NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
86.80 |
86.73 |
-0.07 |
-0.1% |
85.85 |
High |
86.86 |
90.69 |
3.83 |
4.4% |
90.18 |
Low |
83.47 |
86.45 |
2.98 |
3.6% |
85.45 |
Close |
86.31 |
89.55 |
3.24 |
3.8% |
86.74 |
Range |
3.39 |
4.24 |
0.85 |
25.1% |
4.73 |
ATR |
3.18 |
3.27 |
0.09 |
2.7% |
0.00 |
Volume |
55,776 |
95,081 |
39,305 |
70.5% |
368,270 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.62 |
99.82 |
91.88 |
|
R3 |
97.38 |
95.58 |
90.72 |
|
R2 |
93.14 |
93.14 |
90.33 |
|
R1 |
91.34 |
91.34 |
89.94 |
92.24 |
PP |
88.90 |
88.90 |
88.90 |
89.35 |
S1 |
87.10 |
87.10 |
89.16 |
88.00 |
S2 |
84.66 |
84.66 |
88.77 |
|
S3 |
80.42 |
82.86 |
88.38 |
|
S4 |
76.18 |
78.62 |
87.22 |
|
|
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 |
90.69 |
83.47 |
7.22 |
8.1% |
2.94 |
3.3% |
84% |
True |
False |
77,992 |
10 |
90.69 |
83.30 |
7.39 |
8.3% |
2.80 |
3.1% |
85% |
True |
False |
73,055 |
20 |
90.69 |
79.76 |
10.93 |
12.2% |
3.25 |
3.6% |
90% |
True |
False |
66,632 |
40 |
101.39 |
76.61 |
24.78 |
27.7% |
3.25 |
3.6% |
52% |
False |
False |
52,025 |
60 |
101.49 |
76.61 |
24.88 |
27.8% |
3.04 |
3.4% |
52% |
False |
False |
42,639 |
80 |
104.85 |
76.61 |
28.24 |
31.5% |
2.90 |
3.2% |
46% |
False |
False |
35,169 |
100 |
115.57 |
76.61 |
38.96 |
43.5% |
3.01 |
3.4% |
33% |
False |
False |
29,843 |
120 |
115.57 |
76.61 |
38.96 |
43.5% |
2.78 |
3.1% |
33% |
False |
False |
26,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.71 |
2.618 |
101.79 |
1.618 |
97.55 |
1.000 |
94.93 |
0.618 |
93.31 |
HIGH |
90.69 |
0.618 |
89.07 |
0.500 |
88.57 |
0.382 |
88.07 |
LOW |
86.45 |
0.618 |
83.83 |
1.000 |
82.21 |
1.618 |
79.59 |
2.618 |
75.35 |
4.250 |
68.43 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.22 |
88.73 |
PP |
88.90 |
87.90 |
S1 |
88.57 |
87.08 |
|