NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
86.55 |
89.30 |
2.75 |
3.2% |
86.36 |
High |
89.52 |
90.88 |
1.36 |
1.5% |
91.05 |
Low |
86.04 |
88.58 |
2.54 |
3.0% |
84.71 |
Close |
88.82 |
90.66 |
1.84 |
2.1% |
88.18 |
Range |
3.48 |
2.30 |
-1.18 |
-33.9% |
6.34 |
ATR |
2.87 |
2.83 |
-0.04 |
-1.4% |
0.00 |
Volume |
15,285 |
12,099 |
-3,186 |
-20.8% |
39,774 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.94 |
96.10 |
91.93 |
|
R3 |
94.64 |
93.80 |
91.29 |
|
R2 |
92.34 |
92.34 |
91.08 |
|
R1 |
91.50 |
91.50 |
90.87 |
91.92 |
PP |
90.04 |
90.04 |
90.04 |
90.25 |
S1 |
89.20 |
89.20 |
90.45 |
89.62 |
S2 |
87.74 |
87.74 |
90.24 |
|
S3 |
85.44 |
86.90 |
90.03 |
|
S4 |
83.14 |
84.60 |
89.40 |
|
|
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 |
86.04 |
5.01 |
5.5% |
2.82 |
3.1% |
92% |
False |
False |
11,517 |
10 |
91.05 |
84.71 |
6.34 |
7.0% |
2.59 |
2.9% |
94% |
False |
False |
11,447 |
20 |
91.05 |
81.69 |
9.36 |
10.3% |
2.65 |
2.9% |
96% |
False |
False |
9,387 |
40 |
102.42 |
78.59 |
23.83 |
26.3% |
2.81 |
3.1% |
51% |
False |
False |
7,844 |
60 |
102.42 |
78.59 |
23.83 |
26.3% |
2.57 |
2.8% |
51% |
False |
False |
7,010 |
80 |
105.34 |
78.59 |
26.75 |
29.5% |
2.49 |
2.7% |
45% |
False |
False |
6,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.66 |
2.618 |
96.90 |
1.618 |
94.60 |
1.000 |
93.18 |
0.618 |
92.30 |
HIGH |
90.88 |
0.618 |
90.00 |
0.500 |
89.73 |
0.382 |
89.46 |
LOW |
88.58 |
0.618 |
87.16 |
1.000 |
86.28 |
1.618 |
84.86 |
2.618 |
82.56 |
4.250 |
78.81 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.35 |
89.93 |
PP |
90.04 |
89.19 |
S1 |
89.73 |
88.46 |
|