NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 06-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
90.26 |
86.91 |
-3.35 |
-3.7% |
87.60 |
High |
90.30 |
88.05 |
-2.25 |
-2.5% |
91.34 |
Low |
87.17 |
85.02 |
-2.15 |
-2.5% |
87.17 |
Close |
88.03 |
87.65 |
-0.38 |
-0.4% |
88.03 |
Range |
3.13 |
3.03 |
-0.10 |
-3.2% |
4.17 |
ATR |
2.72 |
2.74 |
0.02 |
0.8% |
0.00 |
Volume |
11,152 |
13,008 |
1,856 |
16.6% |
69,044 |
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.00 |
94.85 |
89.32 |
|
R3 |
92.97 |
91.82 |
88.48 |
|
R2 |
89.94 |
89.94 |
88.21 |
|
R1 |
88.79 |
88.79 |
87.93 |
89.37 |
PP |
86.91 |
86.91 |
86.91 |
87.19 |
S1 |
85.76 |
85.76 |
87.37 |
86.34 |
S2 |
83.88 |
83.88 |
87.09 |
|
S3 |
80.85 |
82.73 |
86.82 |
|
S4 |
77.82 |
79.70 |
85.98 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.36 |
98.86 |
90.32 |
|
R3 |
97.19 |
94.69 |
89.18 |
|
R2 |
93.02 |
93.02 |
88.79 |
|
R1 |
90.52 |
90.52 |
88.41 |
91.77 |
PP |
88.85 |
88.85 |
88.85 |
89.47 |
S1 |
86.35 |
86.35 |
87.65 |
87.60 |
S2 |
84.68 |
84.68 |
87.27 |
|
S3 |
80.51 |
82.18 |
86.88 |
|
S4 |
76.34 |
78.01 |
85.74 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.93 |
2.618 |
95.98 |
1.618 |
92.95 |
1.000 |
91.08 |
0.618 |
89.92 |
HIGH |
88.05 |
0.618 |
86.89 |
0.500 |
86.54 |
0.382 |
86.18 |
LOW |
85.02 |
0.618 |
83.15 |
1.000 |
81.99 |
1.618 |
80.12 |
2.618 |
77.09 |
4.250 |
72.14 |
|
|
Fisher Pivots for day following 06-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
87.28 |
88.18 |
PP |
86.91 |
88.00 |
S1 |
86.54 |
87.83 |
|