NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.39 |
90.16 |
0.77 |
0.9% |
86.83 |
High |
90.79 |
90.53 |
-0.26 |
-0.3% |
91.14 |
Low |
88.30 |
88.54 |
0.24 |
0.3% |
84.28 |
Close |
90.52 |
89.36 |
-1.16 |
-1.3% |
87.93 |
Range |
2.49 |
1.99 |
-0.50 |
-20.1% |
6.86 |
ATR |
3.01 |
2.94 |
-0.07 |
-2.4% |
0.00 |
Volume |
31,854 |
31,941 |
87 |
0.3% |
95,375 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.45 |
94.39 |
90.45 |
|
R3 |
93.46 |
92.40 |
89.91 |
|
R2 |
91.47 |
91.47 |
89.72 |
|
R1 |
90.41 |
90.41 |
89.54 |
89.95 |
PP |
89.48 |
89.48 |
89.48 |
89.24 |
S1 |
88.42 |
88.42 |
89.18 |
87.96 |
S2 |
87.49 |
87.49 |
89.00 |
|
S3 |
85.50 |
86.43 |
88.81 |
|
S4 |
83.51 |
84.44 |
88.27 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.36 |
105.01 |
91.70 |
|
R3 |
101.50 |
98.15 |
89.82 |
|
R2 |
94.64 |
94.64 |
89.19 |
|
R1 |
91.29 |
91.29 |
88.56 |
92.97 |
PP |
87.78 |
87.78 |
87.78 |
88.62 |
S1 |
84.43 |
84.43 |
87.30 |
86.11 |
S2 |
80.92 |
80.92 |
86.67 |
|
S3 |
74.06 |
77.57 |
86.04 |
|
S4 |
67.20 |
70.71 |
84.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.83 |
85.73 |
5.10 |
5.7% |
2.67 |
3.0% |
71% |
False |
False |
30,867 |
10 |
91.14 |
84.28 |
6.86 |
7.7% |
2.72 |
3.0% |
74% |
False |
False |
27,807 |
20 |
91.14 |
80.66 |
10.48 |
11.7% |
2.90 |
3.2% |
83% |
False |
False |
21,493 |
40 |
102.12 |
77.84 |
24.28 |
27.2% |
2.99 |
3.3% |
47% |
False |
False |
16,881 |
60 |
102.12 |
77.84 |
24.28 |
27.2% |
2.75 |
3.1% |
47% |
False |
False |
14,275 |
80 |
105.30 |
77.84 |
27.46 |
30.7% |
2.63 |
2.9% |
42% |
False |
False |
12,866 |
100 |
115.22 |
77.84 |
37.38 |
41.8% |
2.76 |
3.1% |
31% |
False |
False |
11,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.99 |
2.618 |
95.74 |
1.618 |
93.75 |
1.000 |
92.52 |
0.618 |
91.76 |
HIGH |
90.53 |
0.618 |
89.77 |
0.500 |
89.54 |
0.382 |
89.30 |
LOW |
88.54 |
0.618 |
87.31 |
1.000 |
86.55 |
1.618 |
85.32 |
2.618 |
83.33 |
4.250 |
80.08 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.54 |
88.99 |
PP |
89.48 |
88.63 |
S1 |
89.42 |
88.26 |
|