NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.30 |
89.48 |
0.18 |
0.2% |
86.36 |
High |
90.88 |
90.30 |
-0.58 |
-0.6% |
91.05 |
Low |
88.58 |
88.66 |
0.08 |
0.1% |
84.71 |
Close |
90.66 |
89.55 |
-1.11 |
-1.2% |
88.18 |
Range |
2.30 |
1.64 |
-0.66 |
-28.7% |
6.34 |
ATR |
2.83 |
2.77 |
-0.06 |
-2.1% |
0.00 |
Volume |
12,099 |
18,223 |
6,124 |
50.6% |
39,774 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.42 |
93.63 |
90.45 |
|
R3 |
92.78 |
91.99 |
90.00 |
|
R2 |
91.14 |
91.14 |
89.85 |
|
R1 |
90.35 |
90.35 |
89.70 |
90.75 |
PP |
89.50 |
89.50 |
89.50 |
89.70 |
S1 |
88.71 |
88.71 |
89.40 |
89.11 |
S2 |
87.86 |
87.86 |
89.25 |
|
S3 |
86.22 |
87.07 |
89.10 |
|
S4 |
84.58 |
85.43 |
88.65 |
|
|
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 |
90.96 |
86.04 |
4.92 |
5.5% |
2.46 |
2.7% |
71% |
False |
False |
14,092 |
10 |
91.05 |
84.71 |
6.34 |
7.1% |
2.52 |
2.8% |
76% |
False |
False |
12,827 |
20 |
91.05 |
81.69 |
9.36 |
10.5% |
2.63 |
2.9% |
84% |
False |
False |
9,877 |
40 |
102.42 |
78.59 |
23.83 |
26.6% |
2.80 |
3.1% |
46% |
False |
False |
8,193 |
60 |
102.42 |
78.59 |
23.83 |
26.6% |
2.57 |
2.9% |
46% |
False |
False |
7,233 |
80 |
105.34 |
78.59 |
26.75 |
29.9% |
2.47 |
2.8% |
41% |
False |
False |
6,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.27 |
2.618 |
94.59 |
1.618 |
92.95 |
1.000 |
91.94 |
0.618 |
91.31 |
HIGH |
90.30 |
0.618 |
89.67 |
0.500 |
89.48 |
0.382 |
89.29 |
LOW |
88.66 |
0.618 |
87.65 |
1.000 |
87.02 |
1.618 |
86.01 |
2.618 |
84.37 |
4.250 |
81.69 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.53 |
89.19 |
PP |
89.50 |
88.82 |
S1 |
89.48 |
88.46 |
|