NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.99 |
88.65 |
-1.34 |
-1.5% |
86.80 |
High |
90.31 |
90.29 |
-0.02 |
0.0% |
90.69 |
Low |
88.29 |
88.14 |
-0.15 |
-0.2% |
83.47 |
Close |
89.01 |
89.59 |
0.58 |
0.7% |
87.41 |
Range |
2.02 |
2.15 |
0.13 |
6.4% |
7.22 |
ATR |
3.13 |
3.06 |
-0.07 |
-2.2% |
0.00 |
Volume |
128,511 |
142,096 |
13,585 |
10.6% |
333,913 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.79 |
94.84 |
90.77 |
|
R3 |
93.64 |
92.69 |
90.18 |
|
R2 |
91.49 |
91.49 |
89.98 |
|
R1 |
90.54 |
90.54 |
89.79 |
91.02 |
PP |
89.34 |
89.34 |
89.34 |
89.58 |
S1 |
88.39 |
88.39 |
89.39 |
88.87 |
S2 |
87.19 |
87.19 |
89.20 |
|
S3 |
85.04 |
86.24 |
89.00 |
|
S4 |
82.89 |
84.09 |
88.41 |
|
|
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% |
2.90 |
3.2% |
81% |
False |
False |
122,600 |
10 |
90.69 |
83.47 |
7.22 |
8.1% |
2.92 |
3.3% |
85% |
False |
False |
99,333 |
20 |
90.69 |
79.76 |
10.93 |
12.2% |
3.08 |
3.4% |
90% |
False |
False |
83,561 |
40 |
101.39 |
76.61 |
24.78 |
27.7% |
3.24 |
3.6% |
52% |
False |
False |
65,711 |
60 |
101.39 |
76.61 |
24.78 |
27.7% |
3.03 |
3.4% |
52% |
False |
False |
52,869 |
80 |
104.85 |
76.61 |
28.24 |
31.5% |
2.90 |
3.2% |
46% |
False |
False |
43,466 |
100 |
115.57 |
76.61 |
38.96 |
43.5% |
3.05 |
3.4% |
33% |
False |
False |
36,584 |
120 |
115.57 |
76.61 |
38.96 |
43.5% |
2.84 |
3.2% |
33% |
False |
False |
31,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.43 |
2.618 |
95.92 |
1.618 |
93.77 |
1.000 |
92.44 |
0.618 |
91.62 |
HIGH |
90.29 |
0.618 |
89.47 |
0.500 |
89.22 |
0.382 |
88.96 |
LOW |
88.14 |
0.618 |
86.81 |
1.000 |
85.99 |
1.618 |
84.66 |
2.618 |
82.51 |
4.250 |
79.00 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.47 |
89.49 |
PP |
89.34 |
89.38 |
S1 |
89.22 |
89.28 |
|