NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.20 |
90.09 |
0.89 |
1.0% |
87.03 |
High |
90.72 |
90.41 |
-0.31 |
-0.3% |
90.96 |
Low |
88.12 |
88.40 |
0.28 |
0.3% |
83.88 |
Close |
90.39 |
89.16 |
-1.23 |
-1.4% |
87.68 |
Range |
2.60 |
2.01 |
-0.59 |
-22.7% |
7.08 |
ATR |
3.20 |
3.11 |
-0.08 |
-2.6% |
0.00 |
Volume |
109,062 |
89,046 |
-20,016 |
-18.4% |
335,623 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.35 |
94.27 |
90.27 |
|
R3 |
93.34 |
92.26 |
89.71 |
|
R2 |
91.33 |
91.33 |
89.53 |
|
R1 |
90.25 |
90.25 |
89.34 |
89.79 |
PP |
89.32 |
89.32 |
89.32 |
89.09 |
S1 |
88.24 |
88.24 |
88.98 |
87.78 |
S2 |
87.31 |
87.31 |
88.79 |
|
S3 |
85.30 |
86.23 |
88.61 |
|
S4 |
83.29 |
84.22 |
88.05 |
|
|
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 |
90.72 |
85.42 |
5.30 |
5.9% |
2.81 |
3.2% |
71% |
False |
False |
97,159 |
10 |
90.96 |
83.88 |
7.08 |
7.9% |
2.86 |
3.2% |
75% |
False |
False |
94,569 |
20 |
90.96 |
80.15 |
10.81 |
12.1% |
3.06 |
3.4% |
83% |
False |
False |
85,271 |
40 |
101.83 |
77.12 |
24.71 |
27.7% |
3.23 |
3.6% |
49% |
False |
False |
76,402 |
60 |
101.83 |
77.12 |
24.71 |
27.7% |
3.04 |
3.4% |
49% |
False |
False |
69,609 |
80 |
105.14 |
77.12 |
28.02 |
31.4% |
2.96 |
3.3% |
43% |
False |
False |
66,087 |
100 |
115.50 |
77.12 |
38.38 |
43.0% |
3.15 |
3.5% |
31% |
False |
False |
62,544 |
120 |
115.50 |
77.12 |
38.38 |
43.0% |
3.00 |
3.4% |
31% |
False |
False |
59,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.95 |
2.618 |
95.67 |
1.618 |
93.66 |
1.000 |
92.42 |
0.618 |
91.65 |
HIGH |
90.41 |
0.618 |
89.64 |
0.500 |
89.41 |
0.382 |
89.17 |
LOW |
88.40 |
0.618 |
87.16 |
1.000 |
86.39 |
1.618 |
85.15 |
2.618 |
83.14 |
4.250 |
79.86 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.41 |
88.80 |
PP |
89.32 |
88.43 |
S1 |
89.24 |
88.07 |
|