NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.88 |
88.60 |
-1.28 |
-1.4% |
86.46 |
High |
90.25 |
90.15 |
-0.10 |
-0.1% |
90.48 |
Low |
88.21 |
88.01 |
-0.20 |
-0.2% |
83.20 |
Close |
88.91 |
89.40 |
0.49 |
0.6% |
87.24 |
Range |
2.04 |
2.14 |
0.10 |
4.9% |
7.28 |
ATR |
3.18 |
3.10 |
-0.07 |
-2.3% |
0.00 |
Volume |
295,020 |
267,984 |
-27,036 |
-9.2% |
1,224,418 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.61 |
94.64 |
90.58 |
|
R3 |
93.47 |
92.50 |
89.99 |
|
R2 |
91.33 |
91.33 |
89.79 |
|
R1 |
90.36 |
90.36 |
89.60 |
90.85 |
PP |
89.19 |
89.19 |
89.19 |
89.43 |
S1 |
88.22 |
88.22 |
89.20 |
88.71 |
S2 |
87.05 |
87.05 |
89.01 |
|
S3 |
84.91 |
86.08 |
88.81 |
|
S4 |
82.77 |
83.94 |
88.22 |
|
|
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% |
2.94 |
3.3% |
80% |
False |
False |
306,086 |
10 |
90.52 |
83.20 |
7.32 |
8.2% |
2.95 |
3.3% |
85% |
False |
False |
299,073 |
20 |
90.52 |
79.38 |
11.14 |
12.5% |
3.12 |
3.5% |
90% |
False |
False |
295,313 |
40 |
101.00 |
76.15 |
24.85 |
27.8% |
3.30 |
3.7% |
53% |
False |
False |
197,557 |
60 |
101.00 |
76.15 |
24.85 |
27.8% |
3.11 |
3.5% |
53% |
False |
False |
146,003 |
80 |
104.65 |
76.15 |
28.50 |
31.9% |
3.01 |
3.4% |
46% |
False |
False |
115,650 |
100 |
115.58 |
76.15 |
39.43 |
44.1% |
3.15 |
3.5% |
34% |
False |
False |
95,076 |
120 |
115.58 |
76.15 |
39.43 |
44.1% |
2.96 |
3.3% |
34% |
False |
False |
80,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.25 |
2.618 |
95.75 |
1.618 |
93.61 |
1.000 |
92.29 |
0.618 |
91.47 |
HIGH |
90.15 |
0.618 |
89.33 |
0.500 |
89.08 |
0.382 |
88.83 |
LOW |
88.01 |
0.618 |
86.69 |
1.000 |
85.87 |
1.618 |
84.55 |
2.618 |
82.41 |
4.250 |
78.92 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.29 |
89.32 |
PP |
89.19 |
89.24 |
S1 |
89.08 |
89.17 |
|