NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 19-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.57 |
87.87 |
-1.70 |
-1.9% |
87.00 |
High |
90.14 |
87.87 |
-2.27 |
-2.5% |
90.72 |
Low |
87.50 |
85.15 |
-2.35 |
-2.7% |
85.42 |
Close |
88.44 |
86.03 |
-2.41 |
-2.7% |
88.44 |
Range |
2.64 |
2.72 |
0.08 |
3.0% |
5.30 |
ATR |
3.01 |
3.03 |
0.02 |
0.7% |
0.00 |
Volume |
93,475 |
71,552 |
-21,923 |
-23.5% |
475,316 |
|
Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.51 |
92.99 |
87.53 |
|
R3 |
91.79 |
90.27 |
86.78 |
|
R2 |
89.07 |
89.07 |
86.53 |
|
R1 |
87.55 |
87.55 |
86.28 |
86.95 |
PP |
86.35 |
86.35 |
86.35 |
86.05 |
S1 |
84.83 |
84.83 |
85.78 |
84.23 |
S2 |
83.63 |
83.63 |
85.53 |
|
S3 |
80.91 |
82.11 |
85.28 |
|
S4 |
78.19 |
79.39 |
84.53 |
|
|
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 |
85.15 |
5.57 |
6.5% |
2.42 |
2.8% |
16% |
False |
True |
88,864 |
10 |
90.96 |
83.88 |
7.08 |
8.2% |
2.90 |
3.4% |
30% |
False |
False |
88,249 |
20 |
90.96 |
81.93 |
9.03 |
10.5% |
2.78 |
3.2% |
45% |
False |
False |
85,689 |
40 |
101.83 |
77.12 |
24.71 |
28.7% |
3.25 |
3.8% |
36% |
False |
False |
79,203 |
60 |
101.83 |
77.12 |
24.71 |
28.7% |
3.01 |
3.5% |
36% |
False |
False |
71,619 |
80 |
105.14 |
77.12 |
28.02 |
32.6% |
2.94 |
3.4% |
32% |
False |
False |
67,682 |
100 |
115.50 |
77.12 |
38.38 |
44.6% |
3.16 |
3.7% |
23% |
False |
False |
64,036 |
120 |
115.50 |
77.12 |
38.38 |
44.6% |
3.02 |
3.5% |
23% |
False |
False |
60,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.43 |
2.618 |
94.99 |
1.618 |
92.27 |
1.000 |
90.59 |
0.618 |
89.55 |
HIGH |
87.87 |
0.618 |
86.83 |
0.500 |
86.51 |
0.382 |
86.19 |
LOW |
85.15 |
0.618 |
83.47 |
1.000 |
82.43 |
1.618 |
80.75 |
2.618 |
78.03 |
4.250 |
73.59 |
|
|
Fisher Pivots for day following 19-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
86.51 |
87.80 |
PP |
86.35 |
87.21 |
S1 |
86.19 |
86.62 |
|