NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
87.41 |
90.56 |
3.15 |
3.6% |
86.27 |
High |
91.14 |
90.83 |
-0.31 |
-0.3% |
90.81 |
Low |
87.21 |
89.29 |
2.08 |
2.4% |
86.27 |
Close |
90.14 |
89.70 |
-0.44 |
-0.5% |
87.46 |
Range |
3.93 |
1.54 |
-2.39 |
-60.8% |
4.54 |
ATR |
3.06 |
2.95 |
-0.11 |
-3.6% |
0.00 |
Volume |
12,593 |
22,635 |
10,042 |
79.7% |
117,233 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.56 |
93.67 |
90.55 |
|
R3 |
93.02 |
92.13 |
90.12 |
|
R2 |
91.48 |
91.48 |
89.98 |
|
R1 |
90.59 |
90.59 |
89.84 |
90.27 |
PP |
89.94 |
89.94 |
89.94 |
89.78 |
S1 |
89.05 |
89.05 |
89.56 |
88.73 |
S2 |
88.40 |
88.40 |
89.42 |
|
S3 |
86.86 |
87.51 |
89.28 |
|
S4 |
85.32 |
85.97 |
88.85 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.80 |
99.17 |
89.96 |
|
R3 |
97.26 |
94.63 |
88.71 |
|
R2 |
92.72 |
92.72 |
88.29 |
|
R1 |
90.09 |
90.09 |
87.88 |
91.41 |
PP |
88.18 |
88.18 |
88.18 |
88.84 |
S1 |
85.55 |
85.55 |
87.04 |
86.87 |
S2 |
83.64 |
83.64 |
86.63 |
|
S3 |
79.10 |
81.01 |
86.21 |
|
S4 |
74.56 |
76.47 |
84.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.14 |
84.28 |
6.86 |
7.6% |
2.75 |
3.1% |
79% |
False |
False |
24,764 |
10 |
91.14 |
84.16 |
6.98 |
7.8% |
2.62 |
2.9% |
79% |
False |
False |
21,292 |
20 |
91.14 |
80.66 |
10.48 |
11.7% |
2.95 |
3.3% |
86% |
False |
False |
19,044 |
40 |
102.12 |
77.84 |
24.28 |
27.1% |
2.96 |
3.3% |
49% |
False |
False |
14,507 |
60 |
102.12 |
77.84 |
24.28 |
27.1% |
2.72 |
3.0% |
49% |
False |
False |
12,672 |
80 |
105.30 |
77.84 |
27.46 |
30.6% |
2.61 |
2.9% |
43% |
False |
False |
11,427 |
100 |
115.22 |
77.84 |
37.38 |
41.7% |
2.71 |
3.0% |
32% |
False |
False |
9,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.38 |
2.618 |
94.86 |
1.618 |
93.32 |
1.000 |
92.37 |
0.618 |
91.78 |
HIGH |
90.83 |
0.618 |
90.24 |
0.500 |
90.06 |
0.382 |
89.88 |
LOW |
89.29 |
0.618 |
88.34 |
1.000 |
87.75 |
1.618 |
86.80 |
2.618 |
85.26 |
4.250 |
82.75 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.06 |
89.04 |
PP |
89.94 |
88.37 |
S1 |
89.82 |
87.71 |
|