NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.09 |
89.99 |
0.90 |
1.0% |
86.80 |
High |
90.60 |
90.31 |
-0.29 |
-0.3% |
90.69 |
Low |
87.95 |
88.29 |
0.34 |
0.4% |
83.47 |
Close |
90.28 |
89.01 |
-1.27 |
-1.4% |
87.41 |
Range |
2.65 |
2.02 |
-0.63 |
-23.8% |
7.22 |
ATR |
3.21 |
3.13 |
-0.09 |
-2.7% |
0.00 |
Volume |
138,284 |
128,511 |
-9,773 |
-7.1% |
333,913 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.26 |
94.16 |
90.12 |
|
R3 |
93.24 |
92.14 |
89.57 |
|
R2 |
91.22 |
91.22 |
89.38 |
|
R1 |
90.12 |
90.12 |
89.20 |
89.66 |
PP |
89.20 |
89.20 |
89.20 |
88.98 |
S1 |
88.10 |
88.10 |
88.82 |
87.64 |
S2 |
87.18 |
87.18 |
88.64 |
|
S3 |
85.16 |
86.08 |
88.45 |
|
S4 |
83.14 |
84.06 |
87.90 |
|
|
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 |
90.60 |
85.17 |
5.43 |
6.1% |
2.83 |
3.2% |
71% |
False |
False |
114,650 |
10 |
90.69 |
83.47 |
7.22 |
8.1% |
2.89 |
3.2% |
77% |
False |
False |
96,321 |
20 |
90.69 |
79.76 |
10.93 |
12.3% |
3.09 |
3.5% |
85% |
False |
False |
78,657 |
40 |
101.39 |
76.61 |
24.78 |
27.8% |
3.25 |
3.6% |
50% |
False |
False |
62,705 |
60 |
101.39 |
76.61 |
24.78 |
27.8% |
3.03 |
3.4% |
50% |
False |
False |
50,677 |
80 |
104.85 |
76.61 |
28.24 |
31.7% |
2.91 |
3.3% |
44% |
False |
False |
41,812 |
100 |
115.57 |
76.61 |
38.96 |
43.8% |
3.05 |
3.4% |
32% |
False |
False |
35,219 |
120 |
115.57 |
76.61 |
38.96 |
43.8% |
2.83 |
3.2% |
32% |
False |
False |
30,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.90 |
2.618 |
95.60 |
1.618 |
93.58 |
1.000 |
92.33 |
0.618 |
91.56 |
HIGH |
90.31 |
0.618 |
89.54 |
0.500 |
89.30 |
0.382 |
89.06 |
LOW |
88.29 |
0.618 |
87.04 |
1.000 |
86.27 |
1.618 |
85.02 |
2.618 |
83.00 |
4.250 |
79.71 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.30 |
88.64 |
PP |
89.20 |
88.26 |
S1 |
89.11 |
87.89 |
|