NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.48 |
89.69 |
0.21 |
0.2% |
86.36 |
High |
90.30 |
90.80 |
0.50 |
0.6% |
91.05 |
Low |
88.66 |
88.85 |
0.19 |
0.2% |
84.71 |
Close |
89.55 |
90.24 |
0.69 |
0.8% |
88.18 |
Range |
1.64 |
1.95 |
0.31 |
18.9% |
6.34 |
ATR |
2.77 |
2.71 |
-0.06 |
-2.1% |
0.00 |
Volume |
18,223 |
20,069 |
1,846 |
10.1% |
39,774 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.81 |
94.98 |
91.31 |
|
R3 |
93.86 |
93.03 |
90.78 |
|
R2 |
91.91 |
91.91 |
90.60 |
|
R1 |
91.08 |
91.08 |
90.42 |
91.50 |
PP |
89.96 |
89.96 |
89.96 |
90.17 |
S1 |
89.13 |
89.13 |
90.06 |
89.55 |
S2 |
88.01 |
88.01 |
89.88 |
|
S3 |
86.06 |
87.18 |
89.70 |
|
S4 |
84.11 |
85.23 |
89.17 |
|
|
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 |
90.88 |
86.04 |
4.84 |
5.4% |
2.56 |
2.8% |
87% |
False |
False |
16,382 |
10 |
91.05 |
84.71 |
6.34 |
7.0% |
2.55 |
2.8% |
87% |
False |
False |
13,832 |
20 |
91.05 |
81.69 |
9.36 |
10.4% |
2.65 |
2.9% |
91% |
False |
False |
10,423 |
40 |
102.42 |
78.59 |
23.83 |
26.4% |
2.79 |
3.1% |
49% |
False |
False |
8,600 |
60 |
102.42 |
78.59 |
23.83 |
26.4% |
2.58 |
2.9% |
49% |
False |
False |
7,534 |
80 |
105.34 |
78.59 |
26.75 |
29.6% |
2.48 |
2.7% |
44% |
False |
False |
6,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.09 |
2.618 |
95.91 |
1.618 |
93.96 |
1.000 |
92.75 |
0.618 |
92.01 |
HIGH |
90.80 |
0.618 |
90.06 |
0.500 |
89.83 |
0.382 |
89.59 |
LOW |
88.85 |
0.618 |
87.64 |
1.000 |
86.90 |
1.618 |
85.69 |
2.618 |
83.74 |
4.250 |
80.56 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.10 |
90.07 |
PP |
89.96 |
89.90 |
S1 |
89.83 |
89.73 |
|