NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 12-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
90.11 |
86.55 |
-3.56 |
-4.0% |
86.36 |
High |
90.18 |
89.52 |
-0.66 |
-0.7% |
91.05 |
Low |
86.74 |
86.04 |
-0.70 |
-0.8% |
84.71 |
Close |
88.18 |
88.82 |
0.64 |
0.7% |
88.18 |
Range |
3.44 |
3.48 |
0.04 |
1.2% |
6.34 |
ATR |
2.82 |
2.87 |
0.05 |
1.7% |
0.00 |
Volume |
16,236 |
15,285 |
-951 |
-5.9% |
39,774 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.57 |
97.17 |
90.73 |
|
R3 |
95.09 |
93.69 |
89.78 |
|
R2 |
91.61 |
91.61 |
89.46 |
|
R1 |
90.21 |
90.21 |
89.14 |
90.91 |
PP |
88.13 |
88.13 |
88.13 |
88.48 |
S1 |
86.73 |
86.73 |
88.50 |
87.43 |
S2 |
84.65 |
84.65 |
88.18 |
|
S3 |
81.17 |
83.25 |
87.86 |
|
S4 |
77.69 |
79.77 |
86.91 |
|
|
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 |
7.1% |
2.98 |
3.4% |
65% |
False |
False |
11,011 |
10 |
91.05 |
84.71 |
6.34 |
7.1% |
2.56 |
2.9% |
65% |
False |
False |
10,665 |
20 |
91.05 |
81.69 |
9.36 |
10.5% |
2.70 |
3.0% |
76% |
False |
False |
9,292 |
40 |
102.42 |
78.59 |
23.83 |
26.8% |
2.82 |
3.2% |
43% |
False |
False |
7,642 |
60 |
102.42 |
78.59 |
23.83 |
26.8% |
2.58 |
2.9% |
43% |
False |
False |
6,854 |
80 |
105.34 |
78.59 |
26.75 |
30.1% |
2.48 |
2.8% |
38% |
False |
False |
6,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.31 |
2.618 |
98.63 |
1.618 |
95.15 |
1.000 |
93.00 |
0.618 |
91.67 |
HIGH |
89.52 |
0.618 |
88.19 |
0.500 |
87.78 |
0.382 |
87.37 |
LOW |
86.04 |
0.618 |
83.89 |
1.000 |
82.56 |
1.618 |
80.41 |
2.618 |
76.93 |
4.250 |
71.25 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
88.47 |
88.71 |
PP |
88.13 |
88.61 |
S1 |
87.78 |
88.50 |
|