NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
88.95 |
89.88 |
0.93 |
1.0% |
86.46 |
| High |
90.52 |
90.25 |
-0.27 |
-0.3% |
90.48 |
| Low |
87.81 |
88.21 |
0.40 |
0.5% |
83.20 |
| Close |
90.21 |
88.91 |
-1.30 |
-1.4% |
87.24 |
| Range |
2.71 |
2.04 |
-0.67 |
-24.7% |
7.28 |
| ATR |
3.26 |
3.18 |
-0.09 |
-2.7% |
0.00 |
| Volume |
331,615 |
295,020 |
-36,595 |
-11.0% |
1,224,418 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.24 |
94.12 |
90.03 |
|
| R3 |
93.20 |
92.08 |
89.47 |
|
| R2 |
91.16 |
91.16 |
89.28 |
|
| R1 |
90.04 |
90.04 |
89.10 |
89.58 |
| PP |
89.12 |
89.12 |
89.12 |
88.90 |
| S1 |
88.00 |
88.00 |
88.72 |
87.54 |
| S2 |
87.08 |
87.08 |
88.54 |
|
| S3 |
85.04 |
85.96 |
88.35 |
|
| S4 |
83.00 |
83.92 |
87.79 |
|
|
| 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 |
6.2% |
2.88 |
3.2% |
71% |
False |
False |
313,925 |
| 10 |
90.52 |
83.20 |
7.32 |
8.2% |
2.93 |
3.3% |
78% |
False |
False |
301,861 |
| 20 |
90.52 |
79.38 |
11.14 |
12.5% |
3.13 |
3.5% |
86% |
False |
False |
289,543 |
| 40 |
101.00 |
76.15 |
24.85 |
27.9% |
3.31 |
3.7% |
51% |
False |
False |
191,911 |
| 60 |
101.00 |
76.15 |
24.85 |
27.9% |
3.11 |
3.5% |
51% |
False |
False |
141,815 |
| 80 |
104.65 |
76.15 |
28.50 |
32.1% |
3.02 |
3.4% |
45% |
False |
False |
112,485 |
| 100 |
115.58 |
76.15 |
39.43 |
44.3% |
3.15 |
3.5% |
32% |
False |
False |
92,474 |
| 120 |
115.58 |
76.15 |
39.43 |
44.3% |
2.95 |
3.3% |
32% |
False |
False |
78,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.92 |
|
2.618 |
95.59 |
|
1.618 |
93.55 |
|
1.000 |
92.29 |
|
0.618 |
91.51 |
|
HIGH |
90.25 |
|
0.618 |
89.47 |
|
0.500 |
89.23 |
|
0.382 |
88.99 |
|
LOW |
88.21 |
|
0.618 |
86.95 |
|
1.000 |
86.17 |
|
1.618 |
84.91 |
|
2.618 |
82.87 |
|
4.250 |
79.54 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
89.23 |
88.53 |
| PP |
89.12 |
88.14 |
| S1 |
89.02 |
87.76 |
|