NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
79.80 |
81.74 |
1.94 |
2.4% |
87.87 |
| High |
81.79 |
85.00 |
3.21 |
3.9% |
88.24 |
| Low |
77.38 |
81.18 |
3.80 |
4.9% |
77.81 |
| Close |
80.48 |
84.68 |
4.20 |
5.2% |
80.12 |
| Range |
4.41 |
3.82 |
-0.59 |
-13.4% |
10.43 |
| ATR |
3.39 |
3.47 |
0.08 |
2.4% |
0.00 |
| Volume |
86,553 |
80,881 |
-5,672 |
-6.6% |
469,224 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.08 |
93.70 |
86.78 |
|
| R3 |
91.26 |
89.88 |
85.73 |
|
| R2 |
87.44 |
87.44 |
85.38 |
|
| R1 |
86.06 |
86.06 |
85.03 |
86.75 |
| PP |
83.62 |
83.62 |
83.62 |
83.97 |
| S1 |
82.24 |
82.24 |
84.33 |
82.93 |
| S2 |
79.80 |
79.80 |
83.98 |
|
| S3 |
75.98 |
78.42 |
83.63 |
|
| S4 |
72.16 |
74.60 |
82.58 |
|
|
| 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 |
77.38 |
10.86 |
12.8% |
4.22 |
5.0% |
67% |
False |
False |
100,454 |
| 10 |
90.45 |
77.38 |
13.07 |
15.4% |
3.30 |
3.9% |
56% |
False |
False |
90,036 |
| 20 |
90.96 |
77.38 |
13.58 |
16.0% |
3.11 |
3.7% |
54% |
False |
False |
92,790 |
| 40 |
96.98 |
77.12 |
19.86 |
23.5% |
3.45 |
4.1% |
38% |
False |
False |
86,280 |
| 60 |
101.83 |
77.12 |
24.71 |
29.2% |
3.19 |
3.8% |
31% |
False |
False |
74,188 |
| 80 |
104.20 |
77.12 |
27.08 |
32.0% |
3.05 |
3.6% |
28% |
False |
False |
70,762 |
| 100 |
106.14 |
77.12 |
29.02 |
34.3% |
3.16 |
3.7% |
26% |
False |
False |
67,461 |
| 120 |
115.50 |
77.12 |
38.38 |
45.3% |
3.14 |
3.7% |
20% |
False |
False |
63,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.24 |
|
2.618 |
95.00 |
|
1.618 |
91.18 |
|
1.000 |
88.82 |
|
0.618 |
87.36 |
|
HIGH |
85.00 |
|
0.618 |
83.54 |
|
0.500 |
83.09 |
|
0.382 |
82.64 |
|
LOW |
81.18 |
|
0.618 |
78.82 |
|
1.000 |
77.36 |
|
1.618 |
75.00 |
|
2.618 |
71.18 |
|
4.250 |
64.95 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
84.15 |
83.52 |
| PP |
83.62 |
82.35 |
| S1 |
83.09 |
81.19 |
|