7% |
52% |
False |
False |
165,124 |
60 |
101.12 |
76.15 |
24.97 |
28.0% |
3.11 |
3.5% |
52% |
False |
False |
122,707 |
80 |
104.65 |
76.15 |
28.50 |
32.0% |
3.00 |
3.4% |
45% |
False |
False |
97,297 |
100 |
115.58 |
76.15 |
39.43 |
44.3% |
3.11 |
3.5% |
33% |
False |
False |
80,227 |
120 |
115.58 |
76.15 |
39.43 |
44.3% |
2.89 |
3.2% |
33% |
False |
False |
68,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.01 |
2.618 |
95.02 |
1.618 |
93.19 |
1.000 |
92.06 |
0.618 |
91.36 |
HIGH |
90.23 |
0.618 |
89.53 |
0.500 |
89.32 |
0.382 |
89.10 |
LOW |
88.40 |
0.618 |
87.27 |
1.000 |
86.57 |
1.618 |
85.44 |
2.618 |
83.61 |
4.250 |
80.62 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.32 |
88.31 |
PP |
89.23 |
87.58 |
S1 |
89.14 |
86.84 |
|