NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
87.11 |
90.49 |
3.38 |
3.9% |
86.20 |
High |
90.96 |
90.64 |
-0.32 |
-0.4% |
90.56 |
Low |
86.85 |
88.82 |
1.97 |
2.3% |
85.85 |
Close |
89.86 |
89.49 |
-0.37 |
-0.4% |
87.13 |
Range |
4.11 |
1.82 |
-2.29 |
-55.7% |
4.71 |
ATR |
3.25 |
3.15 |
-0.10 |
-3.1% |
0.00 |
Volume |
93,792 |
109,447 |
15,655 |
16.7% |
458,621 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.11 |
94.12 |
90.49 |
|
R3 |
93.29 |
92.30 |
89.99 |
|
R2 |
91.47 |
91.47 |
89.82 |
|
R1 |
90.48 |
90.48 |
89.66 |
90.07 |
PP |
89.65 |
89.65 |
89.65 |
89.44 |
S1 |
88.66 |
88.66 |
89.32 |
88.25 |
S2 |
87.83 |
87.83 |
89.16 |
|
S3 |
86.01 |
86.84 |
88.99 |
|
S4 |
84.19 |
85.02 |
88.49 |
|
|
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% |
2.90 |
3.2% |
79% |
False |
False |
81,897 |
10 |
90.96 |
83.72 |
7.24 |
8.1% |
2.75 |
3.1% |
80% |
False |
False |
87,360 |
20 |
90.96 |
80.15 |
10.81 |
12.1% |
3.13 |
3.5% |
86% |
False |
False |
83,476 |
40 |
101.83 |
77.12 |
24.71 |
27.6% |
3.22 |
3.6% |
50% |
False |
False |
72,065 |
60 |
101.83 |
77.12 |
24.71 |
27.6% |
3.05 |
3.4% |
50% |
False |
False |
67,269 |
80 |
105.14 |
77.12 |
28.02 |
31.3% |
2.96 |
3.3% |
44% |
False |
False |
63,720 |
100 |
115.50 |
77.12 |
38.38 |
42.9% |
3.13 |
3.5% |
32% |
False |
False |
60,256 |
120 |
115.50 |
77.12 |
38.38 |
42.9% |
2.95 |
3.3% |
32% |
False |
False |
57,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.38 |
2.618 |
95.40 |
1.618 |
93.58 |
1.000 |
92.46 |
0.618 |
91.76 |
HIGH |
90.64 |
0.618 |
89.94 |
0.500 |
89.73 |
0.382 |
89.52 |
LOW |
88.82 |
0.618 |
87.70 |
1.000 |
87.00 |
1.618 |
85.88 |
2.618 |
84.06 |
4.250 |
81.09 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.73 |
88.80 |
PP |
89.65 |
88.11 |
S1 |
89.57 |
87.42 |
|