NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
90.11 |
88.77 |
-1.34 |
-1.5% |
86.46 |
High |
90.23 |
89.50 |
-0.73 |
-0.8% |
90.48 |
Low |
88.40 |
85.64 |
-2.76 |
-3.1% |
83.20 |
Close |
89.05 |
87.24 |
-1.81 |
-2.0% |
87.24 |
Range |
1.83 |
3.86 |
2.03 |
110.9% |
7.28 |
ATR |
3.21 |
3.26 |
0.05 |
1.4% |
0.00 |
Volume |
307,182 |
316,300 |
9,118 |
3.0% |
1,224,418 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.04 |
97.00 |
89.36 |
|
R3 |
95.18 |
93.14 |
88.30 |
|
R2 |
91.32 |
91.32 |
87.95 |
|
R1 |
89.28 |
89.28 |
87.59 |
88.37 |
PP |
87.46 |
87.46 |
87.46 |
87.01 |
S1 |
85.42 |
85.42 |
86.89 |
84.51 |
S2 |
83.60 |
83.60 |
86.53 |
|
S3 |
79.74 |
81.56 |
86.18 |
|
S4 |
75.88 |
77.70 |
85.12 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.81 |
105.31 |
91.24 |
|
R3 |
101.53 |
98.03 |
89.24 |
|
R2 |
94.25 |
94.25 |
88.57 |
|
R1 |
90.75 |
90.75 |
87.91 |
92.50 |
PP |
86.97 |
86.97 |
86.97 |
87.85 |
S1 |
83.47 |
83.47 |
86.57 |
85.22 |
S2 |
79.69 |
79.69 |
85.91 |
|
S3 |
72.41 |
76.19 |
85.24 |
|
S4 |
65.13 |
68.91 |
83.24 |
|
|
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 |
8.3% |
3.40 |
3.9% |
55% |
False |
False |
302,862 |
10 |
90.48 |
82.95 |
7.53 |
8.6% |
2.85 |
3.3% |
57% |
False |
False |
283,145 |
20 |
90.48 |
79.38 |
11.10 |
12.7% |
3.16 |
3.6% |
71% |
False |
False |
260,718 |
40 |
101.00 |
76.15 |
24.85 |
28.5% |
3.30 |
3.8% |
45% |
False |
False |
171,910 |
60 |
101.00 |
76.15 |
24.85 |
28.5% |
3.08 |
3.5% |
45% |
False |
False |
127,515 |
80 |
104.65 |
76.15 |
28.50 |
32.7% |
3.02 |
3.5% |
39% |
False |
False |
101,126 |
100 |
115.58 |
76.15 |
39.43 |
45.2% |
3.12 |
3.6% |
28% |
False |
False |
83,284 |
120 |
115.58 |
76.15 |
39.43 |
45.2% |
2.91 |
3.3% |
28% |
False |
False |
70,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.91 |
2.618 |
99.61 |
1.618 |
95.75 |
1.000 |
93.36 |
0.618 |
91.89 |
HIGH |
89.50 |
0.618 |
88.03 |
0.500 |
87.57 |
0.382 |
87.11 |
LOW |
85.64 |
0.618 |
83.25 |
1.000 |
81.78 |
1.618 |
79.39 |
2.618 |
75.53 |
4.250 |
69.24 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
87.57 |
88.06 |
PP |
87.46 |
87.79 |
S1 |
87.35 |
87.51 |
|