NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
87.77 |
90.02 |
2.25 |
2.6% |
87.00 |
High |
91.05 |
90.96 |
-0.09 |
-0.1% |
90.99 |
Low |
87.59 |
89.52 |
1.93 |
2.2% |
86.76 |
Close |
90.39 |
89.92 |
-0.47 |
-0.5% |
87.76 |
Range |
3.46 |
1.44 |
-2.02 |
-58.4% |
4.23 |
ATR |
2.88 |
2.78 |
-0.10 |
-3.6% |
0.00 |
Volume |
5,352 |
8,617 |
3,265 |
61.0% |
51,592 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.45 |
93.63 |
90.71 |
|
R3 |
93.01 |
92.19 |
90.32 |
|
R2 |
91.57 |
91.57 |
90.18 |
|
R1 |
90.75 |
90.75 |
90.05 |
90.44 |
PP |
90.13 |
90.13 |
90.13 |
89.98 |
S1 |
89.31 |
89.31 |
89.79 |
89.00 |
S2 |
88.69 |
88.69 |
89.66 |
|
S3 |
87.25 |
87.87 |
89.52 |
|
S4 |
85.81 |
86.43 |
89.13 |
|
|
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 |
7.1% |
2.54 |
2.8% |
82% |
False |
False |
11,281 |
10 |
91.05 |
84.71 |
6.34 |
7.1% |
2.44 |
2.7% |
82% |
False |
False |
8,880 |
20 |
91.05 |
81.69 |
9.36 |
10.4% |
2.67 |
3.0% |
88% |
False |
False |
8,758 |
40 |
102.42 |
78.59 |
23.83 |
26.5% |
2.80 |
3.1% |
48% |
False |
False |
7,200 |
60 |
102.42 |
78.59 |
23.83 |
26.5% |
2.56 |
2.8% |
48% |
False |
False |
6,579 |
80 |
105.34 |
78.59 |
26.75 |
29.7% |
2.44 |
2.7% |
42% |
False |
False |
6,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.08 |
2.618 |
94.73 |
1.618 |
93.29 |
1.000 |
92.40 |
0.618 |
91.85 |
HIGH |
90.96 |
0.618 |
90.41 |
0.500 |
90.24 |
0.382 |
90.07 |
LOW |
89.52 |
0.618 |
88.63 |
1.000 |
88.08 |
1.618 |
87.19 |
2.618 |
85.75 |
4.250 |
83.40 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.24 |
89.24 |
PP |
90.13 |
88.56 |
S1 |
90.03 |
87.88 |
|