NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
87.03 |
87.11 |
0.08 |
0.1% |
86.20 |
High |
87.25 |
90.96 |
3.71 |
4.3% |
90.56 |
Low |
83.88 |
86.85 |
2.97 |
3.5% |
85.85 |
Close |
86.70 |
89.86 |
3.16 |
3.6% |
87.13 |
Range |
3.37 |
4.11 |
0.74 |
22.0% |
4.71 |
ATR |
3.17 |
3.25 |
0.08 |
2.4% |
0.00 |
Volume |
56,691 |
93,792 |
37,101 |
65.4% |
458,621 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.55 |
99.82 |
92.12 |
|
R3 |
97.44 |
95.71 |
90.99 |
|
R2 |
93.33 |
93.33 |
90.61 |
|
R1 |
91.60 |
91.60 |
90.24 |
92.47 |
PP |
89.22 |
89.22 |
89.22 |
89.66 |
S1 |
87.49 |
87.49 |
89.48 |
88.36 |
S2 |
85.11 |
85.11 |
89.11 |
|
S3 |
81.00 |
83.38 |
88.73 |
|
S4 |
76.89 |
79.27 |
87.60 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.98 |
99.26 |
89.72 |
|
R3 |
97.27 |
94.55 |
88.43 |
|
R2 |
92.56 |
92.56 |
87.99 |
|
R1 |
89.84 |
89.84 |
87.56 |
91.20 |
PP |
87.85 |
87.85 |
87.85 |
88.53 |
S1 |
85.13 |
85.13 |
86.70 |
86.49 |
S2 |
83.14 |
83.14 |
86.27 |
|
S3 |
78.43 |
80.42 |
85.83 |
|
S4 |
73.72 |
75.71 |
84.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.96 |
83.88 |
7.08 |
7.9% |
2.91 |
3.2% |
84% |
True |
False |
91,979 |
10 |
90.96 |
83.72 |
7.24 |
8.1% |
2.77 |
3.1% |
85% |
True |
False |
82,929 |
20 |
90.96 |
80.15 |
10.81 |
12.0% |
3.22 |
3.6% |
90% |
True |
False |
83,317 |
40 |
101.83 |
77.12 |
24.71 |
27.5% |
3.24 |
3.6% |
52% |
False |
False |
70,838 |
60 |
101.83 |
77.12 |
24.71 |
27.5% |
3.06 |
3.4% |
52% |
False |
False |
66,602 |
80 |
105.14 |
77.12 |
28.02 |
31.2% |
2.97 |
3.3% |
45% |
False |
False |
62,795 |
100 |
115.50 |
77.12 |
38.38 |
42.7% |
3.14 |
3.5% |
33% |
False |
False |
59,740 |
120 |
115.50 |
77.12 |
38.38 |
42.7% |
2.97 |
3.3% |
33% |
False |
False |
56,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.43 |
2.618 |
101.72 |
1.618 |
97.61 |
1.000 |
95.07 |
0.618 |
93.50 |
HIGH |
90.96 |
0.618 |
89.39 |
0.500 |
88.91 |
0.382 |
88.42 |
LOW |
86.85 |
0.618 |
84.31 |
1.000 |
82.74 |
1.618 |
80.20 |
2.618 |
76.09 |
4.250 |
69.38 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.54 |
89.05 |
PP |
89.22 |
88.23 |
S1 |
88.91 |
87.42 |
|