NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
90.02 |
90.11 |
0.09 |
0.1% |
86.36 |
| High |
90.96 |
90.18 |
-0.78 |
-0.9% |
91.05 |
| Low |
89.52 |
86.74 |
-2.78 |
-3.1% |
84.71 |
| Close |
89.92 |
88.18 |
-1.74 |
-1.9% |
88.18 |
| Range |
1.44 |
3.44 |
2.00 |
138.9% |
6.34 |
| ATR |
2.78 |
2.82 |
0.05 |
1.7% |
0.00 |
| Volume |
8,617 |
16,236 |
7,619 |
88.4% |
39,774 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.69 |
96.87 |
90.07 |
|
| R3 |
95.25 |
93.43 |
89.13 |
|
| R2 |
91.81 |
91.81 |
88.81 |
|
| R1 |
89.99 |
89.99 |
88.50 |
89.18 |
| PP |
88.37 |
88.37 |
88.37 |
87.96 |
| S1 |
86.55 |
86.55 |
87.86 |
85.74 |
| S2 |
84.93 |
84.93 |
87.55 |
|
| S3 |
81.49 |
83.11 |
87.23 |
|
| S4 |
78.05 |
79.67 |
86.29 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.00 |
103.93 |
91.67 |
|
| R3 |
100.66 |
97.59 |
89.92 |
|
| R2 |
94.32 |
94.32 |
89.34 |
|
| R1 |
91.25 |
91.25 |
88.76 |
92.79 |
| PP |
87.98 |
87.98 |
87.98 |
88.75 |
| S1 |
84.91 |
84.91 |
87.60 |
86.45 |
| S2 |
81.64 |
81.64 |
87.02 |
|
| S3 |
75.30 |
78.57 |
86.44 |
|
| S4 |
68.96 |
72.23 |
84.69 |
|
|
| 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 |
7.2% |
2.94 |
3.3% |
55% |
False |
False |
9,395 |
| 10 |
91.05 |
84.71 |
6.34 |
7.2% |
2.45 |
2.8% |
55% |
False |
False |
9,796 |
| 20 |
91.05 |
81.69 |
9.36 |
10.6% |
2.66 |
3.0% |
69% |
False |
False |
9,212 |
| 40 |
102.42 |
78.59 |
23.83 |
27.0% |
2.79 |
3.2% |
40% |
False |
False |
7,457 |
| 60 |
102.42 |
78.59 |
23.83 |
27.0% |
2.54 |
2.9% |
40% |
False |
False |
6,690 |
| 80 |
105.34 |
78.59 |
26.75 |
30.3% |
2.47 |
2.8% |
36% |
False |
False |
6,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.80 |
|
2.618 |
99.19 |
|
1.618 |
95.75 |
|
1.000 |
93.62 |
|
0.618 |
92.31 |
|
HIGH |
90.18 |
|
0.618 |
88.87 |
|
0.500 |
88.46 |
|
0.382 |
88.05 |
|
LOW |
86.74 |
|
0.618 |
84.61 |
|
1.000 |
83.30 |
|
1.618 |
81.17 |
|
2.618 |
77.73 |
|
4.250 |
72.12 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.46 |
88.90 |
| PP |
88.37 |
88.66 |
| S1 |
88.27 |
88.42 |
|