NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 19-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.83 |
88.22 |
-1.61 |
-1.8% |
87.02 |
High |
90.34 |
88.22 |
-2.12 |
-2.3% |
90.79 |
Low |
87.77 |
85.43 |
-2.34 |
-2.7% |
85.73 |
Close |
88.73 |
86.27 |
-2.46 |
-2.8% |
88.73 |
Range |
2.57 |
2.79 |
0.22 |
8.6% |
5.06 |
ATR |
2.85 |
2.89 |
0.03 |
1.1% |
0.00 |
Volume |
28,573 |
30,083 |
1,510 |
5.3% |
160,308 |
|
Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.01 |
93.43 |
87.80 |
|
R3 |
92.22 |
90.64 |
87.04 |
|
R2 |
89.43 |
89.43 |
86.78 |
|
R1 |
87.85 |
87.85 |
86.53 |
87.25 |
PP |
86.64 |
86.64 |
86.64 |
86.34 |
S1 |
85.06 |
85.06 |
86.01 |
84.46 |
S2 |
83.85 |
83.85 |
85.76 |
|
S3 |
81.06 |
82.27 |
85.50 |
|
S4 |
78.27 |
79.48 |
84.74 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.60 |
101.22 |
91.51 |
|
R3 |
98.54 |
96.16 |
90.12 |
|
R2 |
93.48 |
93.48 |
89.66 |
|
R1 |
91.10 |
91.10 |
89.19 |
92.29 |
PP |
88.42 |
88.42 |
88.42 |
89.01 |
S1 |
86.04 |
86.04 |
88.27 |
87.23 |
S2 |
83.36 |
83.36 |
87.80 |
|
S3 |
78.30 |
80.98 |
87.34 |
|
S4 |
73.24 |
75.92 |
85.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.79 |
85.43 |
5.36 |
6.2% |
2.38 |
2.8% |
16% |
False |
True |
32,365 |
10 |
91.14 |
84.28 |
6.86 |
8.0% |
2.80 |
3.2% |
29% |
False |
False |
28,576 |
20 |
91.14 |
82.58 |
8.56 |
9.9% |
2.64 |
3.1% |
43% |
False |
False |
24,308 |
40 |
102.12 |
77.84 |
24.28 |
28.1% |
3.02 |
3.5% |
35% |
False |
False |
18,889 |
60 |
102.12 |
77.84 |
24.28 |
28.1% |
2.75 |
3.2% |
35% |
False |
False |
15,674 |
80 |
105.30 |
77.84 |
27.46 |
31.8% |
2.64 |
3.1% |
31% |
False |
False |
13,873 |
100 |
115.22 |
77.84 |
37.38 |
43.3% |
2.78 |
3.2% |
23% |
False |
False |
11,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.08 |
2.618 |
95.52 |
1.618 |
92.73 |
1.000 |
91.01 |
0.618 |
89.94 |
HIGH |
88.22 |
0.618 |
87.15 |
0.500 |
86.83 |
0.382 |
86.50 |
LOW |
85.43 |
0.618 |
83.71 |
1.000 |
82.64 |
1.618 |
80.92 |
2.618 |
78.13 |
4.250 |
73.57 |
|
|
Fisher Pivots for day following 19-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
86.83 |
88.03 |
PP |
86.64 |
87.44 |
S1 |
86.46 |
86.86 |
|