NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
86.70 |
88.95 |
2.25 |
2.6% |
86.46 |
High |
88.97 |
90.52 |
1.55 |
1.7% |
90.48 |
Low |
85.00 |
87.81 |
2.81 |
3.3% |
83.20 |
Close |
88.19 |
90.21 |
2.02 |
2.3% |
87.24 |
Range |
3.97 |
2.71 |
-1.26 |
-31.7% |
7.28 |
ATR |
3.31 |
3.26 |
-0.04 |
-1.3% |
0.00 |
Volume |
319,511 |
331,615 |
12,104 |
3.8% |
1,224,418 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.64 |
96.64 |
91.70 |
|
R3 |
94.93 |
93.93 |
90.96 |
|
R2 |
92.22 |
92.22 |
90.71 |
|
R1 |
91.22 |
91.22 |
90.46 |
91.72 |
PP |
89.51 |
89.51 |
89.51 |
89.77 |
S1 |
88.51 |
88.51 |
89.96 |
89.01 |
S2 |
86.80 |
86.80 |
89.71 |
|
S3 |
84.09 |
85.80 |
89.46 |
|
S4 |
81.38 |
83.09 |
88.72 |
|
|
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 |
90.52 |
85.00 |
5.52 |
6.1% |
3.34 |
3.7% |
94% |
True |
False |
313,652 |
10 |
90.52 |
83.20 |
7.32 |
8.1% |
3.00 |
3.3% |
96% |
True |
False |
302,133 |
20 |
90.52 |
79.38 |
11.14 |
12.3% |
3.14 |
3.5% |
97% |
True |
False |
280,061 |
40 |
101.00 |
76.15 |
24.85 |
27.5% |
3.33 |
3.7% |
57% |
False |
False |
185,806 |
60 |
101.00 |
76.15 |
24.85 |
27.5% |
3.11 |
3.4% |
57% |
False |
False |
137,331 |
80 |
104.65 |
76.15 |
28.50 |
31.6% |
3.04 |
3.4% |
49% |
False |
False |
108,933 |
100 |
115.58 |
76.15 |
39.43 |
43.7% |
3.14 |
3.5% |
36% |
False |
False |
89,609 |
120 |
115.58 |
76.15 |
39.43 |
43.7% |
2.94 |
3.3% |
36% |
False |
False |
76,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.04 |
2.618 |
97.61 |
1.618 |
94.90 |
1.000 |
93.23 |
0.618 |
92.19 |
HIGH |
90.52 |
0.618 |
89.48 |
0.500 |
89.17 |
0.382 |
88.85 |
LOW |
87.81 |
0.618 |
86.14 |
1.000 |
85.10 |
1.618 |
83.43 |
2.618 |
80.72 |
4.250 |
76.29 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.86 |
89.39 |
PP |
89.51 |
88.58 |
S1 |
89.17 |
87.76 |
|