NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
86.73 |
90.13 |
3.40 |
3.9% |
85.85 |
High |
90.69 |
90.40 |
-0.29 |
-0.3% |
90.18 |
Low |
86.45 |
88.59 |
2.14 |
2.5% |
85.45 |
Close |
89.55 |
89.23 |
-0.32 |
-0.4% |
86.74 |
Range |
4.24 |
1.81 |
-2.43 |
-57.3% |
4.73 |
ATR |
3.27 |
3.16 |
-0.10 |
-3.2% |
0.00 |
Volume |
95,081 |
102,345 |
7,264 |
7.6% |
368,270 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.84 |
93.84 |
90.23 |
|
R3 |
93.03 |
92.03 |
89.73 |
|
R2 |
91.22 |
91.22 |
89.56 |
|
R1 |
90.22 |
90.22 |
89.40 |
89.82 |
PP |
89.41 |
89.41 |
89.41 |
89.20 |
S1 |
88.41 |
88.41 |
89.06 |
88.01 |
S2 |
87.60 |
87.60 |
88.90 |
|
S3 |
85.79 |
86.60 |
88.73 |
|
S4 |
83.98 |
84.79 |
88.23 |
|
|
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% |
80% |
False |
False |
76,067 |
10 |
90.69 |
83.30 |
7.39 |
8.3% |
2.79 |
3.1% |
80% |
False |
False |
76,203 |
20 |
90.69 |
79.76 |
10.93 |
12.2% |
3.16 |
3.5% |
87% |
False |
False |
68,124 |
40 |
101.39 |
76.61 |
24.78 |
27.8% |
3.23 |
3.6% |
51% |
False |
False |
53,694 |
60 |
101.49 |
76.61 |
24.88 |
27.9% |
3.02 |
3.4% |
51% |
False |
False |
43,972 |
80 |
104.85 |
76.61 |
28.24 |
31.6% |
2.89 |
3.2% |
45% |
False |
False |
36,365 |
100 |
115.57 |
76.61 |
38.96 |
43.7% |
3.00 |
3.4% |
32% |
False |
False |
30,755 |
120 |
115.57 |
76.61 |
38.96 |
43.7% |
2.77 |
3.1% |
32% |
False |
False |
27,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.09 |
2.618 |
95.14 |
1.618 |
93.33 |
1.000 |
92.21 |
0.618 |
91.52 |
HIGH |
90.40 |
0.618 |
89.71 |
0.500 |
89.50 |
0.382 |
89.28 |
LOW |
88.59 |
0.618 |
87.47 |
1.000 |
86.78 |
1.618 |
85.66 |
2.618 |
83.85 |
4.250 |
80.90 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.50 |
88.51 |
PP |
89.41 |
87.80 |
S1 |
89.32 |
87.08 |
|