NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
88.91 |
89.57 |
0.66 |
0.7% |
87.00 |
High |
90.45 |
90.14 |
-0.31 |
-0.3% |
90.72 |
Low |
88.34 |
87.50 |
-0.84 |
-1.0% |
85.42 |
Close |
89.81 |
88.44 |
-1.37 |
-1.5% |
88.44 |
Range |
2.11 |
2.64 |
0.53 |
25.1% |
5.30 |
ATR |
3.04 |
3.01 |
-0.03 |
-0.9% |
0.00 |
Volume |
81,185 |
93,475 |
12,290 |
15.1% |
475,316 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.61 |
95.17 |
89.89 |
|
R3 |
93.97 |
92.53 |
89.17 |
|
R2 |
91.33 |
91.33 |
88.92 |
|
R1 |
89.89 |
89.89 |
88.68 |
89.29 |
PP |
88.69 |
88.69 |
88.69 |
88.40 |
S1 |
87.25 |
87.25 |
88.20 |
86.65 |
S2 |
86.05 |
86.05 |
87.96 |
|
S3 |
83.41 |
84.61 |
87.71 |
|
S4 |
80.77 |
81.97 |
86.99 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.09 |
101.57 |
91.36 |
|
R3 |
98.79 |
96.27 |
89.90 |
|
R2 |
93.49 |
93.49 |
89.41 |
|
R1 |
90.97 |
90.97 |
88.93 |
92.23 |
PP |
88.19 |
88.19 |
88.19 |
88.83 |
S1 |
85.67 |
85.67 |
87.95 |
86.93 |
S2 |
82.89 |
82.89 |
87.47 |
|
S3 |
77.59 |
80.37 |
86.98 |
|
S4 |
72.29 |
75.07 |
85.53 |
|
|
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 |
6.0% |
2.65 |
3.0% |
57% |
False |
False |
95,063 |
10 |
90.96 |
83.88 |
7.08 |
8.0% |
2.99 |
3.4% |
64% |
False |
False |
88,598 |
20 |
90.96 |
80.15 |
10.81 |
12.2% |
2.86 |
3.2% |
77% |
False |
False |
87,093 |
40 |
101.83 |
77.12 |
24.71 |
27.9% |
3.22 |
3.6% |
46% |
False |
False |
78,853 |
60 |
101.83 |
77.12 |
24.71 |
27.9% |
3.04 |
3.4% |
46% |
False |
False |
71,223 |
80 |
105.14 |
77.12 |
28.02 |
31.7% |
2.94 |
3.3% |
40% |
False |
False |
67,303 |
100 |
115.50 |
77.12 |
38.38 |
43.4% |
3.16 |
3.6% |
29% |
False |
False |
63,707 |
120 |
115.50 |
77.12 |
38.38 |
43.4% |
3.01 |
3.4% |
29% |
False |
False |
59,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.36 |
2.618 |
97.05 |
1.618 |
94.41 |
1.000 |
92.78 |
0.618 |
91.77 |
HIGH |
90.14 |
0.618 |
89.13 |
0.500 |
88.82 |
0.382 |
88.51 |
LOW |
87.50 |
0.618 |
85.87 |
1.000 |
84.86 |
1.618 |
83.23 |
2.618 |
80.59 |
4.250 |
76.28 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
88.82 |
88.98 |
PP |
88.69 |
88.80 |
S1 |
88.57 |
88.62 |
|