NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
86.36 |
87.77 |
1.41 |
1.6% |
87.00 |
High |
87.77 |
91.05 |
3.28 |
3.7% |
90.99 |
Low |
84.71 |
87.59 |
2.88 |
3.4% |
86.76 |
Close |
87.37 |
90.39 |
3.02 |
3.5% |
87.76 |
Range |
3.06 |
3.46 |
0.40 |
13.1% |
4.23 |
ATR |
2.82 |
2.88 |
0.06 |
2.2% |
0.00 |
Volume |
9,569 |
5,352 |
-4,217 |
-44.1% |
51,592 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.06 |
98.68 |
92.29 |
|
R3 |
96.60 |
95.22 |
91.34 |
|
R2 |
93.14 |
93.14 |
91.02 |
|
R1 |
91.76 |
91.76 |
90.71 |
92.45 |
PP |
89.68 |
89.68 |
89.68 |
90.02 |
S1 |
88.30 |
88.30 |
90.07 |
88.99 |
S2 |
86.22 |
86.22 |
89.76 |
|
S3 |
82.76 |
84.84 |
89.44 |
|
S4 |
79.30 |
81.38 |
88.49 |
|
|
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 |
91.05 |
84.71 |
6.34 |
7.0% |
2.58 |
2.8% |
90% |
True |
False |
11,562 |
10 |
91.05 |
84.71 |
6.34 |
7.0% |
2.44 |
2.7% |
90% |
True |
False |
8,747 |
20 |
91.05 |
81.69 |
9.36 |
10.4% |
2.76 |
3.1% |
93% |
True |
False |
8,704 |
40 |
102.42 |
78.59 |
23.83 |
26.4% |
2.82 |
3.1% |
50% |
False |
False |
7,132 |
60 |
102.42 |
78.59 |
23.83 |
26.4% |
2.57 |
2.8% |
50% |
False |
False |
6,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.76 |
2.618 |
100.11 |
1.618 |
96.65 |
1.000 |
94.51 |
0.618 |
93.19 |
HIGH |
91.05 |
0.618 |
89.73 |
0.500 |
89.32 |
0.382 |
88.91 |
LOW |
87.59 |
0.618 |
85.45 |
1.000 |
84.13 |
1.618 |
81.99 |
2.618 |
78.53 |
4.250 |
72.89 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.03 |
89.55 |
PP |
89.68 |
88.72 |
S1 |
89.32 |
87.88 |
|