NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.69 |
90.24 |
0.55 |
0.6% |
86.55 |
High |
90.80 |
90.50 |
-0.30 |
-0.3% |
90.88 |
Low |
88.85 |
88.16 |
-0.69 |
-0.8% |
86.04 |
Close |
90.24 |
89.00 |
-1.24 |
-1.4% |
89.00 |
Range |
1.95 |
2.34 |
0.39 |
20.0% |
4.84 |
ATR |
2.71 |
2.69 |
-0.03 |
-1.0% |
0.00 |
Volume |
20,069 |
11,272 |
-8,797 |
-43.8% |
76,948 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.24 |
94.96 |
90.29 |
|
R3 |
93.90 |
92.62 |
89.64 |
|
R2 |
91.56 |
91.56 |
89.43 |
|
R1 |
90.28 |
90.28 |
89.21 |
89.75 |
PP |
89.22 |
89.22 |
89.22 |
88.96 |
S1 |
87.94 |
87.94 |
88.79 |
87.41 |
S2 |
86.88 |
86.88 |
88.57 |
|
S3 |
84.54 |
85.60 |
88.36 |
|
S4 |
82.20 |
83.26 |
87.71 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.16 |
100.92 |
91.66 |
|
R3 |
98.32 |
96.08 |
90.33 |
|
R2 |
93.48 |
93.48 |
89.89 |
|
R1 |
91.24 |
91.24 |
89.44 |
92.36 |
PP |
88.64 |
88.64 |
88.64 |
89.20 |
S1 |
86.40 |
86.40 |
88.56 |
87.52 |
S2 |
83.80 |
83.80 |
88.11 |
|
S3 |
78.96 |
81.56 |
87.67 |
|
S4 |
74.12 |
76.72 |
86.34 |
|
|
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% |
2.34 |
2.6% |
61% |
False |
False |
15,389 |
10 |
91.05 |
84.71 |
6.34 |
7.1% |
2.64 |
3.0% |
68% |
False |
False |
12,392 |
20 |
91.05 |
81.69 |
9.36 |
10.5% |
2.47 |
2.8% |
78% |
False |
False |
10,763 |
40 |
102.42 |
78.59 |
23.83 |
26.8% |
2.79 |
3.1% |
44% |
False |
False |
8,805 |
60 |
102.42 |
78.59 |
23.83 |
26.8% |
2.59 |
2.9% |
44% |
False |
False |
7,668 |
80 |
105.34 |
78.59 |
26.75 |
30.1% |
2.49 |
2.8% |
39% |
False |
False |
6,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.45 |
2.618 |
96.63 |
1.618 |
94.29 |
1.000 |
92.84 |
0.618 |
91.95 |
HIGH |
90.50 |
0.618 |
89.61 |
0.500 |
89.33 |
0.382 |
89.05 |
LOW |
88.16 |
0.618 |
86.71 |
1.000 |
85.82 |
1.618 |
84.37 |
2.618 |
82.03 |
4.250 |
78.22 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.33 |
89.48 |
PP |
89.22 |
89.32 |
S1 |
89.11 |
89.16 |
|