NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
90.16 |
89.34 |
-0.82 |
-0.9% |
86.83 |
High |
90.53 |
90.63 |
0.10 |
0.1% |
91.14 |
Low |
88.54 |
88.59 |
0.05 |
0.1% |
84.28 |
Close |
89.36 |
90.03 |
0.67 |
0.7% |
87.93 |
Range |
1.99 |
2.04 |
0.05 |
2.5% |
6.86 |
ATR |
2.94 |
2.88 |
-0.06 |
-2.2% |
0.00 |
Volume |
31,941 |
39,374 |
7,433 |
23.3% |
95,375 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.87 |
94.99 |
91.15 |
|
R3 |
93.83 |
92.95 |
90.59 |
|
R2 |
91.79 |
91.79 |
90.40 |
|
R1 |
90.91 |
90.91 |
90.22 |
91.35 |
PP |
89.75 |
89.75 |
89.75 |
89.97 |
S1 |
88.87 |
88.87 |
89.84 |
89.31 |
S2 |
87.71 |
87.71 |
89.66 |
|
S3 |
85.67 |
86.83 |
89.47 |
|
S4 |
83.63 |
84.79 |
88.91 |
|
|
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 |
90.79 |
85.73 |
5.06 |
5.6% |
2.77 |
3.1% |
85% |
False |
False |
34,215 |
10 |
91.14 |
84.28 |
6.86 |
7.6% |
2.76 |
3.1% |
84% |
False |
False |
29,489 |
20 |
91.14 |
80.66 |
10.48 |
11.6% |
2.90 |
3.2% |
89% |
False |
False |
22,826 |
40 |
102.12 |
77.84 |
24.28 |
27.0% |
2.99 |
3.3% |
50% |
False |
False |
17,712 |
60 |
102.12 |
77.84 |
24.28 |
27.0% |
2.75 |
3.1% |
50% |
False |
False |
14,858 |
80 |
105.30 |
77.84 |
27.46 |
30.5% |
2.64 |
2.9% |
44% |
False |
False |
13,275 |
100 |
115.22 |
77.84 |
37.38 |
41.5% |
2.76 |
3.1% |
33% |
False |
False |
11,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.30 |
2.618 |
95.97 |
1.618 |
93.93 |
1.000 |
92.67 |
0.618 |
91.89 |
HIGH |
90.63 |
0.618 |
89.85 |
0.500 |
89.61 |
0.382 |
89.37 |
LOW |
88.59 |
0.618 |
87.33 |
1.000 |
86.55 |
1.618 |
85.29 |
2.618 |
83.25 |
4.250 |
79.92 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.89 |
89.87 |
PP |
89.75 |
89.71 |
S1 |
89.61 |
89.55 |
|