NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
85.17 |
80.67 |
-4.50 |
-5.3% |
87.87 |
| High |
85.25 |
82.00 |
-3.25 |
-3.8% |
88.24 |
| Low |
79.92 |
77.81 |
-2.11 |
-2.6% |
77.81 |
| Close |
80.75 |
80.12 |
-0.63 |
-0.8% |
80.12 |
| Range |
5.33 |
4.19 |
-1.14 |
-21.4% |
10.43 |
| ATR |
3.24 |
3.31 |
0.07 |
2.1% |
0.00 |
| Volume |
124,200 |
132,558 |
8,358 |
6.7% |
469,224 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.55 |
90.52 |
82.42 |
|
| R3 |
88.36 |
86.33 |
81.27 |
|
| R2 |
84.17 |
84.17 |
80.89 |
|
| R1 |
82.14 |
82.14 |
80.50 |
81.06 |
| PP |
79.98 |
79.98 |
79.98 |
79.44 |
| S1 |
77.95 |
77.95 |
79.74 |
76.87 |
| S2 |
75.79 |
75.79 |
79.35 |
|
| S3 |
71.60 |
73.76 |
78.97 |
|
| S4 |
67.41 |
69.57 |
77.82 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.35 |
107.16 |
85.86 |
|
| R3 |
102.92 |
96.73 |
82.99 |
|
| R2 |
92.49 |
92.49 |
82.03 |
|
| R1 |
86.30 |
86.30 |
81.08 |
84.18 |
| PP |
82.06 |
82.06 |
82.06 |
81.00 |
| S1 |
75.87 |
75.87 |
79.16 |
73.75 |
| S2 |
71.63 |
71.63 |
78.21 |
|
| S3 |
61.20 |
65.44 |
77.25 |
|
| S4 |
50.77 |
55.01 |
74.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.24 |
77.81 |
10.43 |
13.0% |
3.59 |
4.5% |
22% |
False |
True |
93,844 |
| 10 |
90.72 |
77.81 |
12.91 |
16.1% |
3.12 |
3.9% |
18% |
False |
True |
94,454 |
| 20 |
90.96 |
77.81 |
13.15 |
16.4% |
2.95 |
3.7% |
18% |
False |
True |
91,194 |
| 40 |
99.77 |
77.12 |
22.65 |
28.3% |
3.43 |
4.3% |
13% |
False |
False |
84,134 |
| 60 |
101.83 |
77.12 |
24.71 |
30.8% |
3.11 |
3.9% |
12% |
False |
False |
73,012 |
| 80 |
104.20 |
77.12 |
27.08 |
33.8% |
3.00 |
3.8% |
11% |
False |
False |
70,090 |
| 100 |
112.16 |
77.12 |
35.04 |
43.7% |
3.21 |
4.0% |
9% |
False |
False |
66,607 |
| 120 |
115.50 |
77.12 |
38.38 |
47.9% |
3.09 |
3.9% |
8% |
False |
False |
62,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.81 |
|
2.618 |
92.97 |
|
1.618 |
88.78 |
|
1.000 |
86.19 |
|
0.618 |
84.59 |
|
HIGH |
82.00 |
|
0.618 |
80.40 |
|
0.500 |
79.91 |
|
0.382 |
79.41 |
|
LOW |
77.81 |
|
0.618 |
75.22 |
|
1.000 |
73.62 |
|
1.618 |
71.03 |
|
2.618 |
66.84 |
|
4.250 |
60.00 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
80.05 |
83.03 |
| PP |
79.98 |
82.06 |
| S1 |
79.91 |
81.09 |
|