NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 06-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
90.06 |
86.36 |
-3.70 |
-4.1% |
87.00 |
High |
90.06 |
87.77 |
-2.29 |
-2.5% |
90.99 |
Low |
86.76 |
84.71 |
-2.05 |
-2.4% |
86.76 |
Close |
87.76 |
87.37 |
-0.39 |
-0.4% |
87.76 |
Range |
3.30 |
3.06 |
-0.24 |
-7.3% |
4.23 |
ATR |
2.80 |
2.82 |
0.02 |
0.7% |
0.00 |
Volume |
7,204 |
9,569 |
2,365 |
32.8% |
51,592 |
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.80 |
94.64 |
89.05 |
|
R3 |
92.74 |
91.58 |
88.21 |
|
R2 |
89.68 |
89.68 |
87.93 |
|
R1 |
88.52 |
88.52 |
87.65 |
89.10 |
PP |
86.62 |
86.62 |
86.62 |
86.91 |
S1 |
85.46 |
85.46 |
87.09 |
86.04 |
S2 |
83.56 |
83.56 |
86.81 |
|
S3 |
80.50 |
82.40 |
86.53 |
|
S4 |
77.44 |
79.34 |
85.69 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.19 |
98.71 |
90.09 |
|
R3 |
96.96 |
94.48 |
88.92 |
|
R2 |
92.73 |
92.73 |
88.54 |
|
R1 |
90.25 |
90.25 |
88.15 |
91.49 |
PP |
88.50 |
88.50 |
88.50 |
89.13 |
S1 |
86.02 |
86.02 |
87.37 |
87.26 |
S2 |
84.27 |
84.27 |
86.98 |
|
S3 |
80.04 |
81.79 |
86.60 |
|
S4 |
75.81 |
77.56 |
85.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.99 |
84.71 |
6.28 |
7.2% |
2.35 |
2.7% |
42% |
False |
True |
11,376 |
10 |
90.99 |
84.71 |
6.28 |
7.2% |
2.37 |
2.7% |
42% |
False |
True |
9,021 |
20 |
90.99 |
78.59 |
12.40 |
14.2% |
2.90 |
3.3% |
71% |
False |
False |
8,847 |
40 |
102.42 |
78.59 |
23.83 |
27.3% |
2.83 |
3.2% |
37% |
False |
False |
7,166 |
60 |
102.42 |
78.59 |
23.83 |
27.3% |
2.56 |
2.9% |
37% |
False |
False |
6,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.78 |
2.618 |
95.78 |
1.618 |
92.72 |
1.000 |
90.83 |
0.618 |
89.66 |
HIGH |
87.77 |
0.618 |
86.60 |
0.500 |
86.24 |
0.382 |
85.88 |
LOW |
84.71 |
0.618 |
82.82 |
1.000 |
81.65 |
1.618 |
79.76 |
2.618 |
76.70 |
4.250 |
71.71 |
|
|
Fisher Pivots for day following 06-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
86.99 |
87.85 |
PP |
86.62 |
87.69 |
S1 |
86.24 |
87.53 |
|