NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
86.99 |
89.09 |
2.10 |
2.4% |
86.80 |
High |
89.08 |
90.60 |
1.52 |
1.7% |
90.69 |
Low |
85.17 |
87.95 |
2.78 |
3.3% |
83.47 |
Close |
88.31 |
90.28 |
1.97 |
2.2% |
87.41 |
Range |
3.91 |
2.65 |
-1.26 |
-32.2% |
7.22 |
ATR |
3.26 |
3.21 |
-0.04 |
-1.3% |
0.00 |
Volume |
123,400 |
138,284 |
14,884 |
12.1% |
333,913 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.56 |
96.57 |
91.74 |
|
R3 |
94.91 |
93.92 |
91.01 |
|
R2 |
92.26 |
92.26 |
90.77 |
|
R1 |
91.27 |
91.27 |
90.52 |
91.77 |
PP |
89.61 |
89.61 |
89.61 |
89.86 |
S1 |
88.62 |
88.62 |
90.04 |
89.12 |
S2 |
86.96 |
86.96 |
89.79 |
|
S3 |
84.31 |
85.97 |
89.55 |
|
S4 |
81.66 |
83.32 |
88.82 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.85 |
105.35 |
91.38 |
|
R3 |
101.63 |
98.13 |
89.40 |
|
R2 |
94.41 |
94.41 |
88.73 |
|
R1 |
90.91 |
90.91 |
88.07 |
92.66 |
PP |
87.19 |
87.19 |
87.19 |
88.07 |
S1 |
83.69 |
83.69 |
86.75 |
85.44 |
S2 |
79.97 |
79.97 |
86.09 |
|
S3 |
72.75 |
76.47 |
85.42 |
|
S4 |
65.53 |
69.25 |
83.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.69 |
85.17 |
5.52 |
6.1% |
3.28 |
3.6% |
93% |
False |
False |
107,964 |
10 |
90.69 |
83.47 |
7.22 |
8.0% |
2.96 |
3.3% |
94% |
False |
False |
92,461 |
20 |
90.69 |
79.76 |
10.93 |
12.1% |
3.10 |
3.4% |
96% |
False |
False |
74,638 |
40 |
101.39 |
76.61 |
24.78 |
27.4% |
3.26 |
3.6% |
55% |
False |
False |
60,051 |
60 |
101.39 |
76.61 |
24.78 |
27.4% |
3.03 |
3.4% |
55% |
False |
False |
48,844 |
80 |
104.85 |
76.61 |
28.24 |
31.3% |
2.93 |
3.2% |
48% |
False |
False |
40,288 |
100 |
115.57 |
76.61 |
38.96 |
43.2% |
3.04 |
3.4% |
35% |
False |
False |
33,999 |
120 |
115.57 |
76.61 |
38.96 |
43.2% |
2.82 |
3.1% |
35% |
False |
False |
29,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.86 |
2.618 |
97.54 |
1.618 |
94.89 |
1.000 |
93.25 |
0.618 |
92.24 |
HIGH |
90.60 |
0.618 |
89.59 |
0.500 |
89.28 |
0.382 |
88.96 |
LOW |
87.95 |
0.618 |
86.31 |
1.000 |
85.30 |
1.618 |
83.66 |
2.618 |
81.01 |
4.250 |
76.69 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.95 |
89.48 |
PP |
89.61 |
88.68 |
S1 |
89.28 |
87.89 |
|