NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
90.13 |
90.23 |
0.10 |
0.1% |
84.35 |
High |
90.70 |
90.99 |
0.29 |
0.3% |
88.12 |
Low |
89.10 |
89.53 |
0.43 |
0.5% |
83.65 |
Close |
90.13 |
90.22 |
0.09 |
0.1% |
86.86 |
Range |
1.60 |
1.46 |
-0.14 |
-8.8% |
4.47 |
ATR |
2.85 |
2.75 |
-0.10 |
-3.5% |
0.00 |
Volume |
10,023 |
25,666 |
15,643 |
156.1% |
34,954 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.63 |
93.88 |
91.02 |
|
R3 |
93.17 |
92.42 |
90.62 |
|
R2 |
91.71 |
91.71 |
90.49 |
|
R1 |
90.96 |
90.96 |
90.35 |
90.61 |
PP |
90.25 |
90.25 |
90.25 |
90.07 |
S1 |
89.50 |
89.50 |
90.09 |
89.15 |
S2 |
88.79 |
88.79 |
89.95 |
|
S3 |
87.33 |
88.04 |
89.82 |
|
S4 |
85.87 |
86.58 |
89.42 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.62 |
97.71 |
89.32 |
|
R3 |
95.15 |
93.24 |
88.09 |
|
R2 |
90.68 |
90.68 |
87.68 |
|
R1 |
88.77 |
88.77 |
87.27 |
89.73 |
PP |
86.21 |
86.21 |
86.21 |
86.69 |
S1 |
84.30 |
84.30 |
86.45 |
85.26 |
S2 |
81.74 |
81.74 |
86.04 |
|
S3 |
77.27 |
79.83 |
85.63 |
|
S4 |
72.80 |
75.36 |
84.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.99 |
84.75 |
6.24 |
6.9% |
1.96 |
2.2% |
88% |
True |
False |
10,197 |
10 |
90.99 |
81.69 |
9.30 |
10.3% |
2.30 |
2.5% |
92% |
True |
False |
9,133 |
20 |
90.99 |
78.59 |
12.40 |
13.7% |
3.03 |
3.4% |
94% |
True |
False |
8,727 |
40 |
102.42 |
78.59 |
23.83 |
26.4% |
2.79 |
3.1% |
49% |
False |
False |
7,139 |
60 |
104.37 |
78.59 |
25.78 |
28.6% |
2.51 |
2.8% |
45% |
False |
False |
6,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.20 |
2.618 |
94.81 |
1.618 |
93.35 |
1.000 |
92.45 |
0.618 |
91.89 |
HIGH |
90.99 |
0.618 |
90.43 |
0.500 |
90.26 |
0.382 |
90.09 |
LOW |
89.53 |
0.618 |
88.63 |
1.000 |
88.07 |
1.618 |
87.17 |
2.618 |
85.71 |
4.250 |
83.33 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.26 |
89.97 |
PP |
90.25 |
89.72 |
S1 |
90.23 |
89.47 |
|