NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 06-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.05 |
86.80 |
-2.25 |
-2.5% |
85.85 |
High |
89.30 |
86.86 |
-2.44 |
-2.7% |
90.18 |
Low |
85.72 |
83.47 |
-2.25 |
-2.6% |
85.45 |
Close |
86.74 |
86.31 |
-0.43 |
-0.5% |
86.74 |
Range |
3.58 |
3.39 |
-0.19 |
-5.3% |
4.73 |
ATR |
3.17 |
3.18 |
0.02 |
0.5% |
0.00 |
Volume |
57,489 |
55,776 |
-1,713 |
-3.0% |
368,270 |
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.72 |
94.40 |
88.17 |
|
R3 |
92.33 |
91.01 |
87.24 |
|
R2 |
88.94 |
88.94 |
86.93 |
|
R1 |
87.62 |
87.62 |
86.62 |
86.59 |
PP |
85.55 |
85.55 |
85.55 |
85.03 |
S1 |
84.23 |
84.23 |
86.00 |
83.20 |
S2 |
82.16 |
82.16 |
85.69 |
|
S3 |
78.77 |
80.84 |
85.38 |
|
S4 |
75.38 |
77.45 |
84.45 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.65 |
98.92 |
89.34 |
|
R3 |
96.92 |
94.19 |
88.04 |
|
R2 |
92.19 |
92.19 |
87.61 |
|
R1 |
89.46 |
89.46 |
87.17 |
90.83 |
PP |
87.46 |
87.46 |
87.46 |
88.14 |
S1 |
84.73 |
84.73 |
86.31 |
86.10 |
S2 |
82.73 |
82.73 |
85.87 |
|
S3 |
78.00 |
80.00 |
85.44 |
|
S4 |
73.27 |
75.27 |
84.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.18 |
83.47 |
6.71 |
7.8% |
2.64 |
3.1% |
42% |
False |
True |
76,959 |
10 |
90.18 |
83.30 |
6.88 |
8.0% |
2.67 |
3.1% |
44% |
False |
False |
70,051 |
20 |
90.18 |
76.61 |
13.57 |
15.7% |
3.40 |
3.9% |
71% |
False |
False |
65,280 |
40 |
101.39 |
76.61 |
24.78 |
28.7% |
3.24 |
3.7% |
39% |
False |
False |
50,326 |
60 |
101.49 |
76.61 |
24.88 |
28.8% |
3.02 |
3.5% |
39% |
False |
False |
41,414 |
80 |
104.85 |
76.61 |
28.24 |
32.7% |
2.89 |
3.3% |
34% |
False |
False |
34,143 |
100 |
115.57 |
76.61 |
38.96 |
45.1% |
2.98 |
3.5% |
25% |
False |
False |
28,992 |
120 |
115.57 |
76.61 |
38.96 |
45.1% |
2.77 |
3.2% |
25% |
False |
False |
25,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.27 |
2.618 |
95.74 |
1.618 |
92.35 |
1.000 |
90.25 |
0.618 |
88.96 |
HIGH |
86.86 |
0.618 |
85.57 |
0.500 |
85.17 |
0.382 |
84.76 |
LOW |
83.47 |
0.618 |
81.37 |
1.000 |
80.08 |
1.618 |
77.98 |
2.618 |
74.59 |
4.250 |
69.06 |
|
|
Fisher Pivots for day following 06-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
85.93 |
86.83 |
PP |
85.55 |
86.65 |
S1 |
85.17 |
86.48 |
|