NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
90.47 |
90.41 |
-0.06 |
-0.1% |
84.32 |
High |
91.00 |
91.34 |
0.34 |
0.4% |
88.56 |
Low |
89.39 |
89.86 |
0.47 |
0.5% |
83.33 |
Close |
90.35 |
90.48 |
0.13 |
0.1% |
87.28 |
Range |
1.61 |
1.48 |
-0.13 |
-8.1% |
5.23 |
ATR |
2.77 |
2.67 |
-0.09 |
-3.3% |
0.00 |
Volume |
12,921 |
34,007 |
21,086 |
163.2% |
41,397 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.00 |
94.22 |
91.29 |
|
R3 |
93.52 |
92.74 |
90.89 |
|
R2 |
92.04 |
92.04 |
90.75 |
|
R1 |
91.26 |
91.26 |
90.62 |
91.65 |
PP |
90.56 |
90.56 |
90.56 |
90.76 |
S1 |
89.78 |
89.78 |
90.34 |
90.17 |
S2 |
89.08 |
89.08 |
90.21 |
|
S3 |
87.60 |
88.30 |
90.07 |
|
S4 |
86.12 |
86.82 |
89.67 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.08 |
99.91 |
90.16 |
|
R3 |
96.85 |
94.68 |
88.72 |
|
R2 |
91.62 |
91.62 |
88.24 |
|
R1 |
89.45 |
89.45 |
87.76 |
90.54 |
PP |
86.39 |
86.39 |
86.39 |
86.93 |
S1 |
84.22 |
84.22 |
86.80 |
85.31 |
S2 |
81.16 |
81.16 |
86.32 |
|
S3 |
75.93 |
78.99 |
85.84 |
|
S4 |
70.70 |
73.76 |
84.40 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.63 |
2.618 |
95.21 |
1.618 |
93.73 |
1.000 |
92.82 |
0.618 |
92.25 |
HIGH |
91.34 |
0.618 |
90.77 |
0.500 |
90.60 |
0.382 |
90.43 |
LOW |
89.86 |
0.618 |
88.95 |
1.000 |
88.38 |
1.618 |
87.47 |
2.618 |
85.99 |
4.250 |
83.57 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.60 |
90.34 |
PP |
90.56 |
90.19 |
S1 |
90.52 |
90.05 |
|