NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
87.00 |
89.20 |
2.20 |
2.5% |
87.03 |
High |
89.30 |
90.72 |
1.42 |
1.6% |
90.96 |
Low |
85.42 |
88.12 |
2.70 |
3.2% |
83.88 |
Close |
88.46 |
90.39 |
1.93 |
2.2% |
87.68 |
Range |
3.88 |
2.60 |
-1.28 |
-33.0% |
7.08 |
ATR |
3.24 |
3.20 |
-0.05 |
-1.4% |
0.00 |
Volume |
102,548 |
109,062 |
6,514 |
6.4% |
335,623 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.54 |
96.57 |
91.82 |
|
R3 |
94.94 |
93.97 |
91.11 |
|
R2 |
92.34 |
92.34 |
90.87 |
|
R1 |
91.37 |
91.37 |
90.63 |
91.86 |
PP |
89.74 |
89.74 |
89.74 |
89.99 |
S1 |
88.77 |
88.77 |
90.15 |
89.26 |
S2 |
87.14 |
87.14 |
89.91 |
|
S3 |
84.54 |
86.17 |
89.68 |
|
S4 |
81.94 |
83.57 |
88.96 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.75 |
105.29 |
91.57 |
|
R3 |
101.67 |
98.21 |
89.63 |
|
R2 |
94.59 |
94.59 |
88.98 |
|
R1 |
91.13 |
91.13 |
88.33 |
92.86 |
PP |
87.51 |
87.51 |
87.51 |
88.37 |
S1 |
84.05 |
84.05 |
87.03 |
85.78 |
S2 |
80.43 |
80.43 |
86.38 |
|
S3 |
73.35 |
76.97 |
85.73 |
|
S4 |
66.27 |
69.89 |
83.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.96 |
85.42 |
5.54 |
6.1% |
3.23 |
3.6% |
90% |
False |
False |
98,108 |
10 |
90.96 |
83.88 |
7.08 |
7.8% |
2.93 |
3.2% |
92% |
False |
False |
95,543 |
20 |
90.96 |
80.15 |
10.81 |
12.0% |
3.06 |
3.4% |
95% |
False |
False |
83,832 |
40 |
101.83 |
77.12 |
24.71 |
27.3% |
3.25 |
3.6% |
54% |
False |
False |
75,201 |
60 |
101.83 |
77.12 |
24.71 |
27.3% |
3.05 |
3.4% |
54% |
False |
False |
69,218 |
80 |
105.14 |
77.12 |
28.02 |
31.0% |
2.99 |
3.3% |
47% |
False |
False |
65,415 |
100 |
115.50 |
77.12 |
38.38 |
42.5% |
3.15 |
3.5% |
35% |
False |
False |
62,086 |
120 |
115.50 |
77.12 |
38.38 |
42.5% |
2.99 |
3.3% |
35% |
False |
False |
58,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.77 |
2.618 |
97.53 |
1.618 |
94.93 |
1.000 |
93.32 |
0.618 |
92.33 |
HIGH |
90.72 |
0.618 |
89.73 |
0.500 |
89.42 |
0.382 |
89.11 |
LOW |
88.12 |
0.618 |
86.51 |
1.000 |
85.52 |
1.618 |
83.91 |
2.618 |
81.31 |
4.250 |
77.07 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.07 |
89.62 |
PP |
89.74 |
88.84 |
S1 |
89.42 |
88.07 |
|