NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
90.09 |
88.91 |
-1.18 |
-1.3% |
87.03 |
High |
90.41 |
90.45 |
0.04 |
0.0% |
90.96 |
Low |
88.40 |
88.34 |
-0.06 |
-0.1% |
83.88 |
Close |
89.16 |
89.81 |
0.65 |
0.7% |
87.68 |
Range |
2.01 |
2.11 |
0.10 |
5.0% |
7.08 |
ATR |
3.11 |
3.04 |
-0.07 |
-2.3% |
0.00 |
Volume |
89,046 |
81,185 |
-7,861 |
-8.8% |
335,623 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.86 |
94.95 |
90.97 |
|
R3 |
93.75 |
92.84 |
90.39 |
|
R2 |
91.64 |
91.64 |
90.20 |
|
R1 |
90.73 |
90.73 |
90.00 |
91.19 |
PP |
89.53 |
89.53 |
89.53 |
89.76 |
S1 |
88.62 |
88.62 |
89.62 |
89.08 |
S2 |
87.42 |
87.42 |
89.42 |
|
S3 |
85.31 |
86.51 |
89.23 |
|
S4 |
83.20 |
84.40 |
88.65 |
|
|
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% |
2.87 |
3.2% |
83% |
False |
False |
91,506 |
10 |
90.96 |
83.88 |
7.08 |
7.9% |
2.89 |
3.2% |
84% |
False |
False |
86,701 |
20 |
90.96 |
80.15 |
10.81 |
12.0% |
3.05 |
3.4% |
89% |
False |
False |
85,832 |
40 |
101.83 |
77.12 |
24.71 |
27.5% |
3.22 |
3.6% |
51% |
False |
False |
77,431 |
60 |
101.83 |
77.12 |
24.71 |
27.5% |
3.04 |
3.4% |
51% |
False |
False |
70,379 |
80 |
105.14 |
77.12 |
28.02 |
31.2% |
2.94 |
3.3% |
45% |
False |
False |
66,606 |
100 |
115.50 |
77.12 |
38.38 |
42.7% |
3.15 |
3.5% |
33% |
False |
False |
63,006 |
120 |
115.50 |
77.12 |
38.38 |
42.7% |
3.01 |
3.3% |
33% |
False |
False |
59,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.42 |
2.618 |
95.97 |
1.618 |
93.86 |
1.000 |
92.56 |
0.618 |
91.75 |
HIGH |
90.45 |
0.618 |
89.64 |
0.500 |
89.40 |
0.382 |
89.15 |
LOW |
88.34 |
0.618 |
87.04 |
1.000 |
86.23 |
1.618 |
84.93 |
2.618 |
82.82 |
4.250 |
79.37 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.67 |
89.68 |
PP |
89.53 |
89.55 |
S1 |
89.40 |
89.42 |
|