NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.52 |
89.51 |
-0.01 |
0.0% |
83.15 |
High |
90.22 |
90.56 |
0.34 |
0.4% |
87.34 |
Low |
88.38 |
88.90 |
0.52 |
0.6% |
81.93 |
Close |
89.57 |
89.62 |
0.05 |
0.1% |
86.06 |
Range |
1.84 |
1.66 |
-0.18 |
-9.8% |
5.41 |
ATR |
3.24 |
3.13 |
-0.11 |
-3.5% |
0.00 |
Volume |
159,857 |
74,511 |
-85,346 |
-53.4% |
372,677 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.67 |
93.81 |
90.53 |
|
R3 |
93.01 |
92.15 |
90.08 |
|
R2 |
91.35 |
91.35 |
89.92 |
|
R1 |
90.49 |
90.49 |
89.77 |
90.92 |
PP |
89.69 |
89.69 |
89.69 |
89.91 |
S1 |
88.83 |
88.83 |
89.47 |
89.26 |
S2 |
88.03 |
88.03 |
89.32 |
|
S3 |
86.37 |
87.17 |
89.16 |
|
S4 |
84.71 |
85.51 |
88.71 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.34 |
99.11 |
89.04 |
|
R3 |
95.93 |
93.70 |
87.55 |
|
R2 |
90.52 |
90.52 |
87.05 |
|
R1 |
88.29 |
88.29 |
86.56 |
89.41 |
PP |
85.11 |
85.11 |
85.11 |
85.67 |
S1 |
82.88 |
82.88 |
85.56 |
84.00 |
S2 |
79.70 |
79.70 |
85.07 |
|
S3 |
74.29 |
77.47 |
84.57 |
|
S4 |
68.88 |
72.06 |
83.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.56 |
83.72 |
6.84 |
7.6% |
2.23 |
2.5% |
86% |
True |
False |
93,736 |
10 |
90.56 |
80.15 |
10.41 |
11.6% |
2.74 |
3.1% |
91% |
True |
False |
85,587 |
20 |
90.56 |
77.12 |
13.44 |
15.0% |
3.54 |
3.9% |
93% |
True |
False |
87,431 |
40 |
101.83 |
77.12 |
24.71 |
27.6% |
3.20 |
3.6% |
51% |
False |
False |
69,591 |
60 |
104.20 |
77.12 |
27.08 |
30.2% |
3.01 |
3.4% |
46% |
False |
False |
66,418 |
80 |
106.14 |
77.12 |
29.02 |
32.4% |
3.03 |
3.4% |
43% |
False |
False |
62,404 |
100 |
115.50 |
77.12 |
38.38 |
42.8% |
3.12 |
3.5% |
33% |
False |
False |
59,129 |
120 |
115.50 |
77.12 |
38.38 |
42.8% |
2.99 |
3.3% |
33% |
False |
False |
55,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.62 |
2.618 |
94.91 |
1.618 |
93.25 |
1.000 |
92.22 |
0.618 |
91.59 |
HIGH |
90.56 |
0.618 |
89.93 |
0.500 |
89.73 |
0.382 |
89.53 |
LOW |
88.90 |
0.618 |
87.87 |
1.000 |
87.24 |
1.618 |
86.21 |
2.618 |
84.55 |
4.250 |
81.85 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.73 |
89.36 |
PP |
89.69 |
89.09 |
S1 |
89.66 |
88.83 |
|